fAssets (version 3002.80)

riskPlots: Assets Risk Plots

Description

Displays risk plot from asseets.

Usage

assetsRiskReturnPlot(x, col = "steelblue", percentage = FALSE, scale = 252, 
    labels = TRUE, add = TRUE, ...)  
    
assetsNIGShapeTrianglePlot(x, labels, col = "steelblue", ...)

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.

col

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

percentage

a logical flag. Are the returns given by log or percentual log returns?

scale

an integer value, the scale, i..e number of days, in a year. Used by daily data sets.

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.

add

a logical flag, defining the color to fill the boxes.

...

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 -
   LPP = as.timeSeries(data(LPP2005REC))
   
## assetsRiskReturnPlot -
   # par(mfrow = c(2, 2))
   assetsRiskReturnPlot(LPP)
   
## assetsNIGShapeTrianglePlot -
   assetsNIGShapeTrianglePlot(LPP)