chart.Efront {PCRA} | R Documentation |
Create Efficient Frontier
Description
Utility function for creating initial efficient frontier, and for creating subsequent bootstrap efficient frontiers created, all of which are created by the PortfolioAnalytics function create.EfficientFrontier.
Usage
chart.Efront(
returns,
pspec,
firstEfront = TRUE,
gmv = TRUE,
maxSR = TRUE,
rf = 0.003,
xlim = NULL,
ylim = NULL,
xlab = NULL,
ylab = NULL,
n.portfolios = 10
)
Arguments
returns |
A multivarite xts returns object |
pspec |
PortfolioAnalytics portfolio specification object |
firstEfront |
Logical variable, default TRUE |
gmv |
Logical variable, default TRUE |
maxSR |
Logical variable, default TRUE |
rf |
Risk-free rate, default 0.003 |
xlim |
Numeric value, default NULL |
ylim |
Numeric value, default NULL |
xlab |
Numeric value, default NULL |
ylab |
Numeric value, default NULL |
n.portfolios |
Number of efficient frontier portfolios, default 10 |
Details
The variable firstEfront is set to TRUE for the initial efficient frontier plot, but is set to FALSE for the bootstrap replicate efficient frontier plots. The choices gmv = TRUE and maxSR = TRUE result in bullet points at those locations on the initial efficient frontier plot
Value
No value returned, instead plots of efficient frontiers for use by bootEfronts()
Examples
args(chart.Efront)