PerformanceAnalytics (version 2.0.4)

chart.RollingMean: chart the rolling mean return

Description

A wrapper to create a rolling mean return chart with 95

Usage

chart.RollingMean(
  R,
  width = 12,
  xaxis = TRUE,
  ylim = NULL,
  lwd = c(2, 1, 1),
  ...,
  fill = NA
)

Arguments

R

an xts, 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

lwd

set the line width, same as in plot. Specified in order of the main line and the two confidence bands.

…

any other passthru parameters

fill

a three-component vector or list (recycled otherwise) providing filling values at the left/within/to the right of the data range. See the fill argument of na.fill for details.

Details

The previous parameter na.pad has been replaced with fill; use fill = NA instead of na.pad = TRUE, or fill = NULL instead of na.pad = FALSE.

Examples

# NOT RUN {
data(edhec)
chart.RollingMean(edhec[, 9, drop = FALSE])

# }