chart.EF.Weights: Chart weights along an efficient frontier

Description

This function produces a stacked barplot of weights along an efficient frontier.

Usage

chart.EF.Weights(object, ...)
# S3 method for efficient.frontier
chart.EF.Weights(
  object,
  ...,
  colorset = NULL,
  n.portfolios = 25,
  by.groups = FALSE,
  match.col = "ES",
  main = "",
  cex.lab = 0.8,
  cex.axis = 0.8,
  cex.legend = 0.8,
  legend.labels = NULL,
  element.color = "darkgray",
  legend.loc = "topright"
)
# S3 method for optimize.portfolio
chart.EF.Weights(
  object,
  ...,
  colorset = NULL,
  n.portfolios = 25,
  by.groups = FALSE,
  match.col = "ES",
  main = "",
  cex.lab = 0.8,
  cex.axis = 0.8,
  cex.legend = 0.8,
  legend.labels = NULL,
  element.color = "darkgray",
  legend.loc = "topright"
)

Arguments

object: object of class efficient.frontier or optimize.portfolio.
...: passthru parameters to barplot.
colorset: color palette or vector of colors to use.
n.portfolios: number of portfolios to extract along the efficient frontier.
by.groups: TRUE/FALSE. If TRUE, the group weights are charted.
match.col: string name of column to use for risk (horizontal axis). Must match the name of an objective.
main: title used in the plot.
cex.lab: the magnification to be used for x-axis and y-axis labels relative to the current setting of 'cex'.
cex.axis: the magnification to be used for sizing the axis text relative to the current setting of 'cex', similar to plot.
cex.legend: the magnification to be used for sizing the legend relative to the current setting of 'cex', similar to plot.
legend.labels: character vector to use for the legend labels.
element.color: provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
legend.loc: NULL, "topright", "right", or "bottomright". If legend.loc is NULL, the legend will not be plotted.

Author

Ross Bennett