[Returnanalytics-commits] r3159 - in pkg/PortfolioAnalytics: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Sep 22 23:48:22 CEST 2013
Author: rossbennett34
Date: 2013-09-22 23:48:22 +0200 (Sun, 22 Sep 2013)
New Revision: 3159
Removed:
pkg/PortfolioAnalytics/man/chart.RiskBudget.opt.list.Rd
pkg/PortfolioAnalytics/man/chart.RiskBudget.optimize.portfolio.Rd
Modified:
pkg/PortfolioAnalytics/R/charts.risk.R
pkg/PortfolioAnalytics/man/chart.RiskBudget.Rd
pkg/PortfolioAnalytics/man/chart.RiskReward.Rd
pkg/PortfolioAnalytics/man/chart.Weights.Rd
Log:
Updating documentation for chart.RiskBudget.* and collapsing into single .Rd file.
Modified: pkg/PortfolioAnalytics/R/charts.risk.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.risk.R 2013-09-22 21:35:27 UTC (rev 3158)
+++ pkg/PortfolioAnalytics/R/charts.risk.R 2013-09-22 21:48:22 UTC (rev 3159)
@@ -2,48 +2,53 @@
#' Generic method to chart risk contribution
#'
#' This function is the generic method to chart risk budget objectives for
-#' \code{optimize.portfolio} and \code{opt.list} objects.
+#' \code{optimize.portfolio} and \code{opt.list} objects. This function charts
+#' the contribution or percent contribution of the resulting objective measures
+#' of a \code{risk_budget_objective}.
#'
-#' @param object optimal portfolio object created by \code{\link{optimize.portfolio}}
-#' @param ... passthrough parameters to \code{\link{plot}}
-#' @export
-chart.RiskBudget <- function(object, ...){
- UseMethod("chart.RiskBudget")
-}
-
-#' Chart risk contribution of an \code{optimize.portfolio} object
-#'
-#' This function charts the contribution or percent contribution of the resulting
-#' objective measures in \code{risk_budget_objectives}.
-#'
+#' @details
#' \code{neighbors} may be specified in three ways.
-#' The first is as a single number of neighbors. This will extract the \code{neighbors} closest
-#' portfolios in terms of the \code{out} numerical statistic.
+#' The first is as a single number of neighbors. This will extract the
+#' \code{neighbors} closest to the portfolios in terms of the \code{out}
+#' numerical statistic.
#' The second method consists of a numeric vector for \code{neighbors}.
-#' This will extract the \code{neighbors} with portfolio index numbers that correspond to the vector contents.
+#' This will extract the \code{neighbors} with portfolio index numbers that
+#' correspond to the vector contents.
#' The third method for specifying \code{neighbors} is to pass in a matrix.
-#' This matrix should look like the output of \code{\link{extractStats}}, and should contain
-#' properly named contribution and pct_contrib columns.
+#' This matrix should look like the output of \code{\link{extractStats}}, and
+#' should contain properly named contribution and pct_contrib columns.
#'
#' @param object optimal portfolio object created by \code{\link{optimize.portfolio}}
-#' @param neighbors risk contribution or pct_contrib of neighbor portfolios to be plotted, see details.
-#' @param \dots passthrough parameters to \code{\link{plot}}.
+#' @param \dots any other passthru parameters to \code{\link{plot}}
+#' @param neighbors risk contribution or pct_contrib of neighbor portfolios to be plotted, see Details.
+#' @param match.col string of risk column to match. The \code{opt.list} object
+#' may contain risk budgets for ES or StdDev and this will match the proper
+#' column names of the objectives list outp (e.g. ES.contribution).
#' @param risk.type "absolute" or "percentage" to plot risk contribution in absolute terms or percentage contribution.
#' @param main main title for the chart.
+#' @param plot.type "line" or "barplot".
#' @param ylab label for the y-axis.
-#' @param xlab label for the x-axis
-#' @param cex.lab the magnification to be used for x and y labels relative to the current setting of \code{cex}.
+#' @param xlab label for the x-axis.
#' @param cex.axis the magnification to be used for axis annotation relative to the current setting of \code{cex}.
+#' @param cex.lab the magnification to be used for axis annotation relative to the current setting of \code{cex}.
#' @param element.color provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
#' @param las numeric in \{0,1,2,3\}; the style of axis labels
#' \describe{
-#' \item{0:}{always parallel to the axis,}
+#' \item{0:}{always parallel to the axis [\emph{default}],}
#' \item{1:}{always horizontal,}
#' \item{2:}{always perpendicular to the axis,}
-#' \item{3:}{always vertical [\emph{default}].}
+#' \item{3:}{always vertical.}
#' }
#' @param ylim set the y-axis limit, same as in \code{\link{plot}}
-#' @author Ross Bennett
+#' @param colorset color palette or vector of colors to use
+#' @param legend.loc legend.loc NULL, "topright", "right", or "bottomright". If legend.loc is NULL, the legend will not be plotted
+#' @param cex.legend The magnification to be used for the legend relative to the current setting of \code{cex}
+#' @export
+chart.RiskBudget <- function(object, ...){
+ UseMethod("chart.RiskBudget")
+}
+
+#' @rdname chart.RiskBudget
#' @method chart.RiskBudget optimize.portfolio
#' @S3method chart.RiskBudget optimize.portfolio
chart.RiskBudget.optimize.portfolio <- function(object, ..., neighbors=NULL, risk.type="absolute", main="Risk Contribution", ylab="", xlab=NULL, cex.axis=0.8, cex.lab=0.8, element.color="darkgray", las=3, ylim=NULL){
@@ -201,34 +206,8 @@
} # end plot for pct_contrib risk.type
}
-#' Chart risk contribution of an \code{opt.list} object
-#'
-#' This function charts the absolute contribution or percent contribution of
-#' the resulting objective measures in the \code{opt.list} object.
-#'
-#' @param object list of optimal portfolio objects created by \code{\link{optimizations.combine}}.
-#' @param \dots any other passthru parameter.
-#' @param match.col string of risk column to match. The \code{opt.list} object
-#' may contain risk budgets for ES or StdDev and this will match the proper
-#' column names of the objectives list outp (e.g. ES.contribution).
-#' @param risk.type "absolute" or "percentage" to plot risk contribution in absolute terms or percentage contribution.
-#' @param main main title for the chart.
-#' @param plot.type "line" or "barplot".
-#' @param cex.axis the magnification to be used for axis annotation relative to the current setting of \code{cex}.
-#' @param cex.lab the magnification to be used for axis annotation relative to the current setting of \code{cex}.
-#' @param element.color provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.
-#' @param las numeric in \{0,1,2,3\}; the style of axis labels
-#' \describe{
-#' \item{0:}{always parallel to the axis [\emph{default}],}
-#' \item{1:}{always horizontal,}
-#' \item{2:}{always perpendicular to the axis,}
-#' \item{3:}{always vertical.}
-#' }
-#' @param ylim set the y-axis limit, same as in \code{\link{plot}}
-#' @param colorset color palette or vector of colors to use
-#' @param legend.loc legend.loc NULL, "topright", "right", or "bottomright". If legend.loc is NULL, the legend will not be plotted
-#' @param cex.legend The magnification to be used for the legend relative to the current setting of \code{cex}
-#' @author Ross Bennett
+
+#' @rdname chart.RiskBudget
#' @method chart.RiskBudget opt.list
#' @S3method chart.RiskBudget opt.list
chart.RiskBudget.opt.list <- function(object, ..., match.col="ES", risk.type="absolute", main="Risk Budget", plot.type="line", cex.axis=0.8, cex.lab=0.8, element.color="darkgray", las=3, ylim=NULL, colorset=NULL, legend.loc=NULL, cex.legend=0.8){
@@ -381,7 +360,7 @@
if(is.null(colorset)) colorset <- 1:nrow(dat)
# plot the data
- barplot(dat, names.arg=columnnames, las=las, cex.names=cex.axis, xlab='', col=colorset, main=main, ylab=paste(match.col, "Contribution", sep=" "), cex.lab=cex.lab, cex.axis=cex.axis, ...)
+ barplot(dat, names.arg=columnnames, las=las, cex.names=cex.axis, xlab='', col=colorset, main=main, ylab=paste(match.col, "Contribution", sep=" "), cex.lab=cex.lab, cex.axis=cex.axis, beside=TRUE, ...)
# set the axis
#axis(2, cex.axis=cex.axis, col=element.color)
Modified: pkg/PortfolioAnalytics/man/chart.RiskBudget.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.RiskBudget.Rd 2013-09-22 21:35:27 UTC (rev 3158)
+++ pkg/PortfolioAnalytics/man/chart.RiskBudget.Rd 2013-09-22 21:48:22 UTC (rev 3159)
@@ -1,18 +1,99 @@
\name{chart.RiskBudget}
\alias{chart.RiskBudget}
+\alias{chart.RiskBudget.opt.list}
+\alias{chart.RiskBudget.optimize.portfolio}
\title{Generic method to chart risk contribution}
\usage{
chart.RiskBudget(object, ...)
+
+ \method{chart.RiskBudget}{optimize.portfolio} (object,
+ ..., neighbors = NULL, risk.type = "absolute",
+ main = "Risk Contribution", ylab = "", xlab = NULL,
+ cex.axis = 0.8, cex.lab = 0.8,
+ element.color = "darkgray", las = 3, ylim = NULL)
+
+ \method{chart.RiskBudget}{opt.list} (object, ...,
+ match.col = "ES", risk.type = "absolute",
+ main = "Risk Budget", plot.type = "line",
+ cex.axis = 0.8, cex.lab = 0.8,
+ element.color = "darkgray", las = 3, ylim = NULL,
+ colorset = NULL, legend.loc = NULL, cex.legend = 0.8)
}
\arguments{
\item{object}{optimal portfolio object created by
\code{\link{optimize.portfolio}}}
- \item{...}{passthrough parameters to \code{\link{plot}}}
+ \item{\dots}{any other passthru parameters to
+ \code{\link{plot}}}
+
+ \item{neighbors}{risk contribution or pct_contrib of
+ neighbor portfolios to be plotted, see Details.}
+
+ \item{match.col}{string of risk column to match. The
+ \code{opt.list} object may contain risk budgets for ES or
+ StdDev and this will match the proper column names of the
+ objectives list outp (e.g. ES.contribution).}
+
+ \item{risk.type}{"absolute" or "percentage" to plot risk
+ contribution in absolute terms or percentage
+ contribution.}
+
+ \item{main}{main title for the chart.}
+
+ \item{plot.type}{"line" or "barplot".}
+
+ \item{ylab}{label for the y-axis.}
+
+ \item{xlab}{label for the x-axis.}
+
+ \item{cex.axis}{the magnification to be used for axis
+ annotation relative to the current setting of
+ \code{cex}.}
+
+ \item{cex.lab}{the magnification to be used for axis
+ annotation relative to the current setting of
+ \code{cex}.}
+
+ \item{element.color}{provides the color for drawing
+ less-important chart elements, such as the box lines,
+ axis lines, etc.}
+
+ \item{las}{numeric in \{0,1,2,3\}; the style of axis
+ labels \describe{ \item{0:}{always parallel to the axis
+ [\emph{default}],} \item{1:}{always horizontal,}
+ \item{2:}{always perpendicular to the axis,}
+ \item{3:}{always vertical.} }}
+
+ \item{ylim}{set the y-axis limit, same as in
+ \code{\link{plot}}}
+
+ \item{colorset}{color palette or vector of colors to use}
+
+ \item{legend.loc}{legend.loc NULL, "topright", "right",
+ or "bottomright". If legend.loc is NULL, the legend will
+ not be plotted}
+
+ \item{cex.legend}{The magnification to be used for the
+ legend relative to the current setting of \code{cex}}
}
\description{
This function is the generic method to chart risk budget
objectives for \code{optimize.portfolio} and
- \code{opt.list} objects.
+ \code{opt.list} objects. This function charts the
+ contribution or percent contribution of the resulting
+ objective measures of a \code{risk_budget_objective}.
}
+\details{
+ \code{neighbors} may be specified in three ways. The
+ first is as a single number of neighbors. This will
+ extract the \code{neighbors} closest to the portfolios in
+ terms of the \code{out} numerical statistic. The second
+ method consists of a numeric vector for \code{neighbors}.
+ This will extract the \code{neighbors} with portfolio
+ index numbers that correspond to the vector contents. The
+ third method for specifying \code{neighbors} is to pass
+ in a matrix. This matrix should look like the output of
+ \code{\link{extractStats}}, and should contain properly
+ named contribution and pct_contrib columns.
+}
Deleted: pkg/PortfolioAnalytics/man/chart.RiskBudget.opt.list.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.RiskBudget.opt.list.Rd 2013-09-22 21:35:27 UTC (rev 3158)
+++ pkg/PortfolioAnalytics/man/chart.RiskBudget.opt.list.Rd 2013-09-22 21:48:22 UTC (rev 3159)
@@ -1,69 +0,0 @@
-\name{chart.RiskBudget.opt.list}
-\alias{chart.RiskBudget.opt.list}
-\title{Chart risk contribution of an \code{opt.list} object}
-\usage{
- \method{chart.RiskBudget}{opt.list} (object, ...,
- match.col = "ES", risk.type = "absolute",
- main = "Risk Budget", plot.type = "line",
- cex.axis = 0.8, cex.lab = 0.8,
- element.color = "darkgray", las = 3, ylim = NULL,
- colorset = NULL, legend.loc = NULL, cex.legend = 0.8)
-}
-\arguments{
- \item{object}{list of optimal portfolio objects created
- by \code{\link{optimizations.combine}}.}
-
- \item{\dots}{any other passthru parameter.}
-
- \item{match.col}{string of risk column to match. The
- \code{opt.list} object may contain risk budgets for ES or
- StdDev and this will match the proper column names of the
- objectives list outp (e.g. ES.contribution).}
-
- \item{risk.type}{"absolute" or "percentage" to plot risk
- contribution in absolute terms or percentage
- contribution.}
-
- \item{main}{main title for the chart.}
-
- \item{plot.type}{"line" or "barplot".}
-
- \item{cex.axis}{the magnification to be used for axis
- annotation relative to the current setting of
- \code{cex}.}
-
- \item{cex.lab}{the magnification to be used for axis
- annotation relative to the current setting of
- \code{cex}.}
-
- \item{element.color}{provides the color for drawing
- less-important chart elements, such as the box lines,
- axis lines, etc.}
-
- \item{las}{numeric in \{0,1,2,3\}; the style of axis
- labels \describe{ \item{0:}{always parallel to the axis
- [\emph{default}],} \item{1:}{always horizontal,}
- \item{2:}{always perpendicular to the axis,}
- \item{3:}{always vertical.} }}
-
- \item{ylim}{set the y-axis limit, same as in
- \code{\link{plot}}}
-
- \item{colorset}{color palette or vector of colors to use}
-
- \item{legend.loc}{legend.loc NULL, "topright", "right",
- or "bottomright". If legend.loc is NULL, the legend will
- not be plotted}
-
- \item{cex.legend}{The magnification to be used for the
- legend relative to the current setting of \code{cex}}
-}
-\description{
- This function charts the absolute contribution or percent
- contribution of the resulting objective measures in the
- \code{opt.list} object.
-}
-\author{
- Ross Bennett
-}
-
Deleted: pkg/PortfolioAnalytics/man/chart.RiskBudget.optimize.portfolio.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.RiskBudget.optimize.portfolio.Rd 2013-09-22 21:35:27 UTC (rev 3158)
+++ pkg/PortfolioAnalytics/man/chart.RiskBudget.optimize.portfolio.Rd 2013-09-22 21:48:22 UTC (rev 3159)
@@ -1,72 +0,0 @@
-\name{chart.RiskBudget.optimize.portfolio}
-\alias{chart.RiskBudget.optimize.portfolio}
-\title{Chart risk contribution of an \code{optimize.portfolio} object}
-\usage{
- \method{chart.RiskBudget}{optimize.portfolio} (object,
- ..., neighbors = NULL, risk.type = "absolute",
- main = "Risk Contribution", ylab = "", xlab = NULL,
- cex.axis = 0.8, cex.lab = 0.8,
- element.color = "darkgray", las = 3, ylim = NULL)
-}
-\arguments{
- \item{object}{optimal portfolio object created by
- \code{\link{optimize.portfolio}}}
-
- \item{neighbors}{risk contribution or pct_contrib of
- neighbor portfolios to be plotted, see details.}
-
- \item{\dots}{passthrough parameters to
- \code{\link{plot}}.}
-
- \item{risk.type}{"absolute" or "percentage" to plot risk
- contribution in absolute terms or percentage
- contribution.}
-
- \item{main}{main title for the chart.}
-
- \item{ylab}{label for the y-axis.}
-
- \item{xlab}{label for the x-axis}
-
- \item{cex.lab}{the magnification to be used for x and y
- labels relative to the current setting of \code{cex}.}
-
- \item{cex.axis}{the magnification to be used for axis
- annotation relative to the current setting of
- \code{cex}.}
-
- \item{element.color}{provides the color for drawing
- less-important chart elements, such as the box lines,
- axis lines, etc.}
-
- \item{las}{numeric in \{0,1,2,3\}; the style of axis
- labels \describe{ \item{0:}{always parallel to the axis,}
- \item{1:}{always horizontal,} \item{2:}{always
- perpendicular to the axis,} \item{3:}{always vertical
- [\emph{default}].} }}
-
- \item{ylim}{set the y-axis limit, same as in
- \code{\link{plot}}}
-}
-\description{
- This function charts the contribution or percent
- contribution of the resulting objective measures in
- \code{risk_budget_objectives}.
-}
-\details{
- \code{neighbors} may be specified in three ways. The
- first is as a single number of neighbors. This will
- extract the \code{neighbors} closest portfolios in terms
- of the \code{out} numerical statistic. The second method
- consists of a numeric vector for \code{neighbors}. This
- will extract the \code{neighbors} with portfolio index
- numbers that correspond to the vector contents. The third
- method for specifying \code{neighbors} is to pass in a
- matrix. This matrix should look like the output of
- \code{\link{extractStats}}, and should contain properly
- named contribution and pct_contrib columns.
-}
-\author{
- Ross Bennett
-}
-
Modified: pkg/PortfolioAnalytics/man/chart.RiskReward.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.RiskReward.Rd 2013-09-22 21:35:27 UTC (rev 3158)
+++ pkg/PortfolioAnalytics/man/chart.RiskReward.Rd 2013-09-22 21:48:22 UTC (rev 3159)
@@ -1,4 +1,4 @@
-\name{chart.RiskReward}
+\name{chart.RiskReward.optimize.portfolio.DEoptim}
\alias{chart.RiskReward}
\alias{chart.RiskReward.opt.list}
\alias{chart.RiskReward.optimize.portfolio.DEoptim}
Modified: pkg/PortfolioAnalytics/man/chart.Weights.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.Weights.Rd 2013-09-22 21:35:27 UTC (rev 3158)
+++ pkg/PortfolioAnalytics/man/chart.Weights.Rd 2013-09-22 21:48:22 UTC (rev 3159)
@@ -1,4 +1,4 @@
-\name{chart.Weights}
+\name{chart.Weights.optimize.portfolio.DEoptim}
\alias{chart.Weights}
\alias{chart.Weights.opt.list}
\alias{chart.Weights.optimize.portfolio.DEoptim}
More information about the Returnanalytics-commits
mailing list