binningPlot {fAssets}R Documentation

Bivariate Histogram Plots of Assets

Description

Displays bivariate histogram plots of assets returns.

Usage

assetsHistPairsPlot(x, bins = 30, method = c("square", "hex"), ...) 

Arguments

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.
bins an integer value, the number of bins used for the biariate histogram.
method a character string denoting whic h type of binning should be used, either "squared" or "hexagonal".
... optional arguments to be passed.

Author(s)

Diethelm Wuertz for the Rmetrics port.

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

## LPP2005REC -
   LPP = as.timeSeries(data(LPP2005REC))
     
## assetsHistPairsPlot -
   assetsHistPairsPlot(LPP[, c("LMI", "ALT")])
   assetsHistPairsPlot(LPP[, c("LMI", "ALT")], method = "hex")

[Package fAssets version 2100.77 Index]