StackRet {RMOPI}

Stack Rets for ggplot

Description

Change the arrangement of multivariate data to generate suitable data for ggplot.

Usage

StackRet(rets, date)

Arguments

rets

multivariate data, arranged by column

date

vector of common information for variables

Value

Suitable tibble data for plot by group in ggplot

Examples

names <- c("swan", "bear", "tiger")
date <- as.Date("2015-01-01") + days(0:179)
mu <- c(0.2, 0.08, 0.1)
sigma <- matrix(c(1, 0.25, -0.3, 0.25, 0.25, 0, -0.3, 0, 0.36), 3, 3)
allret <- rMvReturnSim(names, date, mu, sigma)
StackRet(allret, date)