[Returnanalytics-commits] r3230 - pkg/PortfolioAnalytics/man

[noreply at r-forge.r-project.org]

Author: rossbennett34
Date: 2013-10-18 03:21:05 +0200 (Fri, 18 Oct 2013)
New Revision: 3230

Added:
   pkg/PortfolioAnalytics/man/chart.Weights.Rd
Modified:
   pkg/PortfolioAnalytics/man/chart.RiskBudget.Rd
Log:
Cleaning up some documentation entries.

Modified: pkg/PortfolioAnalytics/man/chart.RiskBudget.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.RiskBudget.Rd	2013-10-18 01:11:40 UTC (rev 3229)
+++ pkg/PortfolioAnalytics/man/chart.RiskBudget.Rd	2013-10-18 01:21:05 UTC (rev 3230)
@@ -13,8 +13,7 @@
     cex.axis = 0.8, cex.lab = 0.8,
     element.color = "darkgray", las = 3, ylim = NULL)
 
-  \method{chart.RiskBudget}{optimize.portfolio.rebalancing}
-    (object, ..., match.col = "ES", risk.type = "absolute",
+  \method{chart.RiskBudget}{optimize.portfolio.rebalancing} (object, ..., match.col = "ES", risk.type = "absolute",
     main = "Risk Contribution")
 
   \method{chart.RiskBudget}{opt.list} (object, ...,

Added: pkg/PortfolioAnalytics/man/chart.Weights.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.Weights.Rd	                        (rev 0)
+++ pkg/PortfolioAnalytics/man/chart.Weights.Rd	2013-10-18 01:21:05 UTC (rev 3230)
@@ -0,0 +1,116 @@
+\name{chart.Weights}
+\alias{chart.Weights}
+\alias{chart.Weights.opt.list}
+\alias{chart.Weights.optimize.portfolio.DEoptim}
+\alias{chart.Weights.optimize.portfolio.GenSA}
+\alias{chart.Weights.optimize.portfolio.pso}
+\alias{chart.Weights.optimize.portfolio.random}
+\alias{chart.Weights.optimize.portfolio.rebalancing}
+\alias{chart.Weights.optimize.portfolio.ROI}
+\title{boxplot of the weights of the optimal portfolios}
+\usage{
+  \method{chart.Weights}{optimize.portfolio.DEoptim} (object, ..., neighbors = NULL, main = "Weights",
+    las = 3, xlab = NULL, cex.lab = 1,
+    element.color = "darkgray", cex.axis = 0.8,
+    colorset = NULL, legend.loc = "topright",
+    cex.legend = 0.8, plot.type = "line")
+
+  \method{chart.Weights}{optimize.portfolio.random} (object, ..., neighbors = NULL, main = "Weights",
+    las = 3, xlab = NULL, cex.lab = 1,
+    element.color = "darkgray", cex.axis = 0.8,
+    colorset = NULL, legend.loc = "topright",
+    cex.legend = 0.8, plot.type = "line")
+
+  \method{chart.Weights}{optimize.portfolio.ROI} (object,
+    ..., neighbors = NULL, main = "Weights", las = 3,
+    xlab = NULL, cex.lab = 1, element.color = "darkgray",
+    cex.axis = 0.8, colorset = NULL,
+    legend.loc = "topright", cex.legend = 0.8,
+    plot.type = "line")
+
+  \method{chart.Weights}{optimize.portfolio.pso} (object,
+    ..., neighbors = NULL, main = "Weights", las = 3,
+    xlab = NULL, cex.lab = 1, element.color = "darkgray",
+    cex.axis = 0.8, colorset = NULL,
+    legend.loc = "topright", cex.legend = 0.8,
+    plot.type = "line")
+
+  \method{chart.Weights}{optimize.portfolio.GenSA} (object,
+    ..., neighbors = NULL, main = "Weights", las = 3,
+    xlab = NULL, cex.lab = 1, element.color = "darkgray",
+    cex.axis = 0.8, colorset = NULL,
+    legend.loc = "topright", cex.legend = 0.8,
+    plot.type = "line")
+
+  chart.Weights(object, ...)
+
+  \method{chart.Weights}{optimize.portfolio.rebalancing} (object, ..., main = "Weights")
+
+  \method{chart.Weights}{opt.list} (object,
+    neighbors = NULL, ..., main = "Weights", las = 3,
+    xlab = NULL, cex.lab = 1, element.color = "darkgray",
+    cex.axis = 0.8, colorset = NULL,
+    legend.loc = "topright", cex.legend = 0.8,
+    plot.type = "line")
+}
+\arguments{
+  \item{object}{optimal portfolio object created by
+  \code{\link{optimize.portfolio}}.}
+
+  \item{neighbors}{set of 'neighbor' portfolios to
+  overplot. See Details.}
+
+  \item{\dots}{any other passthru parameters .}
+
+  \item{main}{an overall title for the plot: see
+  \code{\link{title}}}
+
+  \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{xlab}{a title for the x axis: see
+  \code{\link{title}}}
+
+  \item{cex.lab}{The magnification to be used for x and y
+  labels 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{cex.axis}{The magnification to be used for axis
+  annotation relative to the current setting of
+  \code{cex}.}
+
+  \item{colorset}{color palette or vector of colors to
+  use.}
+
+  \item{legend.loc}{location of the legend. If NULL, the
+  legend will not be plotted.}
+
+  \item{cex.legend}{The magnification to be used for legend
+  annotation relative to the current setting of
+  \code{cex}.}
+
+  \item{plot.type}{"line" or "barplot" to plot.}
+}
+\description{
+  This function charts the optimal weights of a portfolio
+  run via \code{\link{optimize.portfolio}} or
+  \code{\link{optimize.portfolio.rebalancing}}. The upper
+  and lower bounds on weights can be plotted for single
+  period optimizations. The optimal weights will be charted
+  through time for \code{optimize.portfolio.rebalancing}
+  objects. For \code{optimize.portfolio.rebalancing}
+  objects, the weights are plotted with
+  \code{\link[PerformanceAnalytics]{chart.StackedBar}}.
+}
+\seealso{
+  \code{\link{optimize.portfolio}}
+  \code{\link{optimize.portfolio.rebalancing}}
+  \code{\link[PerformanceAnalytics]{chart.StackedBar}}
+}
+