fAssets (version 280.74)

similarityPlot: Assets Similarity Plots

Description

A collection and description of functions which display several different kind of views on multivariate data sets of assets. The functions are: ll{ assetsDendrogramPlot Displays hierarchical clustering dendrogram, assetsCorEigenPlot Displays ratio of the largest two eigenvalues, assetsTreePlot Displays minimal spanning tree plot. }

Usage

assetsDendrogramPlot(x, labels = TRUE, title = TRUE, box = TRUE,
    method = c(dist = "euclidian", clust = "complete"), ...)
    
assetsCorEigenPlot(x, labels = TRUE, title = TRUE, box = TRUE,
    method = c("pearson", "kendall", "spearman"), ...)
    
assetsTreePlot(x, labels = TRUE, title = TRUE, box = TRUE,
    method = "euclidian", seed = NULL, ...)

Arguments

box

a logical flag, should a box be added around the plot? By default TRUE.

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

[assetsCorgramPlot] - for the function assetsCorgramPlot a character string, the type of graph used in the lower panel, for the function assetsCorEigenPlot a character string, the method used to compute

seed

an integer value setting the seed in the computation of the sample ranks.

title

a logical flag, should a default title be added? By default TRUE.

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.

...

optional arguments to be passed.

See Also

MultivariateDistribution.

Examples

## LPP2005REC -
   x = as.timeSeries(data(LPP2005REC))
   head(x)
   
## assetsDendrogramPlot -
   assetsDendrogramPlot(x)

## assetsCorEigenPlot -
   assetsCorEigenPlot(x)
   
## assetsTreePlot -
   assetsTreePlot(x)
   assetsTreePlot(x)