histPlot {fAssets} | R Documentation |
Displays density of assets returns as a histogram and/or as log density plot.
assetsHistPlot(x, col = "steelblue", skipZeros = FALSE, ...) assetsLogDensityPlot(x, estimator = c("hubers", "sample", "both"), labels = 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 .
|
skipZeros |
a logical, should zeros be skipped in the histogram plot of the return series ? |
col |
a character string, defining the color to fill the boxes. |
estimator |
a character string naming the type of estimator to fit the mean
and variance of the normal density. This may be either "huber" ,
"sample" , or "both" .
|
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.
|
... |
optional arguments to be passed. |
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.
## LPP2005REC - x = as.timeSeries(data(LPP2005REC)) ## assetsHistPlot - # par(mfrow = c(2, 2)) assetsHistPlot(x[, 1:4]) ## assetsLogDensityPlot - # par(mfrow = c(1, 1)) assetsLogDensityPlot(x[, "ALT"], estimator = "both")