[Returnanalytics-commits] r2763 - in pkg/PortfolioAnalytics: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Aug 11 04:34:25 CEST 2013
Author: rossbennett34
Date: 2013-08-11 04:34:20 +0200 (Sun, 11 Aug 2013)
New Revision: 2763
Modified:
pkg/PortfolioAnalytics/R/charts.RP.R
pkg/PortfolioAnalytics/man/charts.RP.Rd
pkg/PortfolioAnalytics/man/plot.optimize.portfolio.random.Rd
Log:
modifying chart methods for optimize.portfolio.random objects for chart.Scatter.RP to plot other risk or return metrics not specified in objective measures
Modified: pkg/PortfolioAnalytics/R/charts.RP.R
===================================================================
--- pkg/PortfolioAnalytics/R/charts.RP.R 2013-08-10 14:15:12 UTC (rev 2762)
+++ pkg/PortfolioAnalytics/R/charts.RP.R 2013-08-11 02:34:20 UTC (rev 2763)
@@ -246,6 +246,7 @@
#' \code{risk.col},\code{return.col}, and weights columns all properly named.
#'
#' @param RP set of random portfolios created by \code{\link{optimize.portfolio}}
+#' @param R an optional xts, vector, matrix, data frame, timeSeries or zoo
#' @param ... any other passthru parameters
#' @param risk.col string name of column to use for risk (horizontal axis)
#' @param return.col string name of column to use for returns (vertical axis)
@@ -255,14 +256,14 @@
#' \code{\link{optimize.portfolio}}
#' \code{\link{extractStats}}
#' @export
-charts.RP <- function(RP, risk.col, return.col,
+charts.RP <- function(RP, R=NULL, risk.col, return.col,
neighbors=NULL, main="Random.Portfolios", ...){
# Specific to the output of the random portfolio code with constraints
# @TODO: check that RP is of the correct class
op <- par(no.readonly=TRUE)
layout(matrix(c(1,2)),height=c(2,1.5),width=1)
par(mar=c(4,4,4,2))
- chart.Scatter.RP(RP, risk.col=risk.col, return.col=return.col, neighbors=neighbors, main=main, ...)
+ chart.Scatter.RP(RP, R=R, risk.col=risk.col, return.col=return.col, neighbors=neighbors, main=main, ...)
par(mar=c(2,4,0,2))
chart.Weights.RP(RP, main="", neighbors=neighbors, ...)
par(op)
@@ -284,13 +285,14 @@
#' \code{risk.col},\code{return.col}, and weights columns all properly named.
#' @param x set of portfolios created by \code{\link{optimize.portfolio}}
#' @param ... any other passthru parameters
+#' @param R an optional an xts, vector, matrix, data frame, timeSeries or zoo
#' @param risk.col string name of column to use for risk (horizontal axis)
#' @param return.col string name of column to use for returns (vertical axis)
#' @param neighbors set of 'neighbor portfolios to overplot
#' @param main an overall title for the plot: see \code{\link{title}}
#' @export
-plot.optimize.portfolio.random <- function(x, ..., return.col='mean', risk.col='ES', neighbors=NULL, main='optimized portfolio plot') {
- charts.RP(RP=x, risk.col=risk.col, return.col=return.col, neighbors=neighbors, main=main, ...)
+plot.optimize.portfolio.random <- function(x, ..., R=NULL, return.col='mean', risk.col='ES', neighbors=NULL, main='optimized portfolio plot') {
+ charts.RP(RP=x, R=R, risk.col=risk.col, return.col=return.col, neighbors=neighbors, main=main, ...)
}
#' plot method for optimize.portfolio output
Modified: pkg/PortfolioAnalytics/man/charts.RP.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/charts.RP.Rd 2013-08-10 14:15:12 UTC (rev 2762)
+++ pkg/PortfolioAnalytics/man/charts.RP.Rd 2013-08-11 02:34:20 UTC (rev 2763)
@@ -2,13 +2,16 @@
\alias{charts.RP}
\title{scatter and weights chart for random portfolios}
\usage{
- charts.RP(RP, risk.col, return.col, neighbors = NULL,
- main = "Random.Portfolios", ...)
+ charts.RP(RP, R = NULL, risk.col, return.col,
+ neighbors = NULL, main = "Random.Portfolios", ...)
}
\arguments{
\item{RP}{set of random portfolios created by
\code{\link{optimize.portfolio}}}
+ \item{R}{an optional xts, vector, matrix, data frame,
+ timeSeries or zoo}
+
\item{...}{any other passthru parameters}
\item{risk.col}{string name of column to use for risk
Modified: pkg/PortfolioAnalytics/man/plot.optimize.portfolio.random.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/plot.optimize.portfolio.random.Rd 2013-08-10 14:15:12 UTC (rev 2762)
+++ pkg/PortfolioAnalytics/man/plot.optimize.portfolio.random.Rd 2013-08-11 02:34:20 UTC (rev 2763)
@@ -2,7 +2,7 @@
\alias{plot.optimize.portfolio.random}
\title{plot method for optimize.portfolio.random output}
\usage{
- plot.optimize.portfolio.random(x, ...,
+ plot.optimize.portfolio.random(x, ..., R = NULL,
return.col = "mean", risk.col = "ES", neighbors = NULL,
main = "optimized portfolio plot")
}
@@ -12,6 +12,9 @@
\item{...}{any other passthru parameters}
+ \item{R}{an optional an xts, vector, matrix, data frame,
+ timeSeries or zoo}
+
\item{risk.col}{string name of column to use for risk
(horizontal axis)}
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