Revision 50e63163d97a24ea4258d0434c6206f5e748a9c6 authored by Yohan Chalabi on 21 September 2012, 00:00:00 UTC, committed by Gabor Csardi on 21 September 2012, 00:00:00 UTC
1 parent e45edf4
plot-seriesPlot.Rd
\name{TimeSeriesPlots}
\alias{seriesPlot}
\alias{returnPlot}
\alias{cumulatedPlot}
\alias{drawdownPlot}
\title{Financial Time Series Plots}
\description{
Returns an index/price, a return, or a
drawdown plot.
\cr
List of Functions:
\tabular{ll}{
\code{seriesPlot} \tab Returns a tailored return series plot, \cr
\code{cumulatedPlot} \tab Displays a cumulated series given the returns, \cr
\code{returnPlot} \tab Displays returns given the cumulated series, \cr
\code{drawdownPlot} \tab Displays drawdowns given the return series.}
}
\usage{
seriesPlot(x, labels = TRUE, type = "l", col = "steelblue",
title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, \dots)
cumulatedPlot(x, index = 100, labels = TRUE, type = "l", col = "steelblue",
title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, \dots)
returnPlot(x, labels = TRUE, type = "l", col = "steelblue",
title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, \dots)
drawdownPlot(x, labels = TRUE, type = "l", col = "steelblue",
title = TRUE, grid = TRUE, box = TRUE, rug = TRUE, \dots)
}
\arguments{
\item{box}{
a logical flag, should a box be added to the plot?
By default \code{TRUE}.
}
\item{col}{
the color for the series. In the univariate case use just a
color name like the default, \code{col="steelblue"}, in the
multivariate case we recommend to select the colors from a
color palette, e.g. \code{col=heat.colors(ncol(x))}.
}
\item{grid}{
a logical flag, should a grid be added to the plot?
By default \code{TRUE}.
}
\item{index}{
a numeric value, by default 100. The function cumulates
column by colum the returns and multiplies the result with
the index value: \code{index*exp(colCumsums(x))}.
}
\item{labels}{
a logical flag, should the plot be returned with default labels
and decorated in an automated way? By default \code{TRUE}.
}
\item{rug}{
a logical flag, by default TRUE. Should a rug representation
of the data added to the plot?
}
\item{title}{
a logical flag, by default TRUE. Should a default title added
to the plot?
}
\item{type}{
what type of plot should be drawn? By default we use a line plot,
\code{type="l"}. An alternative plot style which produces nice
figures is for example \code{type="h"}.
}
\item{x}{
an object of class \code{"timeSeries"} or any other object which
can be transformed by the function \code{as.timeSeries} into an
object of class \code{timeSeries}. The latter case, other then
\code{timeSeries} objects, is more or less untested.
}
\item{\dots}{
optional arguments to be passed.
}
}
\details{
The plot functions can be used to plot univariate and multivariate
time series of class \code{timeSeries}.
The graphical parameters \code{type} and \code{col} can be set by the
values specified through the argument list. In the case of multivariate
time series \code{col} can be specified by the values returned by
a color palette.
Automated titles including main title, x- and y-lables, grid lines,
box style and rug represenatations cann be selected by setting these
arguments to \code{TRUE} which is the default. If the title flag
is unset, then the main title, x-, and y-labels are empty strings.
This allows to set user defined labels with the function \code{title}
after the plot is drawn.
Beside \code{type}, \code{col}, \code{main}, \code{xlab} and
\code{ylab}, all other \code{par} arguments can be passed to the
\code{plot} function.
If the \code{labels} flag is unset to \code{FALSE}, then no decorations
will be added tothe plot, and the plot can be fully decorated by the
user.
}
\value{
displays a time series plot.
}
\examples{
## seriesPlot -
tS = as.timeSeries(data(LPP2005REC))
seriesPlot(tS)
}
\keyword{programming}
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