[Returnanalytics-commits] r3000 - pkg/PortfolioAnalytics/man

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

Author: rossbennett34
Date: 2013-09-05 18:30:29 +0200 (Thu, 05 Sep 2013)
New Revision: 3000

Added:
   pkg/PortfolioAnalytics/man/chart.EfficientFrontier.Rd
Log:
Adding Rd file for chart.EfficientFrontier. NOTE: wrapping causes R CMD check warning, need to change manually so it passes R CMD check

Added: pkg/PortfolioAnalytics/man/chart.EfficientFrontier.Rd
===================================================================
--- pkg/PortfolioAnalytics/man/chart.EfficientFrontier.Rd	                        (rev 0)
+++ pkg/PortfolioAnalytics/man/chart.EfficientFrontier.Rd	2013-09-05 16:30:29 UTC (rev 3000)
@@ -0,0 +1,131 @@
+\name{chart.EfficientFrontier}
+\alias{chart.EfficientFrontier}
+\alias{chart.EfficientFrontier.efficient.frontier}
+\alias{chart.EfficientFrontier.optimize.portfolio}
+\alias{chart.EfficientFrontier.optimize.portfolio.ROI}
+\title{Chart the efficient frontier and risk-return scatter}
+\usage{
+  chart.EfficientFrontier(object, ...)
+
+  \method{chart.EfficientFrontier}{optimize.portfolio.ROI} (object, ..., match.col = "ES", n.portfolios = 25,
+    xlim = NULL, ylim = NULL, cex.axis = 0.8,
+    element.color = "darkgray",
+    main = "Efficient Frontier", RAR.text = "SR", rf = 0,
+    tangent.line = TRUE, cex.legend = 0.8,
+    chart.assets = TRUE, labels.assets = TRUE,
+    pch.assets = 21, cex.assets = 0.8)
+
+  \method{chart.EfficientFrontier}{optimize.portfolio} (object, ..., match.col = "ES", n.portfolios = 25,
+    xlim = NULL, ylim = NULL, cex.axis = 0.8,
+    element.color = "darkgray",
+    main = "Efficient Frontier", RAR.text = "SR", rf = 0,
+    tangent.line = TRUE, cex.legend = 0.8,
+    chart.assets = TRUE, labels.assets = TRUE,
+    pch.assets = 21, cex.assets = 0.8)
+
+  \method{chart.EfficientFrontier}{efficient.frontier} (object, ..., match.col = "ES", n.portfolios = NULL,
+    xlim = NULL, ylim = NULL, cex.axis = 0.8,
+    element.color = "darkgray",
+    main = "Efficient Frontier", RAR.text = "SR", rf = 0,
+    tangent.line = TRUE, cex.legend = 0.8,
+    chart.assets = TRUE, labels.assets = TRUE,
+    pch.assets = 21, cex.assets = 0.8)
+}
+\arguments{
+  \item{object}{object of class optimize.portfolio.ROI to
+  chart}
+
+  \item{\dots}{passthru parameters to \code{\link{plot}}}
+
+  \item{match.col}{string name of column to use for risk
+  (horizontal axis). \code{match.col} must match the name
+  of an objective measure in the \code{objective_measures}
+  or \code{opt_values} slot in the object created by
+  \code{\link{optimize.portfolio}}.}
+
+  \item{n.portfolios}{number of portfolios to use to plot
+  the efficient frontier}
+
+  \item{xlim}{set the x-axis limit, same as in
+  \code{\link{plot}}}
+
+  \item{ylim}{set the y-axis limit, same as in
+  \code{\link{plot}}}
+
+  \item{cex.axis}{A numerical value giving the amount by
+  which the axis should be magnified relative to the
+  default.}
+
+  \item{element.color}{provides the color for drawing
+  less-important chart elements, such as the box lines,
+  axis lines, etc.}
+
+  \item{main}{a main title for the plot}
+
+  \item{RAR.text}{Risk Adjusted Return ratio text to plot
+  in the legend}
+
+  \item{rf}{risk free rate. If \code{rf} is not null, the
+  maximum Sharpe Ratio or modified Sharpe Ratio tangency
+  portfolio will be plotted}
+
+  \item{tangent.line}{TRUE/FALSE to plot the tangent line}
+
+  \item{cex.legend}{A numerical value giving the amount by
+  which the legend should be magnified relative to the
+  default.}
+
+  \item{chart.assets}{TRUE/FALSE to include the assets}
+
+  \item{labels.assets}{TRUE/FALSE to include the asset
+  names in the plot. \code{chart.assets} must be
+  \code{TRUE} to plot asset names}
+
+  \item{pch.assets}{plotting character of the assets, same
+  as in \code{\link{plot}}}
+
+  \item{cex.assets}{A numerical value giving the amount by
+  which the asset points and labels should be magnified
+  relative to the default.}
+}
+\description{
+  Chart the efficient frontier and risk-return scatter of
+  the assets for optimize.portfolio. or efficient.frontier
+  objects
+}
+\details{
+  For objects created by optimize.portfolio with 'DEoptim',
+  'random', or 'pso' specified as the optimize_method:
+  \itemize{ \item The efficient frontier plotted is based
+  on the the trace information (sets of portfolios tested
+  by the solver at each iteration) in objects created by
+  \code{optimize.portfolio}. }
+
+  For objects created by optimize.portfolio with 'ROI'
+  specified as the optimize_method: \itemize{ \item The
+  mean-StdDev or mean-etl efficient frontier can be plotted
+  for optimal portfolio objects created by
+  \code{optimize.portfolio}.
+
+  \item If \code{match.col="StdDev"}, the mean-StdDev
+  efficient frontier is plotted.
+
+  \item If \code{match.col="ETL"} (also "ES" or "CVaR"),
+  the mean-etl efficient frontier is plotted. }
+
+  Note that \code{trace=TRUE} must be specified in
+  \code{\link{optimize.portfolio}}
+
+  GenSA does not return any useable trace information for
+  portfolios tested at each iteration, therfore we cannot
+  extract and chart an efficient frontier.
+
+  By default, the tangency portfolio (maximum Sharpe Ratio
+  or modified Sharpe Ratio) will be plotted using a risk
+  free rate of 0. Set \code{rf=NULL} to omit this from the
+  plot.
+}
+\author{
+  Ross Bennett
+}
+