\HeaderA{chart.RollingCorrelation}{chart rolling correlation fo multiple assets}{chart.RollingCorrelation}
\keyword{ts}{chart.RollingCorrelation}
\keyword{multivariate}{chart.RollingCorrelation}
\keyword{distribution}{chart.RollingCorrelation}
\keyword{models}{chart.RollingCorrelation}
\keyword{hplot}{chart.RollingCorrelation}
\begin{Description}\relax
A wrapper to create a chart of rolling correlation metrics in a line chart
\end{Description}
\begin{Usage}
\begin{verbatim}
chart.RollingCorrelation(Ra, Rb, width = 12, xaxis = TRUE, legend.loc = NULL, colorset = (1:12), na.pad = FALSE, ...)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{Ra}] an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns 
\item[\code{Rb}] return vector of the benchmark asset 
\item[\code{width}] number of periods to apply rolling function window over 
\item[\code{xaxis}] if true, draws the x axis 
\item[\code{legend.loc}] places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. 
\item[\code{colorset}] color palette to use, set by default to rational choices 
\item[\code{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. 
\item[\code{...}] any other passthru parameters 
\end{ldescription}
\end{Arguments}
\begin{Value}
chart rolling period correlations of one or more assets
\end{Value}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{Examples}
\begin{ExampleCode}
# First we get the data
data(managers)
chart.RollingCorrelation(managers[, 1:6, drop=FALSE], managers[, 8, drop=FALSE], colorset=rich8equal, legend.loc="bottomright", width=24, main = "Rolling 12-Month Correlation")
\end{ExampleCode}
\end{Examples}

