chart.Weights: boxplot of the weights of the optimal portfolios

Description

This function charts the optimal weights of a portfolio run via optimize.portfolio or optimize.portfolio.rebalancing. The upper and lower bounds on weights can be plotted for single period optimizations. The optimal weights will be charted through time for optimize.portfolio.rebalancing objects. For optimize.portfolio.rebalancing objects, the weights are plotted with chart.StackedBar.

Usage

chart.Weights(object, ...)
# S3 method for optimize.portfolio.rebalancing
chart.Weights(object, ...,
  main = "Weights")
# S3 method for optimize.portfolio.DEoptim
chart.Weights(object, ...,
  neighbors = NULL, main = "Weights", las = 3, xlab = NULL,
  cex.lab = 1, element.color = "darkgray", cex.axis = 0.8,
  colorset = NULL, legend.loc = "topright", cex.legend = 0.8,
  plot.type = "line")
# S3 method for optimize.portfolio.GenSA
chart.Weights(object, ...,
  neighbors = NULL, main = "Weights", las = 3, xlab = NULL,
  cex.lab = 1, element.color = "darkgray", cex.axis = 0.8,
  colorset = NULL, legend.loc = "topright", cex.legend = 0.8,
  plot.type = "line")
# S3 method for optimize.portfolio.pso
chart.Weights(object, ..., neighbors = NULL,
  main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
  element.color = "darkgray", cex.axis = 0.8, colorset = NULL,
  legend.loc = "topright", cex.legend = 0.8, plot.type = "line")
# S3 method for optimize.portfolio.ROI
chart.Weights(object, ..., neighbors = NULL,
  main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
  element.color = "darkgray", cex.axis = 0.8, colorset = NULL,
  legend.loc = "topright", cex.legend = 0.8, plot.type = "line")
# S3 method for optimize.portfolio.random
chart.Weights(object, ...,
  neighbors = NULL, main = "Weights", las = 3, xlab = NULL,
  cex.lab = 1, element.color = "darkgray", cex.axis = 0.8,
  colorset = NULL, legend.loc = "topright", cex.legend = 0.8,
  plot.type = "line")
# S3 method for opt.list
chart.Weights(object, neighbors = NULL, ...,
  main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
  element.color = "darkgray", cex.axis = 0.8, colorset = NULL,
  legend.loc = "topright", cex.legend = 0.8, plot.type = "line")

Arguments

object

optimal portfolio object created by optimize.portfolio.

...

any other passthru parameters .

main

an overall title for the plot: see title

neighbors

set of 'neighbor' portfolios to overplot. See Details.

las

numeric in {0,1,2,3}; the style of axis labels

0:: always parallel to the axis,

1:

always horizontal,

2:

always perpendicular to the axis,

3:

always vertical [default].

xlab

a title for the x axis: see title

cex.lab

The magnification to be used for x and y labels relative to the current setting of cex

element.color

provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.

cex.axis

The magnification to be used for axis annotation relative to the current setting of cex.

colorset

color palette or vector of colors to use.

legend.loc

location of the legend. If NULL, the legend will not be plotted.

cex.legend

The magnification to be used for legend annotation relative to the current setting of cex.

plot.type

"line" or "barplot" to plot.

Description

Usage

Arguments

See Also