Displays pie plots of weights, weighted Returns, covariance and tail risk budgets for a portfolio.
weightsPie(object, pos = NULL, labels = TRUE, col = NULL,
box = TRUE, legend = TRUE, radius = 0.8, ...)
weightedReturnsPie(object, pos = NULL, labels = TRUE, col = NULL,
box = TRUE, legend = TRUE, radius = 0.8, ...)
covRiskBudgetsPie(object, pos = NULL, labels = TRUE, col = NULL,
box = TRUE, legend = TRUE, radius = 0.8, ...)
tailRiskBudgetsPie(object, pos = NULL, labels = TRUE, col = NULL,
box = TRUE, legend = TRUE, radius = 0.8, ...)
an S4 object of class fPORTFOLIO, as returned by one of
the portfolio functions, e.g. efficientPortfolio or
portfolioFrontier.
NULL or an integer value. If NULL it is assumend that we consider
a single portfolio like for example a tengency portfolio. However,
if the object describes a whole frontier then pos
has to be the number of that point from the frontier which we
want to display. The frontier points are numbered from one up
to the value give by the number of frontier points, which can
be retrieved by calling getNFrontierPoints.
a logical flag, determining if the graph should be labeled
automatically, which is the default case labels=TRUE. If
set to FALSE then the graph will be displayed
undecorated and the user can it decorate by himself.
Evenmore, if labels takes the value of a string vector,
then the names of the assets from the porftolio object
will be ignored, and the labels will be taken from the specified
string vector.
a character string vector, defined from a color palette. The
default setting uses the "Blues" seqPalette palette.
a logical flag, determining whether a boxed frame should be plotted
around the pie, by default the value is set to TRUE.
a logical flag, determining if a legend should be added to the plot. The default setting shows the legend.
a numeric value, determining the radius of the pie. The default value is 0.8.
arguments to be passed.
The pie plots allow for different views on the results obtained from a feasible or an optimized portfolio.
The function weightsPie displays the weights composition
of a portfolio.
The function weightedReturnsPie displays the investment, i.e.
the weighted returns of a portfolio.
The function covRiskBudgetsPie displays the covariance risk
budgets of a portfolio.
The function taikRiskBudgetsPie displays the copulae tail
risk budgets of a portfolio. Note, this is only possible if in the
portfolio specificsation a copulae tail risk is defined.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.