fAssets (version 4023.85)

plot-stars: Stars Plots of Assets.

Description

Displays star plots to compare assets sets.

Usage

assetsStarsPlot(x, method = c("segments", "stars"), locOffset = c(0, 0),
    keyOffset = c(0, 0), ...)
    
assetsBoxStatsPlot(x, par = TRUE, oma = c(0,0,0,0), mar = c(4, 4, 4, 4), 
    keyOffset = c(-0.65, -0.50), main = "Assets Statistics", 
    title = "Assets", titlePosition = c(3, 3.65), 
    description = "Box Plot Statistics", descriptionPosition = c(3, 3.50), ...)
    
assetsBasicStatsPlot(x, par = TRUE, oma = c(0,0,0,0), mar = c(4, 4, 4, 4), 
    keyOffset = c(-0.65, -0.50), main = "Assets Statistics", 
    title = "Assets", titlePosition = c(3, 3.65), 
    description = "Basic Returns Statistics", descriptionPosition = c(3, 3.50), ...)
    
assetsMomentsPlot(x, par = TRUE, oma = c(0,0,0,0), mar = c(4, 4, 4, 4), 
    keyOffset = c(-0.65, -0.50), main = "Assets Statistics", 
    title = "Assets", titlePosition = c(3, 3.65), 
    description = "Moments Statistics", descriptionPosition = c(3, 3.50), ...)
    
assetsNIGFitPlot(x, par = TRUE, oma = c(0,0,0,0), mar = c(4, 4, 4, 4), 
    keyOffset = c(-0.65, -0.50), main = "Assets Statistics", 
    title = "Assets", titlePosition = c(3, 3.65), 
    description = "NIG  Parameters", descriptionPosition = c(3, 3.50), ...)

Arguments

description

a destription string.

descriptionPosition

the position of the description string.

method

a character string from to select the plot method. Eiter a "star" or a "segment" plot.

keyOffset

a numeric vector of lenght two, specifying an offset in the legend with respect to x and y direction.

locOffset

a numeric vector of lenght two, specifying an offset in the location of the stars/circles with respect to x and y direction.

main

to set the main title.

mar

to set the number of lines of margin to be specified on the four sides of the plot. The default is c(5,4,4,2)+0.1.

oma

to set the size of the outer margins in lines of text.

par

a logical flag. Should be internal par() setting be used?

title

a character string, the plot title.

titlePosition

the position of the title string.

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.

Author

Diethelm Wuertz for the Rmetrics port.

Details

assetsStarsPlot
draws segment or star diagrams of data sets,

assetsBasicStatsPlot
displays a segment plot of box plot statistics,

assetsMomentsPlot
displays a segment plot of distribution moments,

assetsBoxStatsPlot
displays a segment plot of box plot statistics,

assetsNIGFitPlot
displays a segment plot NIG parameter estimates.

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) 

## assetsBasicStatsPlot - 
   # Create a basic Stats Plot: assetsBasicStatsPlot -
   # par(mfrow = c(1, 1))
   assetsBasicStatsPlot(LPP, title = "", description = "")
   
## assetsMomentsPlot -
   # Create a Moments Plot: assetsMomentsPlot -
   assetsMomentsPlot(LPP, title = "", description = "")
   
## assetsBoxStatsPlot - 
   # Create a Box Stats Plot: assetsBoxStatsPlot -
   assetsBoxStatsPlot(LPP, title = "", description = "")

## assetsNIGFitPlot - 
   # Create a NIG Fit Plot: assetsNIGFitPlot -
   assetsNIGFitPlot(LPP[, 7:9], title = "", description = "")