riskPlots              package:fAssets              R Documentation

_A_s_s_e_t_s _R_i_s_k _P_l_o_t_s

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

     Displays risk plot from asseets.

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

     assetsRiskReturnPlot(x, col = "steelblue", percentage = FALSE, scale = 252, 
         labels = TRUE, add = TRUE, ...)  
         
     assetsNIGShapeTrianglePlot(x, labels, col = "steelblue", ...)

_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'.  

     col: a character string, defining the color to fill the boxes. 

percentage: a logical flag. Are the returns given by log or percentual
          log returns? 

   scale: an integer value, the scale, i..e number of days, in a year.
          Used by daily data sets. 

  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. 

     add: a logical flag, defining the color to fill the boxes. 

     ...: optional arguments to be passed. 

_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))
        
     ## assetsRiskReturnPlot -
        # par(mfrow = c(2, 2))
        assetsRiskReturnPlot(LPP)
        
     ## assetsNIGShapeTrianglePlot -
        assetsNIGShapeTrianglePlot(LPP)

