chart.Histogram {PerformanceAnalytics}  R Documentation 
Create a histogram of returns, with optional curve fits for density and normal. This is a wrapper function for hist
, see the help for that function for additional arguments you may wish to pass in.
chart.Histogram(R, breaks="FD", main = NULL, xlab = "Returns", ylab = "Frequency", methods = c("none","add.density", "add.normal", "add.centered", "add.cauchy", "add.sst", "add.rug", "add.risk", "add.qqplot"), show.outliers = TRUE, colorset = c("lightgray", "#00008F", "#005AFF", "#23FFDC", "#ECFF13", "#FF4A00", "#800000"), border.col = "white", lwd = 2, xlim = NULL, ylim = NULL, element.color="darkgray", note.lines = NULL, note.labels = NULL, note.cex = 0.7, note.color = "darkgray", probability = FALSE, p = 0.95, cex.axis = 0.8, cex.legend = 0.8, cex.lab = 1, cex.main = 1, xaxis=TRUE, yaxis=TRUE, ...)
R 
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns 
breaks 
one of:
hist for details, default "FD"

methods 
what to graph, one or more of:

p 
confidence level for calculation, default p=.99 
probability 
logical; if TRUE, the histogram graphic is a representation of frequencies, the counts component of the result; if FALSE, probability densities, component density, are plotted (so that the histogram has a total area of one). Defaults to TRUE if and only if breaks are equidistant (and probability is not specified). see hist 
show.outliers 
logical; if TRUE (the default), the histogram will show all of the data points. If FALSE, it will show only the first through the fourth quartile and will exclude outliers. 
main 
set the chart title, same as in plot 
ylab 
set the yaxis label, same as in plot 
xlab 
set the xaxis label, same as in plot 
ylim 
set the yaxis limits, same as in plot 
border.col 
color to use for the border 
xlim 
set the xaxis limit, same as in plot 
lwd 
set the line width, same as in plot 
colorset 
color palette to use, set by default to rational choices 
element.color 
provides the color for drawing chart elements, such as the box lines, axis lines, etc. Default is "darkgray" 
note.lines 
draws a vertical line through the value given. 
note.labels 
adds a text label to vertical lines specified for note.lines. 
note.cex 
The magnification to be used for note line labels relative to the current setting of 'cex'. 
note.color 
specifies the color(s) of the vertical lines drawn. 
cex.legend 
The magnification to be used for sizing the legend relative to the current setting of 'cex'. 
cex.axis 
The magnification to be used for axis annotation relative to the current setting of 'cex', same as in plot . 
cex.lab 
The magnification to be used for x and yaxis labels relative to the current setting of 'cex'. 
cex.main 
The magnification to be used for the main title relative to the current setting of 'cex'. 
xaxis 
if true, draws the x axis 
yaxis 
if true, draws the y axis 
... 
any other passthru parameters to plot 
The default for breaks
is "FD"
. Other names for which algorithms
are supplied are "Sturges"
(see
nclass.Sturges
), "Scott"
, and "FD"
/
"FreedmanDiaconis"
(with corresponding functions
nclass.scott
and nclass.FD
).
Case is ignored and partial matching is used.
Alternatively, a function can be supplied which
will compute the intended number of breaks as a function of R
.
chart of histogram of returns
Code inspired by a chart on:
http://zoonek2.free.fr/UNIX/48_R/03.html
Peter Carl
data(edhec) chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE]) # version with more breaks and the standard close fit density distribution chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE], breaks=40, methods = c("add.density", "add.rug") ) chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE], methods = c( "add.density", "add.normal") ) # version with just the histogram and normal distribution centered on 0 chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE], methods = c( "add.density", "add.centered") ) # add a rug to the previous plot for more granularity on precisely where the distribution fell chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE], methods = c( "add.centered", "add.density", "add.rug") ) # now show a qqplot to give us another view on how normal the data are chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE], methods = c( "add.centered", "add.density", "add.rug", "add.qqplot") ) # add risk measure(s) to show where those are in relation to observed returns chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE], methods = c("add.density", "add.centered", "add.rug", "add.risk") )