frontierPlotControl {fPortfolio} | R Documentation |
Allows to modify plot settings for the frontier plot.
frontierPlotControl( # Colors: sharpeRatio.col = "blue", minvariance.col = "red", tangency.col = "steelblue", cml.col = "green", equalWeights.col = "blue", singleAsset.col = "topo.colors", twoAssets.col = "grey", monteCarlo.col = "black", # Point Sizes: minvariance.cex = 1.25, tangency.cex = 1.25, cml.cex = 1.25, equalWeights.cex = 1.25, singleAsset.cex = 1.25, twoAssets.cex = 0.01, monteCarlo.cex = 0.01, sharpeRatio.cex = 0.1, # Limits: xlim = NULL, ylim = NULL, # MC Steps: mcSteps = 5000, # Pie Settings: pieR = NULL, piePos = NULL, pieOffset = NULL)
sharpeRatio.col |
Color setting. |
minvariance.col |
Color setting. |
tangency.col |
Color setting. |
cml.col |
Color setting. |
equalWeights.col |
Color setting. |
singleAsset.col |
Color setting. |
twoAssets.col |
Color setting. |
monteCarlo.col |
Color setting. |
minvariance.cex |
Font point size setting. |
tangency.cex |
Font point size setting. |
cml.cex |
Font point size setting. |
equalWeights.cex |
Font point size setting. |
singleAsset.cex |
Font point size setting. |
twoAssets.cex |
Font point size setting. |
monteCarlo.cex |
Font point size setting. |
sharpeRatio.cex |
Font point size setting. |
xlim |
x-axis limit setting. |
ylim |
y-axis limit setting. |
mcSteps |
Numer of Monte Carlo steps. |
pieR |
Pie radius setting. |
piePos |
Pie position coordinates setting. |
pieOffset |
Pie offset coordinates setting. |
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
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