assetsArrange {fAssets} | R Documentation |
Allows to rearrange a set of assets columnwise.
assetsArrange(x, method = c("pca", "hclust", "abc"), ...)
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. |
a character vector with the rearranged assets names.
Diethelm Wuertz for the Rmetrics port.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## lppData - lppData = as.timeSeries(data(LPP2005REC)) ## assetsArrange - assetsArrange(lppData, "pca") assetsArrange(lppData, "hclust") assetsArrange(lppData, "abc")