AssetsPlots             package:fAssets             R Documentation

_P_l_o_t_s _o_f _M_u_l_t_i_v_a_r_i_a_t_e _A_s_s_e_t _S_e_t_s

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

     A collection and description of functions which  display several
     different kind of views on multivariate data sets of assets. 

     The functions are:

       'assetsReturnPlot'            Displays return series of individual assets,
       'assetsCumulatedPlot'         Displays cumulated returns of individual assets,
       'assetsSeriesPlot'            Displays time series of individual assets,
       'assetsHistPlot'              Displays histograms of individual assets,
       'assetsQQNormPlot'            Displays normal qq-plots of individual assets,
       'assetsRiskReturnPlot'        Displays risk-return giagram of assets,
       'assetsNIGShapeTrianglePlot'  Displays NIG Shape Triangle,
       'assetsBoxPlot'               Producess standard box plots,
       'assetsBoxPercentilePlot'     roducess side-by-side box-percentile plots,
       'assetsCorgramPlot'           Displays correlations between assets,
       'assetsPairsPlot'             Displays pairs of scatterplots of individual assets,
       'assetsCorTestPlot'           Displays and tests pairwise correlations,
       'assetsCorEigenPlot'          Displays ratio of the largest two eigenvalues,
       'assetsTreePlot'              Displays minimum spanning tree of assets,
       'assetsDendrogramPlot'        Displays hierarchical clustering dendrogram,
       'assetsStarsPlot'             Draws segment or star diagrams of data sets,
       'assetsBasicStatsPlot'        Displays a segment plot of box plot statistics,
       'assetsMomentsPlot'           Displays a segment plot of distribution moments,
       'assetsBoxStatsPlot'          Displays a segment plot of box plot statistics,
       'assetsNIGFitPlot'            Displays a segment plot NIG parameter estimates.

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

     assetsReturnPlot(x, col = "steelblue", ...)
     assetsCumulatedPlot(x, col = "steelblue", ...)
     assetsSeriesPlot(x, col = "steelblue", ...)
     assetsHistPlot(x, col = "steelblue", skipZeros = FALSE, ...)
     assetsQQNormPlot(x, col = "steelblue", skipZeros = FALSE, ...)

     assetsRiskReturnPlot(x, col = "steelblue", percentage = FALSE, scale = 252, 
         labels = TRUE, add = TRUE, ...)
     assetsNIGShapeTrianglePlot(x, col = "steelblue", ...)

     assetsBoxPlot(x, col = "bisque", ...)
     assetsBoxPercentilePlot(x, col = "bisque", ...) 

     assetsCorgramPlot(x, labels = TRUE, method = c("pie", "shade", "hist"), ...)
     assetsPairsPlot(x, labels = TRUE, ...)
     assetsCorTestPlot(x, labels = TRUE, ...)

     assetsCorEigenPlot(x, method = c("pearson", "kendall", "spearman"), ...)
     assetsTreePlot(x, method = "euclidian", seed = NULL)
     assetsDendrogramPlot(x, method = c(dist = "euclidian", clust = "complete"))

     assetsStarsPlot(x, method = c("segments", "stars"), keyOffset = c(0, 0),...)
     assetsBoxStatsPlot(x, 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))
     assetsBasicStatsPlot(x, 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))
     assetsMomentsPlot(x, 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))
     assetsNIGFitPlot(x, 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))

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

     add: a logical flag, defining the color to fill the boxes. 

     col: a character string, defining the color to fill the boxes. 

description: ... 

descriptionPosition: ...  

keyOffset: ... 

  labels: a logical flag, if 'TRUE' then default labels will be used,
          otherwise the plots will be displayed without labels and the
          user can add his own labels. 

    main: ... 

     mar: ... 

  method: [assetsHistPlot, assetsDensityPlot] - 
           a character string, mean-covariance estimator used for the 
          robust gaussian distribution fit.
           [assetsCorgramPlot] - 
           a character string, the type of graph used in the lower
          panel.
           [assetsCorEigenPlot] - 
           a character string, the method used to compute the
          correlation matrixs, ee function 'cor'.
           [assetsTreePlot] - 
           a character string, the method used to compute the distance
          matrix, see function 'dist'.
           [assetsDendrogramPlot] - 
           a character vector with two elements, the method used to
          compute  the distance matrix, see function 'dist', and the
          method used  for the agglomeration algorithm, see function
          'hclust'.


     oma: ... 

percentage: ... 

   scale: ... 

    seed: [assetsTreePlot] - 
           an integer value setting the seed in the computation of the 
          sample ranks. 

skipZeros: [assetsHistPlot] - 
           a logical,  should zeros be skipped in the histogram plot of
          the return series ? 

   title: a character string, the plot title. 

titlePosition: ...  

       x: any rectangular time series object which can be converted by
          the  function 'as.matrix()' into a matrix object, e.g. like
          an  object of class 'timeSeries', 'data.frame', or 'mts'.  

     ...: optional arguments to be passed. 

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics port.

_S_e_e _A_l_s_o:

     'MultivariateDistribution'.

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

     ## berndtInvest -
        data(berndtInvest)
        # Select "CONTIL" "DATGEN" "TANDY" and "DEC" Stocks:
        select = c("CONTIL", "DATGEN", "TANDY", "DEC")
        # Convert into a timeSeries object:
        berndtAssets.tS = as.timeSeries(berndtInvest)[, select]
        head(berndtAssets.tS)
        
     ## assetsSeriesPlot - 
        # Display time series of individual assets
        par(mfrow = c(2, 2), cex = 0.7)
        assetsSeriesPlot(berndtAssets.tS)
            
     ## assetsHistPlot -       
        # Display histograms of individual assets 
        assetsHistPlot(berndtAssets.tS)
        
     ## assetsQQNormPlot -       
        # Display normal qq-plots of individual assets
        assetsQQNormPlot(berndtAssets.tS)

     ## assetsPairsPlot -        
        # Display pairs of scatterplots of individual assets
        assetsPairsPlot(berndtAssets.tS)
        
     ## assetsCorTestPlot -      
        # Display and tests pairwise correlations of assets
        assetsCorTestPlot(berndtAssets.tS)   

