File: plot-stars.Rd

package info (click to toggle)
fassets 3011.83-2
  • links: PTS
  • area: main
  • in suites: stretch
  • size: 428 kB
  • sloc: makefile: 1
file content (163 lines) | stat: -rw-r--r-- 4,477 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
\name{plot-stars}


\alias{starsPlot}

\alias{assetsStarsPlot}  
\alias{assetsBasicStatsPlot}
\alias{assetsMomentsPlot}  
\alias{assetsBoxStatsPlot} 
\alias{assetsNIGFitPlot}    


\title{Stars Plots of Assets.}


\description{
  
    Displays star plots to compare assets sets.

}


\usage{
assetsStarsPlot(x, method = c("segments", "stars"), locOffset = c(0, 0),
    keyOffset = c(0, 0), \dots)
    
assetsBoxStatsPlot(x, par = TRUE, oma = c(0,0,0,0), mar = c(4, 4, 4, 4), 
    keyOffset = c(-0.65, -0.50), main = "Assets Statistics", 
    title = "Assets", titlePosition = c(3, 3.65), 
    description = "Box Plot Statistics", descriptionPosition = c(3, 3.50), \dots)
    
assetsBasicStatsPlot(x, par = TRUE, oma = c(0,0,0,0), mar = c(4, 4, 4, 4), 
    keyOffset = c(-0.65, -0.50), main = "Assets Statistics", 
    title = "Assets", titlePosition = c(3, 3.65), 
    description = "Basic Returns Statistics", descriptionPosition = c(3, 3.50), \dots)
    
assetsMomentsPlot(x, par = TRUE, oma = c(0,0,0,0), mar = c(4, 4, 4, 4), 
    keyOffset = c(-0.65, -0.50), main = "Assets Statistics", 
    title = "Assets", titlePosition = c(3, 3.65), 
    description = "Moments Statistics", descriptionPosition = c(3, 3.50), \dots)
    
assetsNIGFitPlot(x, par = TRUE, oma = c(0,0,0,0), mar = c(4, 4, 4, 4), 
    keyOffset = c(-0.65, -0.50), main = "Assets Statistics", 
    title = "Assets", titlePosition = c(3, 3.65), 
    description = "NIG  Parameters", descriptionPosition = c(3, 3.50), \dots)
}


\arguments{
  
    \item{description}{
        a destription string.
        }
    \item{descriptionPosition}{
        the position of the description string.
        }
    \item{method}{
        a character string from to select the plot method. Eiter a 
        \code{"star"} or a \code{"segment"} plot.
        }
    \item{keyOffset}{
        a numeric vector of lenght two, specifying an offset in the
        legend with respect to \code{x} and
        \code{y} direction.
        }
    \item{locOffset}{
        a numeric vector of lenght two, specifying an offset in the
        location of the stars/circles with respect to \code{x} and
        \code{y} direction.
        }
    \item{main}{
        to set the main title.
        }
    \item{mar}{
        to set the number of lines of margin to be specified on the four 
        sides of the plot. The default is \code{c(5,4,4,2)+0.1}.
        }
    \item{oma}{
        to set the size of the outer margins in lines of text.
        }
    \item{par}{
        a logical flag. Should be internal \code{par()} setting be used?
        }
    \item{title}{
        a character string, the plot title.
        }
    \item{titlePosition}{
        the position of the title string.
        }
    \item{x}{
        any rectangular time series object which can be converted by the 
        function \code{as.matrix()} into a matrix object, e.g. like an 
        object of class \code{timeSeries}, \code{data.frame}, or \code{mts}. 
        } 
    \item{\dots}{
        optional arguments to be passed.
        }
        
}


\details{


    \code{assetsStarsPlot}\cr
    draws segment or star diagrams of data sets,
    
    \code{assetsBasicStatsPlot}\cr
    displays a segment plot of box plot statistics,
    
    \code{assetsMomentsPlot}\cr
    displays a segment plot of distribution moments,
    
    \code{assetsBoxStatsPlot}\cr
    displays a segment plot of box plot statistics,
    
    \code{assetsNIGFitPlot}\cr
    displays a segment plot NIG parameter estimates.  
    
}
\author{

    Diethelm Wuertz for the Rmetrics port.
    
}


\references{

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


\examples{
## LPP2005REC -
   # Load Swiss Pension Fund Data:
   LPP <- LPP2005REC
   head(LPP) 

## assetsBasicStatsPlot - 
   # Create a basic Stats Plot: assetsBasicStatsPlot -
   # par(mfrow = c(1, 1))
   assetsBasicStatsPlot(LPP, title = "", description = "")
   
## assetsMomentsPlot -
   # Create a Moments Plot: assetsMomentsPlot -
   assetsMomentsPlot(LPP, title = "", description = "")
   
## assetsBoxStatsPlot - 
   # Create a Box Stats Plot: assetsBoxStatsPlot -
   assetsBoxStatsPlot(LPP, title = "", description = "")

## assetsNIGFitPlot - 
   # Create a NIG Fit Plot: assetsNIGFitPlot -
   assetsNIGFitPlot(LPP[, 7:9], title = "", description = "")
}


\keyword{models}