similarityPlot {fAssets} | R Documentation |
Displays plots of similariaies and dissimilarities between data sets of assets.
assetsDendrogramPlot(x, labels = TRUE, title = TRUE, box = TRUE, method = c(dist = "euclidian", clust = "complete"), ...) assetsCorEigenPlot(x, labels = TRUE, title = TRUE, box = TRUE, method = c("pearson", "kendall", "spearman"), ...)
box |
a logical flag, should a box be added around the plot? By default
TRUE .
|
labels |
a logical flag, if TRUE then default labels will be used,
otherwise the plots will be displayed without labels and the user
can add his own labels.
|
method |
[assetsCorgramPlot] - for the function assetsCorgramPlot a character string,
the type of graph used in the lower panel, for the function
assetsCorEigenPlot a character string, the method used
to compute the correlation matrix.[assetsTreePlot] - a character string, the method used to compute the distance matrix, see function dist .
|
title |
a logical flag, should a default title be added? By default
TRUE .
|
x |
any rectangular time series object which can be converted by the
function as.matrix() into a matrix object, e.g. like an
object of class timeSeries , data.frame , or mts .
|
... |
optional arguments to be passed. |
assetsDendrogramPlot
displays a hierarchical clustering dendrogram,
assetsCorEigenPlot
displays ratio plot of the largest two eigenvalues.
Diethelm Wuertz for the Rmetrics port.
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## LPP2005REC - LPP = as.timeSeries(data(LPP2005REC)) ## assetsDendrogramPlot - assetsDendrogramPlot(LPP) ## assetsCorEigenPlot - assetsCorEigenPlot(LPP)