fAssets (version 3002.80)

similarityPlot: Assets Similarity Plots

Description

Displays plots of similariaies and dissimilarities between data sets of assets.

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"), ...)

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

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.

Details

assetsDendrogramPlot displays a hierarchical clustering dendrogram, assetsCorEigenPlot displays ratio plot of the largest two eigenvalues.

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))
   
## assetsDendrogramPlot -
   assetsDendrogramPlot(LPP)

## assetsCorEigenPlot -
   assetsCorEigenPlot(LPP)