| chart.RollingMean {PerformanceAnalytics} | R Documentation |
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
data(edhec) chart.RollingMean(edhec[, 9, drop = FALSE])