R: box whiskers plot wrapper

chart.Boxplot {PerformanceAnalytics}

R Documentation

box whiskers plot wrapper

Description

A wrapper to create box and whiskers plot with some defaults useful for comparing distributions.

Usage

chart.Boxplot(R, horizontal = TRUE, names = TRUE, as.Tufte = FALSE, sort.by = c(NULL, "mean", "median", "variance"), colorset = "black", symbol.color = "red", mean.symbol = 1, median.symbol = "|", outlier.symbol = 1, show.data = NULL, add.mean = TRUE, sort.ascending = FALSE, xlab = "Return", main = "Return Distribution Comparison", element.color = "darkgray", ...)

Arguments

`R`	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
`horizontal`	TRUE/FALSE plot horizontal (TRUE) or vertical (FALSE)
`names`	logical. if TRUE, show the names of each series
`as.Tufte`	logical. default FALSE. if TRUE use method derived for Tufte for limiting chartjunk
`sort.ascending`	logical. If TRUE sort the distributions by ascending `sort.by`
`sort.by`	one of "NULL", "mean", "median", "variance"
`colorset`	color palette to use, set by default to rational choices
`symbol.color`	draws the symbols described in `mean.symbol`,`median.symbol`,`outlier.symbol` in the color specified
`mean.symbol`	symbol to use for the mean of the distribution
`median.symbol`	symbol to use for the median of the distribution
`outlier.symbol`	symbol to use for the outliers of the distribution
`show.data`	numerical vector of column numbers to display on top of boxplot, default NULL
`add.mean`	logical. if TRUE, show a line for the mean of all distributions plotted
`xlab`	set the x-axis label, same as in `plot`
`main`	set the chart title, same as in `plot`
`element.color`	specify the color of chart elements. Default is "darkgray"
`...`	any other passthru parameters

Details

We have also provided controls for all the symbols and lines in the chart. One default, set by as.Tufte=TRUE, will strip chartjunk and draw a Boxplot per recommendations by Edward Tufte. It can also be useful when comparing several series to sort them in order of ascending or descending "mean", "median", "variance" by use of sort.by and sort.ascending=TRUE.

Value

box plot of returns

Author(s)

Peter Carl

References

Tufte, Edward R. The Visual Display of Quantitative Information. Graphics Press. 1983. p. 124-129

Examples

data(edhec)
chart.Boxplot(edhec)
chart.Boxplot(edhec,as.Tufte=TRUE)

[Package PerformanceAnalytics version 0.9.9-5 Index]