chart.RiskBudget.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/charts.risk.R
\name{chart.RiskBudget}
\alias{chart.RiskBudget}
\alias{chart.RiskBudget.optimize.portfolio}
\alias{chart.RiskBudget.optimize.portfolio.rebalancing}
\alias{chart.RiskBudget.opt.list}
\title{Generic method to chart risk contribution}
\usage{
chart.RiskBudget(object, ...)

\method{chart.RiskBudget}{optimize.portfolio}(
  object,
  ...,
  neighbors = NULL,
  risk.type = "absolute",
  main = "Risk Contribution",
  ylab = "",
  xlab = NULL,
  cex.axis = 0.8,
  cex.lab = 0.8,
  element.color = "darkgray",
  las = 3,
  ylim = NULL
)

\method{chart.RiskBudget}{optimize.portfolio.rebalancing}(
  object,
  ...,
  match.col = "ES",
  risk.type = "absolute",
  regime = NULL,
  main = "Risk Contribution"
)

\method{chart.RiskBudget}{opt.list}(
  object,
  ...,
  match.col = "ES",
  risk.type = "absolute",
  main = "Risk Budget",
  plot.type = "line",
  cex.axis = 0.8,
  cex.lab = 0.8,
  element.color = "darkgray",
  las = 3,
  ylim = NULL,
  colorset = NULL,
  legend.loc = NULL,
  cex.legend = 0.8
)
}
\arguments{
\item{object}{optimal portfolio object created by \code{\link{optimize.portfolio}}
or \code{\link{optimize.portfolio.rebalancing}}}

\item{\dots}{any other passthru parameters to \code{\link{plot}}}

\item{neighbors}{risk contribution or pct_contrib of neighbor portfolios to be plotted, see Details.}

\item{risk.type}{"absolute" or "percentage" to plot risk contribution in absolute terms or percentage contribution.}

\item{main}{main title for the chart.}

\item{ylab}{label for the y-axis.}

\item{xlab}{label for the x-axis.}

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

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

\item{element.color}{provides the color for drawing less-important chart elements, such as the box lines, axis lines, etc.}

\item{las}{numeric in \{0,1,2,3\}; the style of axis labels
\describe{
  \item{0:}{always parallel to the axis [\emph{default}],}
  \item{1:}{always horizontal,}
  \item{2:}{always perpendicular to the axis,}
  \item{3:}{always vertical.}
}}

\item{ylim}{set the y-axis limit, same as in \code{\link{plot}}}

\item{match.col}{string of risk column to match. The \code{opt.list} object 
may contain risk budgets for ES or StdDev and this will match the proper 
column names of the objectives list outp (e.g. ES.contribution).}

\item{regime}{integer of the regime number. For use with 
\code{\link{optimize.portfolio.rebalancing}} run with regime switching portfolios.}

\item{plot.type}{"line" or "barplot".}

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

\item{legend.loc}{legend.loc NULL, "topright", "right", or "bottomright". If legend.loc is NULL, the legend will not be plotted}

\item{cex.legend}{The magnification to be used for the legend relative to the current setting of \code{cex}}
}
\description{
This function is the generic method to chart risk budget objectives for 
\code{optimize.portfolio}, \code{optimize.portfolio.rebalancing}, and 
\code{opt.list} objects. This function charts the contribution or percent 
contribution of the resulting objective measures of a 
\code{risk_budget_objective}. The risk contributions for \code{optimize.portfolio.rebalancing}
objects are plotted through time with \code{\link[PerformanceAnalytics]{chart.StackedBar}}.
}
\details{
\code{neighbors} may be specified in three ways.  
The first is as a single number of neighbors. This will extract the 
\code{neighbors} closest to the portfolios in terms of the \code{out} 
numerical statistic.
The second method consists of a numeric vector for \code{neighbors}.
This will extract the \code{neighbors} with portfolio index numbers that 
correspond to the vector contents.
The third method for specifying \code{neighbors} is to pass in a matrix.  
This matrix should look like the output of \code{\link{extractStats}}, and 
should contain properly named contribution and pct_contrib columns.
}
\seealso{
\code{\link{optimize.portfolio}} \code{\link{optimize.portfolio.rebalancing}} \code{\link[PerformanceAnalytics]{chart.StackedBar}}
}