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PerformanceAnalytics (version 0.9.4)

chart.Histogram: histogram of returns

Description

Create a histogram of returns, with optional curve fits for density and normal. This is wrapper function for hist, see the help for that function for additional arguments you may wish to pass in.

Usage

chart.Histogram(R, rf = 0, breaks="FD", main = NULL, add.names = TRUE, xlab = "Returns", ylab = "Frequency", border.col = "white", add.density = TRUE, add.fit = TRUE, density.col = "black", fit.col = "darkgray", colorset = "gray", lwd = 2, xlim = NULL, ...)

Arguments

R
a vector, matrix, data frame, timeSeries or zoo object of asset returns
rf
risk free rate, in same period as your returns
breaks
how to calculate the breaks between the bars, see hist for details, default "FD"
add.names
TRUE/FALSE whether to add names from the source data to the graph
add.density
TRUE/FALSE whether to add the density plot to the graph
add.fit
TRUE/FALSE whether to add a fitted curve to the graph
fit.col
number of columns to fit the data over
border.col
colorset to use for the border
density.col
colorset to use for the density plot
main
set the chart title, same as in plot
ylab
set the y-axis label, same as in plot
xlab
set the x-axis label, same as in plot
xlim
set the x-axis limit, same as in plot
lwd
set the line width, same as in plot
colorset
color palette to use, set by default to rational choices
...
any other passthru parameters

Value

  • chart of histogram of returns

See Also

hist