chart.Boxplot {PerformanceAnalytics}R Documentation

box whiskers plot wrapper


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


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


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 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 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


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 and sort.ascending=TRUE.


box plot of returns


Peter Carl


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

See Also




[Package PerformanceAnalytics version 0.9.9-5 Index]