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\name{risk-surfaceRisk}
\alias{markowitzHull}
\alias{feasibleGrid}
\alias{bestDiversification}
\alias{riskSurface}
\alias{surfacePlot}
\title{Surface Risk Analytics}
\description{
Functions for surface risk analytics.
}
\usage{
markowitzHull(data, nFrontierPoints=50)
feasibleGrid(hull, trace=FALSE)
bestDiversification(grid, FUN="var", trace=FALSE)
riskSurface(diversification, FUN=NULL, \dots)
surfacePlot(surface, type=c("image", "filled.contour"), nlevels=11,
palette=topo.colors, addContour=TRUE, addGrid=TRUE, addHull=TRUE,
addAssets=TRUE, \dots)
}
\arguments{
\item{data}{data}
\item{hull}{hull}
\item{surface}{surface}
\item{diversification}{diversification}
\item{FUN}{FUN}
\item{grid}{grid}
\item{nFrontierPoints}{nFrontierPoints}
\item{trace}{trace}
\item{type}{type}
\item{nlevels}{nlevels}
\item{palette}{palette}
\item{addContour}{addContour}
\item{addGrid}{addGrid}
\item{addHull}{addHull}
\item{addAssets}{addAssets}
\item{\dots}{optional arguments}
}
\references{
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009);
\emph{Portfolio Optimization with R/Rmetrics},
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
}
\keyword{models}
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