plot.tsfmUpDn {facmodTS} | R Documentation |
Plot actual against fitted values of up and down market time series factor model
Description
Generic plot
method for object of class tsfmUpDn
.
Usage
## S3 method for class 'tsfmUpDn'
plot(
x,
asset.name = NULL,
SFM.line = FALSE,
LSandRob = FALSE,
line.color = c("blue", "purple"),
line.type = c("dashed", "solid"),
line.width = c(1, 2),
sfm.line.type = "dashed",
add.legend = TRUE,
legend.loc = "topleft",
legend.cex = 0.9,
...
)
Arguments
x |
an object of class |
asset.name |
A vector of character to show single or multiple assets names. The defualt if
|
SFM.line |
A logic flag to add a fitted single factor model. The default is |
LSandRob |
A logic flag to add a comparison Up/Down factor model. If the original model
is |
line.color |
A vector of color codes of up/dn fitted line. The first element is for the object fitted
line and the second for the comparison fitted line. The default is |
line.type |
A vector of line types of up/dn fitted line. The first is for the object fitted
line and the second for the comparison fitted line. The default is |
line.width |
A vector of line width of up/dn fitted line. The first element is for the object fitted
line and the second element for the comparison fitted line. The default is |
sfm.line.type |
SFM line type. The default is |
add.legend |
A logic flag to add a legend. The default is |
legend.loc |
The default is |
legend.cex |
|
... |
Other arguments can be used in |
Details
This method plots actual values against fitted value of up and down market time series factor model. The dots are actual values and the dashed lines are fitted values. Users can choose to add a single market factor model and a robust up and down model for comaprsion.
For other types of plots, use the list objects Up
and Dn
of class tsfmUpDn
.
The plot.tsfm
can be applied.
Value
plot.tsfmUpDn
returns a plot for an object of class tsfmUpDn
.
Author(s)
Yi-An Chen