scatterFUN

arguments

This function is used to calculate risk or return metrics given a matrix of
asset returns and will be used for a risk-reward scatter plot of the assets

Portfolio optimization and analysis routines and graphics.

Brian G Peterson

PortfolioAnalytics

Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios

Peter Carl

Kris Boudt

Ross Bennett

Hezky Varon

Guy Yollin

R. Douglas Martin

scatterFUN function

<dl><dt>R</dt>
<dd>xts object of asset returns</dd>
<dt>FUN</dt>
<dd>name of function</dd>
<dt>arguments</dt>
<dd>named list of arguments to FUN</dd></dl>

Arguments

Author

Apply a risk or return function to asset returns — scatterFUN

<dl>

<dt>R</dt>
<dd>xts object of asset returns</dd>


<dt>FUN</dt>
<dd>name of function</dd>


<dt>arguments</dt>
<dd>named list of arguments to FUN</dd>

</dl>

Apply a risk or return function to asset returns

scatterFUN: Apply a risk or return function to asset returns

Description

Usage

Arguments

Author