PortfolioAnalytics (version 1.0.3636)

scatterFUN: Apply a risk or return function to asset returns

Description

This function is used to calculate risk or return metrics given a matrix of asset returns and will be used for a risk-reward scatter plot of the assets

Usage

scatterFUN(R, FUN, arguments = NULL)

Arguments

R

xts object of asset returns

FUN

name of function

arguments

named list of arguments to FUN