Usage
chart.EfficientFrontierOverlay(R, portfolio_list, type, n.portfolios = 25, match.col = "ES", search_size = 2000, main = "Efficient Frontiers", cex.axis = 0.8, element.color = "darkgray", legend.loc = NULL, legend.labels = NULL, cex.legend = 0.8, xlim = NULL, ylim = NULL, ..., chart.assets = TRUE, labels.assets = TRUE, pch.assets = 21, cex.assets = 0.8, col = NULL, lty = NULL, lwd = NULL)
Arguments
R
an xts object of asset returns
n.portfolios
number of portfolios to extract along the efficient frontier.
This is only used for objects of class optimize.portfolio
match.col
string name of column to use for risk (horizontal axis).
Must match the name of an objective.
search_size
passed to optimize.portfolio for type="DEoptim" or type="random".
main
title used in the plot.
cex.axis
the magnification to be used for sizing the axis text relative to the current setting of 'cex', similar to plot. element.color
provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
legend.loc
location of the legend; NULL, "bottomright", "bottom", "bottomleft", "left", "topleft", "top", "topright", "right" and "center".
legend.labels
character vector to use for the legend labels.
cex.legend
The magnification to be used for sizing the legend relative to the current setting of 'cex', similar to plot. xlim
set the x-axis limit, same as in plot. ylim
set the y-axis limit, same as in plot. ...
passthrough parameters to plot. chart.assets
TRUE/FALSE to include the assets.
labels.assets
TRUE/FALSE to include the asset names in the plot.
pch.assets
plotting character of the assets, same as in plot. cex.assets
A numerical value giving the amount by which the asset points and labels should be magnified relative to the default.
col
vector of colors with length equal to the number of portfolios in portfolio_list.
lty
vector of line types with length equal to the number of portfolios in portfolio_list.
lwd
vector of line widths with length equal to the number of portfolios in portfolio_list.