chart.Correlation.color

a vector, matrix, data frame, timeSeries or zoo object of asset returns

nrgcols

labels

labcols

title

Another, simpler, visualization of a Correlation Matrix, probably better for larger sets of data.

multivariate

models

hplot

distribution

Library of econometric functions for performance and risk analysis. This library aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams.  In general, this library is most tested on return (rather than price) data on a monthly scale, but most functions will work with daily or irregular return data as well.

Brian G Peterson

PerformanceAnalytics

Econometric tools for performance and risk analysis.

chart.Correlation.color function

correlation matrix chart, in color

chart.Correlation.color: correlation matrix chart, in color

Description

Usage

Arguments

Value

See Also