chart.RollingMean {PerformanceAnalytics}R Documentation

chart the rolling mean return


A wrapper to create a rolling mean return chart with 95% confidence bands.


chart.RollingMean(R, width = 12, xaxis = TRUE, ylim = NULL, na.pad =
FALSE, lwd = c(2, 1, 1), ...) 


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 plot
na.pad TRUE/FALSE If TRUE it adds any times that would not otherwise have been in the result with a value of NA. If FALSE those times are dropped.
lwd set the line width, same as in plot. Specified in order of the main line and the two confidence bands.
... any other passthru parameters


A timeseries line charts of the rolling mean, with error bars


Peter Carl


chart.RollingMean(edhec[, 9, drop = FALSE])

[Package PerformanceAnalytics version 0.9.9-5 Index]