chart.RiskReward.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/chart.RiskReward.R, R/charts.DE.R,
%   R/charts.GenSA.R, R/charts.PSO.R, R/charts.ROI.R, R/charts.RP.R,
%   R/charts.multiple.R
\name{chart.RiskReward}
\alias{chart.RiskReward}
\alias{chart.RiskReward.optimize.portfolio.DEoptim}
\alias{chart.RiskReward.optimize.portfolio.GenSA}
\alias{chart.RiskReward.optimize.portfolio.pso}
\alias{chart.RiskReward.optimize.portfolio.ROI}
\alias{chart.RiskReward.optimize.portfolio.random}
\alias{chart.RiskReward.opt.list}
\title{classic risk reward scatter}
\usage{
chart.RiskReward(object, ...)

\method{chart.RiskReward}{optimize.portfolio.DEoptim}(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  xlim = NULL,
  ylim = NULL
)

\method{chart.RiskReward}{optimize.portfolio.GenSA}(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  ylim = NULL,
  xlim = NULL,
  rp = FALSE
)

\method{chart.RiskReward}{optimize.portfolio.pso}(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  xlim = NULL,
  ylim = NULL
)

\method{chart.RiskReward}{optimize.portfolio.ROI}(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  xlim = NULL,
  ylim = NULL,
  rp = FALSE
)

\method{chart.RiskReward}{optimize.portfolio.random}(
  object,
  ...,
  neighbors = NULL,
  return.col = "mean",
  risk.col = "ES",
  chart.assets = FALSE,
  element.color = "darkgray",
  cex.axis = 0.8,
  xlim = NULL,
  ylim = NULL
)

\method{chart.RiskReward}{opt.list}(
  object,
  ...,
  risk.col = "ES",
  return.col = "mean",
  main = "",
  ylim = NULL,
  xlim = NULL,
  labels.assets = TRUE,
  chart.assets = FALSE,
  pch.assets = 1,
  cex.assets = 0.8,
  cex.axis = 0.8,
  cex.lab = 0.8,
  colorset = NULL,
  element.color = "darkgray"
)
}
\arguments{
\item{object}{optimal portfolio created by \code{\link{optimize.portfolio}}.}

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

\item{neighbors}{set of 'neighbor' portfolios to overplot, see Details.}

\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{element.color}{color for the default plot scatter points.}

\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}}.}

\item{rp}{TRUE/FALSE to generate random portfolios to plot the feasible space}

\item{main}{a main title for the plot.}

\item{labels.assets}{TRUE/FALSE to include the names in the plot.}

\item{pch.assets}{plotting character of the assets, same as in \code{\link{plot}}}

\item{cex.assets}{numerical value giving the amount by which the asset points should be magnified relative to the default.}

\item{cex.lab}{numerical value giving the amount by which the labels should be magnified relative to the default.}

\item{colorset}{color palette or vector of colors to use.}
}
\description{
This function charts the \code{optimize.portfolio} object in risk-return space.
}
\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 
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
\code{risk.col},\code{return.col}, and weights columns all properly named.
}
\seealso{
\code{\link{optimize.portfolio}}
}