chart.Efront {PCRA} | R Documentation |
Utility function for creating initial efficient frontier, and for creating subsequent bootstrap efficient frontiers created, all of which are created by the PortfolioAnalytics function create.EfficientFrontier.
chart.Efront(
returns,
pspec,
firstEfront = TRUE,
gmv = TRUE,
maxSR = TRUE,
rf = 0.003,
xlim = NULL,
ylim = NULL,
xlab = NULL,
ylab = NULL,
n.portfolios = 10
)
returns |
A multivarite xts returns object |
pspec |
PortfolioAnalytics portfolio specification object |
firstEfront |
Logical variable, default TRUE |
gmv |
Logical variable, default TRUE |
maxSR |
Logical variable, default TRUE |
rf |
Risk-free rate, default 0.003 |
xlim |
Numeric value, default NULL |
ylim |
Numeric value, default NULL |
xlab |
Numeric value, default NULL |
ylab |
Numeric value, default NULL |
n.portfolios |
Number of efficient frontier portfolios, default 10 |
The variable firstEfront is set to TRUE for the initial efficient frontier plot, but is set to FALSE for the bootstrap replicate efficient frontier plots. The choices gmv = TRUE and maxSR = TRUE result in bullet points at those locations on the initial efficient frontier plot
No value returned, instead plots of efficient frontiers for use by bootEfronts()
args(chart.Efront)