plot_correlation_between_returns {metafolio} | R Documentation |
Plot correlation of returns (i.e. metapopulation abundance) across stocks.
Description
Create a matrix plot showing the correlation between the log returns of each stock/asset.
Usage
plot_correlation_between_returns(
x,
burn = 1:30,
pal = rev(gg_color_hue(x$n_pop)),
xlab = "log of return abundance by population",
ylab = "log of return abundance by population"
)
Arguments
x |
A list output object from |
burn |
Number of years to discard at start as burn in. |
pal |
Colours to label each stock/asset. |
xlab |
X axis label |
ylab |
Y axis label |
Value
A plot
Examples
arma_env_params <- list(mean_value = 16, ar = 0.1, sigma_env = 2, ma = 0)
base1 <- meta_sim(n_pop = 10, env_params = arma_env_params, env_type =
"arma", assess_freq = 5)
plot_correlation_between_returns(base1)
[Package metafolio version 0.1.2 Index]