chart.Concentration.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/chart.concentration.R
\name{chart.Concentration}
\alias{chart.Concentration}
\title{Classic risk reward scatter and concentration}
\usage{
chart.Concentration(
  object,
  ...,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  conc.type = c("weights", "pct_contrib"),
  col = heat.colors(20),
  element.color = "darkgray",
  cex.axis = 0.8,
  xlim = NULL,
  ylim = NULL
)
}
\arguments{
\item{object}{optimal portfolio created by \code{\link{optimize.portfolio}}.}

\item{\dots}{any other passthru parameters.}

\item{return.col}{string matching the objective of a 'return' objective, on vertical axis.}

\item{risk.col}{string matching the objective of a 'risk' objective, on horizontal axis.}

\item{chart.assets}{TRUE/FALSE. Includes a risk reward scatter of the assets in the chart.}

\item{conc.type}{concentration type can be based on the concentration of weights
or concentration of percentage component contribution to risk (only works with risk
budget objective for the optimization).}

\item{col}{color palette or vector of colors to use.}

\item{element.color}{color for the border and axes.}

\item{cex.axis}{The magnification to be used for axis annotation relative to the current setting of \code{cex}.}

\item{xlim}{set the x-axis limit, same as in \code{\link{plot}}.}

\item{ylim}{set the y-axis limit, same as in \code{\link{plot}}.}
}
\description{
This function charts the \code{optimize.portfolio} object in risk-return space
and the degree of concentration based on the weights or percentage component
contribution to risk.
}
\seealso{
\code{\link{optimize.portfolio}}
}
\author{
Peter Carl and Ross Bennett
}