PortfolioAnalytics: chart.Weights – R documentation

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chart.Weights

boxplot of the weights of the optimal portfolios

Description

This function charts the optimal weights of a portfolio run via optimize.portfolio or optimize.portfolio.rebalancing. The upper and lower bounds on weights can be plotted for single period optimizations. The optimal weights will be charted through time for optimize.portfolio.rebalancing objects. For optimize.portfolio.rebalancing objects, the weights are plotted with chart.StackedBar.

Usage

chart.Weights(object, ...)

## S3 method for class 'optimize.portfolio.rebalancing'
chart.Weights(object, ...,
  main = "Weights")

## S3 method for class 'optimize.portfolio.DEoptim'
chart.Weights(object, ...,
  neighbors = NULL, main = "Weights", las = 3, xlab = NULL,
  cex.lab = 1, element.color = "darkgray", cex.axis = 0.8,
  colorset = NULL, legend.loc = "topright", cex.legend = 0.8,
  plot.type = "line")

## S3 method for class 'optimize.portfolio.GenSA'
chart.Weights(object, ...,
  neighbors = NULL, main = "Weights", las = 3, xlab = NULL,
  cex.lab = 1, element.color = "darkgray", cex.axis = 0.8,
  colorset = NULL, legend.loc = "topright", cex.legend = 0.8,
  plot.type = "line")

## S3 method for class 'optimize.portfolio.pso'
chart.Weights(object, ..., neighbors = NULL,
  main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
  element.color = "darkgray", cex.axis = 0.8, colorset = NULL,
  legend.loc = "topright", cex.legend = 0.8, plot.type = "line")

## S3 method for class 'optimize.portfolio.ROI'
chart.Weights(object, ..., neighbors = NULL,
  main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
  element.color = "darkgray", cex.axis = 0.8, colorset = NULL,
  legend.loc = "topright", cex.legend = 0.8, plot.type = "line")

## S3 method for class 'optimize.portfolio.random'
chart.Weights(object, ...,
  neighbors = NULL, main = "Weights", las = 3, xlab = NULL,
  cex.lab = 1, element.color = "darkgray", cex.axis = 0.8,
  colorset = NULL, legend.loc = "topright", cex.legend = 0.8,
  plot.type = "line")

## S3 method for class 'opt.list'
chart.Weights(object, neighbors = NULL, ...,
  main = "Weights", las = 3, xlab = NULL, cex.lab = 1,
  element.color = "darkgray", cex.axis = 0.8, colorset = NULL,
  legend.loc = "topright", cex.legend = 0.8, plot.type = "line")

Arguments

`object`	optimal portfolio object created by `optimize.portfolio`.
`...`	any other passthru parameters .
`main`	an overall title for the plot: see `title`
`neighbors`	set of 'neighbor' portfolios to overplot. See Details.
`las`	numeric in {0,1,2,3}; the style of axis labels 0: always parallel to the axis, 1: always horizontal, 2: always perpendicular to the axis, 3: always vertical [default].
`xlab`	a title for the x axis: see `title`
`cex.lab`	The magnification to be used for x and y labels relative to the current setting of `cex`
`element.color`	provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
`cex.axis`	The magnification to be used for axis annotation relative to the current setting of `cex`.
`colorset`	color palette or vector of colors to use.
`legend.loc`	location of the legend. If NULL, the legend will not be plotted.
`cex.legend`	The magnification to be used for legend annotation relative to the current setting of `cex`.
`plot.type`	"line" or "barplot" to plot.

chart.Weights

Description

Usage

Arguments

See Also

PortfolioAnalytics

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