weightsSlider           package:fPortfolio           R Documentation

_P_o_r_t_f_o_l_i_o _W_e_i_g_h_t_s _S_l_i_d_e_r

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

     Interactive portfolio weights plot.

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

          
     weightsSlider(object, control = list(), ...)

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

 control: a list, defining the plotting parameters. The list modifies
          amongst others the color, e.g. 'minvariance.col', type of
          point, e.g. 'tangency.pch', or the dimension of the point,
          e.g. 'cml.cex', see Notes for a complete list of control
          parameters. 

  object: an S4 object of class 'fPORTFOLIO'. 

     ...: optional arguments to be passed. 

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

     The slider has illustrative objectives. The function expects an S4
      object of class 'fPORTFOLIO'.

     The weights slider gives an overview of the weights  on the
     efficient frontier. Three weight plots 'weightsPlot',  'piePlot'
     and the not stacked weights and a frontier plot with the single
     assets, the tangency portfolio and a legend are provided. In the 
     two weights plots the vertical line indicates the current
     portfolio and a  dotted one indicates the minimum variance
     portfolio. The number in the  pie plot stands for the asset and
     the sign shows whether this asset is  short or long. In all plots
     colors represent the same asset.

_V_a_l_u_e:

     Creates interactive plots.

_C_o_n_t_r_o_l _P_a_r_a_m_e_t_e_r_s:

     In the following all elements of argument control from functions
     'plot', 'weightsSlider', 'frontierSlider' are listed. 


     _s_l_i_d_e_r_R_e_s_o_l_u_t_i_o_n a numeric, determining the numbers of slider
          points, by default  nFrontierPoints/10. 

     _s_l_i_d_e_r_F_l_a_g a character string, denoting the slidertype, by default
          "frontier" for 'frontierSlider' and "weights" for
          'weightsSlider'. 

     _s_h_a_r_p_e_R_a_t_i_o._c_o_l a character string, defining color of the Sharpe
          ratio plot, by default "black".

     _m_i_n_v_a_r_i_a_n_c_e._c_o_l a character string, defining color of the minimum
          variance portfolio, by default "red".

     _t_a_n_g_e_n_c_y._c_o_l a character string, defining color of the tangency
          portfolio, by default "steelblue".

     _c_m_l._c_o_l a character string, defining  color of the market
          portfolio and the capital market line, by default "green".

     _e_q_u_a_l_W_e_i_g_h_t_s._c_o_l a character string, defining the color of the
          equal weights portfolio, by default "blue".

     _r_u_n_n_i_n_g_P_o_i_n_t._c_o_l a character string, defining color of the point
          indicating the current portfolio, by default "red".

     _s_i_n_g_l_e_A_s_s_e_t._c_o_l a character string vector, defining color of the
          single asset portfolios. The vector must have length the
          number  of assets, by default 'rainbow'.

     _t_w_o_A_s_s_e_t_s._c_o_l a character string, defining color of the two assets
          efficient frontier, by default "grey".

     _m_o_n_t_e_C_a_r_l_o._c_o_l a character string, defining color of the Monte
          Carlo portfolios, by default "black". 

     _m_i_n_v_a_r_i_a_n_c_e._p_c_h a number, defining symbol used for the minimum
          variance portfolio. See 'points' for description. Default
          symbol is 17.

     _t_a_n_g_e_n_c_y._p_c_h a number, defining symbol used for the tangency
          portfolio. See 'points' for description. Default symbol is
          17.

     _c_m_l._p_c_h a number, defining symbol used for the market portfolio.
          See 'points' for description. Default symbol is 17.

     _e_q_u_a_l_W_e_i_g_h_t_s._p_c_h a number, defining symbol used for the equal
          weights portfolio. See 'points' for description. Default
          symbol is 15. 

     _s_i_n_g_l_e_A_s_s_e_t._p_c_h a number, defining symbol used for the single
          asset portfolios. See 'points' for description. Default
          symbol is 18. 

     _s_h_a_r_p_e_R_a_t_i_o._c_e_x a number, determining size (percentage) of the
          Sharpe ratio plot, by default 0.1.

     _m_i_n_v_a_r_i_a_n_c_e._c_e_x a number, determining size (percentage) of the
          minimum variance portfolio symbol, by default 1.

     _t_a_n_g_e_n_c_y._c_e_x a number, determining size (percentage) of the
          tangency portfolio symbol, by default 1.25.

     _c_m_l._c_e_x a number, determining size (percentage) of the market
          portfolio symbol, by default 1.25.

     _e_q_u_a_l_W_e_i_g_h_t_s._c_e_x a number, determining size (percentage) of the
          equal weights portfolio symbol, by default 0.8.

     _r_u_n_n_i_n_g_P_o_i_n_t._c_e_x a number, determining size (percentage) of the
          point indicating the current portfolio equal weights
          portfolio symbol, by default 0.8.

     _s_i_n_g_l_e_A_s_s_e_t._c_e_x a number, determining size (percentage) of the
          singel asset portfolio symbols, by default 0.8.

     _t_w_o_A_s_s_e_t_s._c_e_x a number, determining size (percentage) of the two
          assets efficient frontier plot, by default 0.01.

     _m_o_n_t_e_C_a_r_l_o._c_e_x a number, determining size (percentage) of the
          Monte Carol portfolio symbols, by default 0.01. 

     _m_o_n_t_e_C_a_r_l_o._c_e_x a number, determining size (percentage) of the
          Monte Carol portfolio symbols, by default 0.01.

     _m_c_S_t_e_p_s a number, determining number of Monte Carol portfolio,  by
          default 5000.

     _p_i_e_R a vector, containing factors for shrinking and stretching the
          x- and y-axis, by default NULL, i.e. c(1, 1) is used. Default
          pie size is  1/15 of the plot range.

     _p_i_e_P_o_s a number, determining the weight on the efficient frontier,
          which is illustrated by the pie. Default is tangency
          portfolio

     _p_i_e_O_f_f_s_e_t a vector, containing the pie's x- and y-axis offset from
          the efficient frontier. Default is NULL, i.e. the pie is set
          one default radius left of the efficient frontier.

     _x_l_i_m a vector, containing x-axis plot limits of the efficient
          frontier. Default setting is maximum of frontier range or
          single assets  portfolios.

     _y_l_i_m a vector, containing y-axis plot limits of the efficient
          frontier. Default setting is maximum of frontier range or
          single assets  portfolios.  

_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:

     ## Load Data and Convert to timeSeries Object:
        Data = SMALLCAP.RET
        Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
         
     ## portfolioFrontier -
        frontier = portfolioFrontier(Data)
        frontier
         
     ## weightsSlider -
        # Try Frontier Slider:
        # weightsSlider(frontier)

