PerformanceAnalytics (version 0.9.5)

chart.RollingMean: chart the rolling mean return

Description

A wrapper to create a rolling mean return chart with 95% confidence bands.

Usage

chart.RollingMean(R, width = 12, xaxis = TRUE, ylim = NULL, na.pad = FALSE, ...)

Arguments

R

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

width

number of periods to apply rolling function window over

xaxis

if true, draws the x axis

ylim

set the y-axis limit, same as in plot

na.pad

TRUE/FALSE If TRUE it adds any times that would not otherwise have been in the result with a value of NA. If FALSE those times are dropped.

...

any other passthru parameters

Value

• A timeseries line charts of the rolling mean, with error bars

Examples

data(edhec)
chart.RollingMean(edhec[, 9, drop = FALSE])