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PerformanceAnalytics (version 0.9.7.1)

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

Description

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

Usage

chart.Correlation.color(R, nrgcols = 50, labels = TRUE, labcols = 1, title ="", use = "pairwise.complete.obs", ...)

Arguments

R
a vector, matrix, data frame, timeSeries or zoo object of asset returns
nrgcols
number or regularly spaced columns
labels
TRUE/FALSE use labels or not
labcols
labels to use
title
title for the plot
use
an optional character string giving a method for computing covariances in the presence of missing values. This must be (an abbreviation of) one of the strings '"all.obs"', '"complete.obs"' or '"pairwise.complete.obs"'.
...
any other passthru parameters

Value

  • correlation chart

See Also

table.Correlation chart.Correlation