fAssets (version 3003.81-1)

plot-binning: Bivariate Histogram Plots of Assets

Description

Displays bivariate histogram plots of assets returns.

Usage

assetsHistPairsPlot(x, bins = 30, method = c("square", "hex"), ...)

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.

bins

an integer value, the number of bins used for the biariate histogram.

method

a character string denoting whic h type of binning should be used, either "squared" or "hexagonal".

...

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 -
   # Load Swiss Pension Fund Data:
   LPP <- LPP2005REC
   head(LPP)
     
## assetsHistPairsPlot - 
   # Create a bivariate Binning Plot: assetsHistPairsPlot -
   assetsHistPairsPlot(LPP[, c("LMI", "ALT")])
   
## assetsHistPairsPlot -
   # Now with hexagonal Bins:
   assetsHistPairsPlot(LPP[, c("LMI", "ALT")], method = "hex")
   grid(col="red")