frontier-plotControl: Frontier Plot Control List

Description

Allows to modify plot settings for the frontier plot.

Usage

frontierPlotControl(   
    # Colors:
        sharpeRatio.col   = "blue",
        minvariance.col   = "red",
        tangency.col      = "steelblue",
        cml.col           = "green",
        equalWeights.col  = "blue",
        singleAsset.col   = "topo.colors",
        twoAssets.col     = "grey",
        monteCarlo.col    = "black",
    # Point Sizes:
        minvariance.cex   = 1.25,
        tangency.cex      = 1.25,
        cml.cex           = 1.25,
        equalWeights.cex  = 1.25,
        singleAsset.cex   = 1.25,
        twoAssets.cex     = 0.01,
        monteCarlo.cex    = 0.01,
        sharpeRatio.cex   = 0.1, 
    # Limits:
        xlim              = NULL,
        ylim              = NULL,
    # MC Steps:
        mcSteps           = 5000,
    # Pie Settings:
        pieR              = NULL, 
        piePos            = NULL, 
        pieOffset         = NULL)

Arguments

sharpeRatio.col: Color setting.
minvariance.col: Color setting.
tangency.col: Color setting.
cml.col: Color setting.
equalWeights.col: Color setting.
singleAsset.col: Color setting.
twoAssets.col: Color setting.
monteCarlo.col: Color setting.
minvariance.cex: Font point size setting.
tangency.cex: Font point size setting.
cml.cex: Font point size setting.
equalWeights.cex: Font point size setting.
singleAsset.cex: Font point size setting.
twoAssets.cex: Font point size setting.
monteCarlo.cex: Font point size setting.
sharpeRatio.cex: Font point size setting.
xlim: x-axis limit setting.
ylim: y-axis limit setting.
mcSteps: Numer of Monte Carlo steps.
pieR: Pie radius setting.
piePos: Pie position coordinates setting.
pieOffset: Pie offset coordinates setting.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.