PortfolioEffectHFT (version 1.7)

util_plotDensity: Line plot of probability density

Description

Plot probability density by produced by the dist_density( ) functions.

Usage

util_plotDensity(PDF, bw=FALSE)

Arguments

PDF

List of density values produced by portfolio or position pdf methods.

bw

Black and white color scheme flag.

Value

Examples

## Not run: 
# data(aapl.data) 
# data(goog.data) 
# data(spy.data) 
# portfolio=portfolio_create(priceDataIx=spy.data)
# portfolio_settings(portfolio,windowLength = '3600s',resultsSamplingInterval='60s')
# positionGOOG=position_add(portfolio,'GOOG',100,priceData=goog.data)   
# positionAAPL=position_add(portfolio,'AAPL',300,priceData=aapl.data) 
# util_plotDensity(dist_density(portfolio,pValueLeft=0.2,pValueRight=0.8,nPoints=100,
# addNormalDensity=TRUE))
# 
# dateStart = "2014-11-17 09:30:00"
# dateEnd = "2014-11-17 16:00:00"
# portfolio=portfolio_create(dateStart,dateEnd)
# portfolio_settings(portfolio,portfolioMetricsMode="price",windowLength = '3600s',
# resultsSamplingInterval='60s')
# positionAAPL=position_add(portfolio,'AAPL',100)
# positionC=position_add(portfolio,'C',300) 
# positionGOOG=position_add(portfolio,'GOOG',150) 
# util_plotDensity(dist_density(portfolio,pValueLeft=0,pValueRight=1,nPoints=100,
# addNormalDensity=TRUE))
# ## End(Not run)