pairsPlot              package:fAssets              R Documentation

_A_s_s_e_t_s _P_a_i_r_s _P_l_o_t

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

     Display several aspects of correlation bettween pairs of assets.

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

     assetsPairsPlot(x, labels = TRUE, ...)
     assetsCorgramPlot(x, labels = TRUE, 
         method = c("pie", "shade"), ...)
     assetsCorTestPlot(x, labels = TRUE, ...)
     assetsCorImagePlot(x, labels = TRUE, show = c("cor", "test"), 
         use = c("pearson", "kendall", "spearman"), abbreviate = 3, ...)

_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'.  

  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: a character string, the type of graph used in the lower
          panel. 

    show: a character string, what should be pressented, correlations
          or results from correlation tests? 

     use: a character string indicating which correlation coefficient
          or  covariance is to be computed. One of '"pearson"', the
          default,  '"kendall"', or '"spearman"'. 

abbreviate: allows to abbreviate strings to at least 'abbreviate' 
          characters, such that they remain unique, if they were.  

     ...: optional arguments to be passed. 

_D_e_t_a_i_l_s:

     'assetsPairsPlot'
      displays pairs of scatterplots of individual assets,

     'assetsCorgramPlot'
      displays correlations between assets, 

     'assetsCorTestPlot'
      displays and tests pairwise correlations,

     'assetsCorImagePlot'
      displays an image plot of a correlations.

_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:

     ## LPP2005REC -
        LPP = as.timeSeries(data(LPP2005REC))
        
     ## assetsPairsPlot - 
        assetsPairsPlot(LPP[, 1:6])
       
     ## assetsCorgramPlot -  
        assetsCorgramPlot(LPP[, 1:6], method = "pie")
        assetsCorgramPlot(LPP[, 1:6], method = "shade")
        
     ## assetsCorTestPlot -
        assetsCorTestPlot(LPP[, 1:6])
        
     ## assetsCorImagePlot -
        assetsCorImagePlot(LPP[, 1:6])    

