Classic risk reward scatter and concentration
This function charts the optimize.portfolio object in risk-return space
and the degree of concentration based on the weights or percentage component
contribution to risk.
chart.Concentration(object, ..., return.col = "mean", risk.col = "ES",
chart.assets = FALSE, conc.type = c("weights", "pct_contrib"),
col = heat.colors(20), element.color = "darkgray", cex.axis = 0.8,
xlim = NULL, ylim = NULL)object |
optimal portfolio created by |
... |
any other passthru parameters. |
return.col |
string matching the objective of a 'return' objective, on vertical axis. |
risk.col |
string matching the objective of a 'risk' objective, on horizontal axis. |
chart.assets |
TRUE/FALSE. Includes a risk reward scatter of the assets in the chart. |
conc.type |
concentration type can be based on the concentration of weights or concentration of percentage component contribution to risk (only works with risk budget objective for the optimization). |
col |
color palette or vector of colors to use. |
element.color |
color for the border and axes. |
cex.axis |
The magnification to be used for axis annotation relative to the current setting of |
xlim |
set the x-axis limit, same as in |
ylim |
set the y-axis limit, same as in |
Peter Carl and Ross Bennett
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