frontierPlotControl {fPortfolio}R Documentation

Frontier Plot Control List

Description

Allows to modify plot settings for the frontier plot.

Usage

frontierPlotControl(   
    # Colors:
        sharpeRatio.col   = "blue",
        minvariance.col   = "red",
        tangency.col      = "steelblue",
        cml.col           = "green",
        equalWeights.col  = "blue",
        singleAsset.col   = "topo.colors",
        twoAssets.col     = "grey",
        monteCarlo.col    = "black",
    # Point Sizes:
        minvariance.cex   = 1.25,
        tangency.cex      = 1.25,
        cml.cex           = 1.25,
        equalWeights.cex  = 1.25,
        singleAsset.cex   = 1.25,
        twoAssets.cex     = 0.01,
        monteCarlo.cex    = 0.01,
        sharpeRatio.cex   = 0.1, 
    # Limits:
        xlim              = NULL,
        ylim              = NULL,
    # MC Steps:
        mcSteps           = 5000,
    # Pie Settings:
        pieR              = NULL, 
        piePos            = NULL, 
        pieOffset         = NULL)

Arguments

sharpeRatio.col Color setting.
minvariance.col Color setting.
tangency.col Color setting.
cml.col Color setting.
equalWeights.col Color setting.
singleAsset.col Color setting.
twoAssets.col Color setting.
monteCarlo.col Color setting.
minvariance.cex Font point size setting.
tangency.cex Font point size setting.
cml.cex Font point size setting.
equalWeights.cex Font point size setting.
singleAsset.cex Font point size setting.
twoAssets.cex Font point size setting.
monteCarlo.cex Font point size setting.
sharpeRatio.cex Font point size setting.
xlim x-axis limit setting.
ylim y-axis limit setting.
mcSteps Numer of Monte Carlo steps.
pieR Pie radius setting.
piePos Pie position coordinates setting.
pieOffset Pie offset coordinates setting.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

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[Package fPortfolio version 2100.77 Index]