plot.CLA {CLA}

Plotting CLA() results including Efficient Frontier

Description

A partly experimental plot() method for CLA() objects.

It draws the efficient frontier in the \mu_w,\sigma_w aka (mean, std.dev.) plane.

Currently, this is quite rudimentary.
Future improvements would allow - to add the/some single asset points, - to correctly (‘hyperbolically’) interpolate between turning points - add text about the number of (unique) critical points - add option add = FALSE which when TRUE would use lines instead plot.

Usage

## S3 method for class 'CLA'
plot(x, type = "o", main = "Efficient Frontier",
     xlab = expression(sigma(w)),
     ylab = expression(mu(w)),
     col = adjustcolor("blue", alpha.f = 0.5),
     pch = 16, ...)

Arguments

x

a named list as resulting from CLA().

type

the lines/points types used for the efficient frontier. This will become more sophisticated, i.e., may change non-compatibly!!

main

main title.

xlab, ylab

x- and y- axis labels, passed to plot.default.

col, pch

color and point type, passed to plot.default, but with differing defaults in this method.

...

potentially further arguments passed to plot, i.e., plot.default.

Author(s)

Martin Maechler.

See Also

CLA, plot.default.

Examples

## TODO %% Add A. Norring's small 12-asset example see --> ../TODO
## ---- one example is in help(CLA)