weightsLinePlot          package:fPortfolio          R Documentation

_P_o_r_t_f_o_l_i_o _W_e_i_g_h_t_s _L_i_n_e _P_l_o_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Displays line plots of weights, weighted returns, covariance  and
     tail risk budgets.

_U_s_a_g_e:

        
     weightsLinePlot(object, labels = TRUE, col = NULL, title = TRUE, 
         box = TRUE, legend = TRUE, ...)
         
     weightedReturnsLinePlot(object, labels = TRUE, col = NULL, title = TRUE, 
         box = TRUE, legend = TRUE, ...)
         
     covRiskBudgetsLinePlot(object, labels = TRUE, col = NULL, title = TRUE, 
         box = TRUE, legend = TRUE, ...)

_A_r_g_u_m_e_n_t_s:

  object: an S4 object of class 'fPORTFOLIO', as returned by one of the
          portfolio functions, e.g. 'efficientPortfolio' or
          'portfolioFrontier'. 

  labels: 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. 

     col: a character string vector, defined from a color palette. The 
          default setting uses the "Blues" 'seqPalette' palette. 

   title: a logical flag. Should automatically a title and axis labels
          be added to the plot.  

     box: a logical flag, determining whether a boxed frame should be
          plotted around the pie, by default the value is set to
          'TRUE'. 

  legend: 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'.  

_D_e_t_a_i_l_s:

     These line 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.

_R_e_f_e_r_e_n_c_e_s:

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

_E_x_a_m_p_l_e_s:

     ## data -
        Data = SMALLCAP.RET
        Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
        Data

     ## portfolioFrontier -
        Frontier = portfolioFrontier(Data)
        
     ## weightsLinePlot -
        # weightsLinePlot(frontier)

