chart the rolling mean return
A wrapper to create a rolling mean return chart with 95
chart.RollingMean( R, width = 12, xaxis = TRUE, ylim = NULL, lwd = c(2, 1, 1), ..., fill = NA )
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
width |
number of periods to apply rolling function window over |
xaxis |
if true, draws the x axis |
ylim |
set the y-axis limit, same as in |
lwd |
set the line width, same as in |
... |
any other passthru parameters |
fill |
a three-component vector or list (recycled otherwise) providing
filling values at the left/within/to the right of the data range. See the
fill argument of |
The previous parameter na.pad has been replaced with fill; use fill = NA instead of
na.pad = TRUE, or fill = NULL instead of na.pad = FALSE.
Peter Carl
data(edhec) chart.RollingMean(edhec[, 9, drop = FALSE])
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