assetsArrange            package:fAssets            R Documentation

_R_e_a_r_r_a_n_g_i_n_g _A_s_s_e_t_s _C_o_l_u_m_n_w_i_s_e

_D_e_s_c_r_i_p_t_i_o_n:

     Allows to rearrange a set of assets columnwise.

_U_s_a_g_e:

     assetsArrange(x, method = c("pca", "hclust", "abc"), ...)

_A_r_g_u_m_e_n_t_s:

       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'.  

  method: a character string, which method should be applied to
          reaarnage the assests?  Either  '"pca"' which arranges the
          columns by an eigenvalue decomposition, '"hclust"' which
          arrangtes the columns by hierarchical clustering, or '"abc"'
          which arrangtes the columns alphabetically. 

     ...: optional arguments to be passed. 

_V_a_l_u_e:

     a character vector with the rearranged assets names.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics port.

_R_e_f_e_r_e_n_c_e_s:

     Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); _Portfolio
     Optimization with R/Rmetrics_,  Rmetrics eBook, Rmetrics
     Association and Finance Online, Zurich.

_E_x_a_m_p_l_e_s:

       
     ## lppData -
        lppData = as.timeSeries(data(LPP2005REC))
         
     ## assetsArrange -
        assetsArrange(lppData, "pca")
        assetsArrange(lppData, "hclust")
        assetsArrange(lppData, "abc")

