portCloud {stockPortfolio} | R Documentation |
Given a model, portCloud
plots a cloud of possible portfolios.
portCloud(model, riskRange = 2, detail = 25, N = 3000, add = TRUE, col = c("#55550044"), pch = 20, subSamp = 1000, xlim = "default", ylim = "default", xlab = "Risk", ylab = "Return", ...)
model |
An object of class "stockModel" . |
riskRange |
A factor to specify how large you would like the portfolio cloud to be. If X is the portfolio with minimum risk, then the portfolio cloud will look aesthetically best to approximately risk of riskRange*X . |
detail |
A parameter that adjusts the appearance of the portfolio cloud. The default value is often adequate. |
N |
A parameter for the number of portfolios to consider. |
add |
If TRUE , then the points are added to the plot. If FALSE , a new plot is created. |
col |
Color of the portfolios in the plot. |
pch |
Plotting character of the portfolios. |
subSamp |
The maximum number of portfolios to plot. |
xlim |
Limits for the x axis. Only applied if add=FALSE . |
ylim |
Limits for the y axis. Only applied if add=FALSE . |
xlab |
Label for the x axis. Only applied if add=FALSE . |
ylab |
Label for the y axis. Only applied if add=FALSE . |
... |
If add=FALSE , additional arguments for plot . If add=TRUE , additional arguments for points . |
Which portfolios are actually plotted is dependent on the portfolio possibilities curve. A number of points along the curve, specified by detail
and the stocks themselves are used to produce a relatively uniform looking portfolio cloud.
A list of the following items:
ports |
The portfolios plotted. |
R |
The estimated return associated with each row of ports . |
risk |
The estimated risk associated with each row of ports . |
David Diez and Nicolas Christou
data(stock94) sm <- stockModel(stock94, model='SIM', index=25) portCloud(sm, add=FALSE) portPossCurve(sm, 2.5, add=TRUE)