chart.Histogram {PerformanceAnalytics} R Documentation

## histogram of returns

### Description

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.

### Usage

```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, ...)
```

### Arguments

 `R` an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns `breaks` one of: a vector giving the breakpoints between histogram cells, a single number giving the number of cells for the histogram, a character string naming an algorithm to compute the number of cells (see ‘Details’), a function to compute the number of cells. In the last three cases the number is a suggestion only. see `hist` for details, default "FD" `methods` what to graph, one or more of: add.densityto display the density plot add.normalto display a fitted normal distibution line over the mean add.centeredto display a fitted normal line over zero add.rugto display a rug of the observations add.riskto display common risk metrics add.qqplotto display a small qqplot in the upper corner of the histogram plot `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 y-axis label, same as in `plot` `xlab` set the x-axis label, same as in `plot` `ylim` set the y-axis limits, same as in `plot` `border.col` color to use for the border `xlim` set the x-axis 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 y-axis 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`

### Details

The default for `breaks` is `"FD"`. Other names for which algorithms are supplied are `"Sturges"` (see `nclass.Sturges`), `"Scott"`, and `"FD"` / `"Freedman-Diaconis"` (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`.

### Value

chart of histogram of returns

### Note

Code inspired by a chart on:
http://zoonek2.free.fr/UNIX/48_R/03.html

Peter Carl

`hist`

### Examples

```    data(edhec)
chart.Histogram(edhec[,'Equity Market Neutral',drop=FALSE])

# version with more breaks and the standard close fit density distribution

# version with just the histogram and normal distribution centered on 0