chart.RiskReward: classic risk reward scatter

Description

This function charts the optimize.portfolio object in risk-return space.

Usage

chart.RiskReward(object, ...)
# S3 method for optimize.portfolio.DEoptim
chart.RiskReward(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  xlim = NULL,
  ylim = NULL
)
# S3 method for optimize.portfolio.GenSA
chart.RiskReward(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  ylim = NULL,
  xlim = NULL,
  rp = FALSE
)
# S3 method for optimize.portfolio.pso
chart.RiskReward(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  xlim = NULL,
  ylim = NULL
)
# S3 method for optimize.portfolio.ROI
chart.RiskReward(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  xlim = NULL,
  ylim = NULL,
  rp = FALSE
)
# S3 method for optimize.portfolio.random
chart.RiskReward(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  xlim = NULL,
  ylim = NULL
)
# S3 method for opt.list
chart.RiskReward(
  object,
  ...,
  risk.col = "ES",
  return.col = "mean",
  main = "",
  ylim = NULL,
  xlim = NULL,
  labels.assets = TRUE,
  chart.assets = FALSE,
  pch.assets = 1,
  cex.assets = 0.8,
  cex.axis = 0.8,
  cex.lab = 0.8,
  colorset = NULL,
  element.color = "darkgray"
)

Arguments

object: optimal portfolio created by optimize.portfolio.
...: any other passthru parameters.
neighbors: set of 'neighbor' portfolios to overplot, see Details.
return.col: string matching the objective of a 'return' objective, on vertical axis.
risk.col: string matching the objective of a 'risk' objective, on horizontal axis.
chart.assets: TRUE/FALSE. Includes a risk reward scatter of the assets in the chart.
element.color: color for the default plot scatter points.
cex.axis: The magnification to be used for axis annotation relative to the current setting of cex.
xlim: set the x-axis limit, same as in plot.
ylim: set the y-axis limit, same as in plot.
rp: TRUE/FALSE to generate random portfolios to plot the feasible space
main: a main title for the plot.
labels.assets: TRUE/FALSE to include the names in the plot.
pch.assets: plotting character of the assets, same as in plot
cex.assets: numerical value giving the amount by which the asset points should be magnified relative to the default.
cex.lab: numerical value giving the amount by which the labels should be magnified relative to the default.
colorset: color palette or vector of colors to use.

Details

neighbors may be specified in three ways. The first is as a single number of neighbors. This will extract the neighbors closest portfolios in terms of the out numerical statistic. The second method consists of a numeric vector for neighbors. This will extract the neighbors with portfolio index numbers that correspond to the vector contents. The third method for specifying neighbors is to pass in a matrix. This matrix should look like the output of extractStats, and should contain risk.col,return.col, and weights columns all properly named.

Description

Usage

Arguments

Details

See Also