fAssets (version 280.73)

pairsPlot: Assets Pairs Plot

Description

A collection and description of functions which display several different kind of views on multivariate data sets of assets. The functions are: ll{ assetsPairsPlot Displays pairs of scatterplots of individual assets, assetsCorgramPlot Displays correlations between assets, assetsCorTestPlot Displays and tests pairwise correlations, assetsCorImagePlot Displays an image plot of a correlations.}

Usage

assetsPairsPlot(x, labels = TRUE, ...)
assetsCorgramPlot(x, labels = TRUE, 
    method = c("pie", "shade"), ...)
assetsCorTestPlot(x, labels = TRUE, ...)
assetsCorImagePlot(x, labels = TRUE, show = c("cor", "test"), 
    use = c("pearson", "kendall", "spearman"), abbreviate = 3, ...)

Arguments

abbreviate

allows to abbreviate strings to at least abbreviate characters, such that they remain unique, if they were.

labels

a logical flag, if TRUE then default labels will be used, otherwise the plots will be displayed without labels and the user can add his own labels.

method

a character string, the type of graph used in the lower panel.

show

a character string, what should be pressented, correlations or results from correlation tests?

x

any rectangular time series object which can be converted by the function as.matrix() into a matrix object, e.g. like an object of class timeSeries, data.frame, or mts.

use

a character string indicating which correlation coefficient or covariance is to be computed. One of "pearson", the default, "kendall", or "spearman".

...

optional arguments to be passed.

See Also

MultivariateDistribution.

Examples

## LPP2005REC -
   LPP = as.timeSeries(data(LPP2005REC))
   head(LPP)
   
## assetsPairsPlot - 
   assetsPairsPlot(LPP)
  
## assetsCorgramPlot -  
   assetsCorgramPlot(LPP, method = "pie")
   assetsCorgramPlot(LPP, method = "shade")
   
## assetsCorTestPlot -
   assetsCorTestPlot(LPP)
   
## assetsCorImagePlot -
   assetsCorImagePlot(LPP)