Displays plots of weights, investments, covariance and tail risk budgets.
weightsPlot(object, labels = TRUE, col = NULL, title = TRUE,
box = TRUE, legend = TRUE, ...)
weightedReturnsPlot(object, labels = TRUE, col = NULL, title = TRUE,
box = TRUE, legend = TRUE, ...)
covRiskBudgetsPlot(object, labels = TRUE, col = NULL, title = TRUE,
box = TRUE, legend = TRUE, ...)
tailRiskBudgetsPlot(object, labels = TRUE, col = NULL, title = TRUE,
box = TRUE, legend = TRUE, ...)
riskBudgetsPlot(object, FUN=c("budgetsNormalVAR","budgetsNormalES",
"budgetsModifiedVAR","budgetsModifiedES", "budgetsSampleCOV"),
labels = TRUE, col = NULL, title = TRUE, mtext = TRUE, box = TRUE,
legend = TRUE, ...)
an S4 object of class fPORTFOLIO, as returned by one of
the portfolio functions, e.g. efficientPortfolio or
portfolioFrontier.
a logical flag, determining if the 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.
a character string vector, defined from a color palette. The
default setting uses the "Blues" seqPalette palette.
a logical flag. Should automatically a title and axis labels be added to the plot.
a logical flag, determining whether a boxed frame should be plotted
around the pie, by default the value is set to TRUE.
a logical value, determining if the the graph should be labeled
automatically, shich 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.
additional arguments passed to the function barplot. Only
active if labels=FALSE.
FUN
mtext
These barplots plots allow for different views on the results obtained from a feasible or an optimized portfolio.
The function weightsPlot displays the weights composition
along the frontier of a portfolio.
The function weightedReturnsPlot displays the investment
composition, i.e. the weighted returns along the frontier of a portfolio.
The function covRiskBudgetsPlot displays the covariance risk
budgets composition along the frontier of a portfolio.
The function tailRiskBudgetsPlot displays the copulae tail
risk budgets composition along the frontier 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.