scatterFUN

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

Ross Bennett

Kris Boudt

Xinran Zhao

R. Douglas Martin

Guy Yollin

Hezky Varon

Xiaokang Feng

Yifu Kang

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