fAssets (version 3002.80)

histPlot: Histogram Plots of Assets

Description

Displays density of assets returns as a histogram and/or as log density plot.

Usage

assetsHistPlot(x, col = "steelblue", skipZeros = FALSE, ...)
assetsLogDensityPlot(x, estimator = c("hubers", "sample", "both"), 
    labels = TRUE, ...)

Arguments

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.

skipZeros

a logical, should zeros be skipped in the histogram plot of the return series ?

col

a character string, defining the color to fill the boxes.

estimator

a character string naming the type of estimator to fit the mean and variance of the normal density. This may be either "huber", "sample", or "both".

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.

...

optional arguments to be passed.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

## LPP2005REC -
   x = as.timeSeries(data(LPP2005REC))
   
  
## assetsHistPlot -
   # par(mfrow = c(2, 2))
   assetsHistPlot(x[, 1:4])
   
## assetsLogDensityPlot -
   # par(mfrow = c(1, 1))
   assetsLogDensityPlot(x[, "ALT"], estimator = "both")