fAssets (version 4023.85)

plot-mst: Assets Tree Plot

Description

Creates and displays a minimum spanning tree of assets.

Usage

assetsTreePlot(x, labels = TRUE, title = TRUE, box = TRUE,
    method = "euclidian", seed = NULL, ...)

Arguments

x

a multivariate timeSeries object.

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.

title

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

box

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

method

a character string, the method used to compute the distance matrix, see function dist.

seed

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

...

optional arguments to be passed.

Author

Diethelm Wuertz for the Rmetrics port.

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[, 1:6]
   head(LPP)   
   
## assetsTreePlot(LPP) - 
   # Create Minimum Spanning Tree Graph: assetsTreePlot -
   # par(mfrow = c(2, 2))
   assetsTreePlot(LPP)
   # new seeds ...
   for (i in 1:3) assetsTreePlot(LPP)