[Returnanalytics-commits] r1913 - pkg/PortfolioAnalytics/sandbox
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Apr 26 21:56:04 CEST 2012
Author: peter_carl
Date: 2012-04-26 21:56:04 +0200 (Thu, 26 Apr 2012)
New Revision: 1913
Modified:
pkg/PortfolioAnalytics/sandbox/script.workshop2012.R
Log:
- updated turnover chart
Modified: pkg/PortfolioAnalytics/sandbox/script.workshop2012.R
===================================================================
--- pkg/PortfolioAnalytics/sandbox/script.workshop2012.R 2012-04-26 19:40:50 UTC (rev 1912)
+++ pkg/PortfolioAnalytics/sandbox/script.workshop2012.R 2012-04-26 19:56:04 UTC (rev 1913)
@@ -588,10 +588,13 @@
}
# Show turnover of the RP portfolios relative to the EqWgt portfolio
-postscript(file="TurnoverOf20101231.eps", height=6, width=5, paper="special", horizontal=FALSE, onefile=FALSE)
+# --------------------------------------------------------------------
+png(filename="Turnover-2010-12-31.png", units="in", height=5.5, width=9, res=96)
+# postscript(file="TurnoverOf20101231.eps", height=6, width=5, paper="special", horizontal=FALSE, onefile=FALSE)
op <- par(no.readonly=TRUE)
-layout(matrix(c(1,2)),height=c(4,1),width=1)
-par(mar=c(4,4,4,2)+.1, cex=1)
+# c(bottom, left, top, right)
+layout(matrix(c(1,2)),height=c(7,2),width=1)
+par(mar=c(4,4,3,2)+.1, cex=1)
seq.col = heat.colors(11)
## Draw the Scatter chart of combined results
### Get the random portfolios from one of the result sets
@@ -603,7 +606,7 @@
box(col = "darkgray")
# Add legend to bottom panel
-par(mar=c(5,5.5,2,3)+.1, cex=0.7)
+par(mar=c(4,5.5,1,3)+.1, cex=0.7)
## Create a histogramed legend for sequential colorsets
## this next bit of code is based on heatmap.2 in gplots package
x=ceiling(x*100)
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