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
.
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"
)
optimal portfolio object created by optimize.portfolio
.
any other passthru parameters .
an overall title for the plot: see title
set of 'neighbor' portfolios to overplot. See Details.
numeric in {0,1,2,3}; the style of axis labels
always parallel to the axis,
always horizontal,
always perpendicular to the axis,
always vertical [default].
a title for the x axis: see title
The magnification to be used for x and y labels relative to the current setting of cex
provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
The magnification to be used for axis annotation relative to the current setting of cex
.
color palette or vector of colors to use.
location of the legend. If NULL, the legend will not be plotted.
The magnification to be used for legend annotation relative to the current setting of cex
.
"line" or "barplot" to plot.
optimize.portfolio
optimize.portfolio.rebalancing
chart.StackedBar