similarityPlot            package:fAssets            R Documentation

_A_s_s_e_t_s _S_i_m_i_l_a_r_i_t_y _P_l_o_t_s

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

     Displays plots of similariaies and dissimilarities between data
     sets of assets.

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

     assetsDendrogramPlot(x, labels = TRUE, title = TRUE, box = TRUE,
         method = c(dist = "euclidian", clust = "complete"), ...)
         
     assetsCorEigenPlot(x, labels = TRUE, title = TRUE, box = TRUE,
         method = c("pearson", "kendall", "spearman"), ...)

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

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

  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: [assetsCorgramPlot] - 
           for the function 'assetsCorgramPlot' a character string, 
          the type of graph used in the lower panel, for the function
          'assetsCorEigenPlot' a character string, the method used  to
          compute the correlation matrix.
           [assetsTreePlot] - 
           a character string, the method used to compute the distance
          matrix, see function 'dist'. 

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

       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. 

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

     'assetsDendrogramPlot'
      displays a hierarchical clustering dendrogram, 

     'assetsCorEigenPlot'
      displays ratio plot of the largest two eigenvalues.

_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))
        
     ## assetsDendrogramPlot -
        assetsDendrogramPlot(LPP)

     ## assetsCorEigenPlot -
        assetsCorEigenPlot(LPP)

