| pairsPlot {fAssets} | R Documentation |
Display several aspects of correlation bettween pairs of assets.
assetsPairsPlot(x, labels = TRUE, ...)
assetsCorgramPlot(x, labels = TRUE,
method = c("pie", "shade"), ...)
assetsCorTestPlot(x, labels = TRUE, ...)
assetsCorImagePlot(x, labels = TRUE, show = c("cor", "test"),
use = c("pearson", "kendall", "spearman"), abbreviate = 3, ...)
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.
|
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.
|
method |
a character string, the type of graph used in the lower panel. |
show |
a character string, what should be pressented, correlations or results from correlation tests? |
use |
a character string indicating which correlation coefficient or
covariance is to be computed. One of "pearson", the default,
"kendall", or "spearman".
|
abbreviate |
allows to abbreviate strings to at least abbreviate
characters, such that they remain unique, if they were.
|
... |
optional arguments to be passed. |
assetsPairsPlot
displays pairs of scatterplots of individual assets,
assetsCorgramPlot
displays correlations between assets,
assetsCorTestPlot
displays and tests pairwise correlations,
assetsCorImagePlot
displays an image plot of a correlations.
Diethelm Wuertz for the Rmetrics port.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## LPP2005REC - LPP = as.timeSeries(data(LPP2005REC)) ## assetsPairsPlot - assetsPairsPlot(LPP[, 1:6]) ## assetsCorgramPlot - assetsCorgramPlot(LPP[, 1:6], method = "pie") assetsCorgramPlot(LPP[, 1:6], method = "shade") ## assetsCorTestPlot - assetsCorTestPlot(LPP[, 1:6]) ## assetsCorImagePlot - assetsCorImagePlot(LPP[, 1:6])