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\alias{weightsLinePlot}
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\alias{weightedReturnsLinePlot}
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\alias{covRiskBudgetsLinePlot}
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%\alias{tailRiskBudgetsLinePlot}
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\title{Portfolio Weights Line Plots}
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Displays line plots of weights, weighted returns, covariance
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and tail risk budgets.
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weightsLinePlot(object, labels = TRUE, col = NULL, title = TRUE,
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box = TRUE, legend = TRUE, ...)
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weightedReturnsLinePlot(object, labels = TRUE, col = NULL, title = TRUE,
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box = TRUE, legend = TRUE, ...)
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covRiskBudgetsLinePlot(object, labels = TRUE, col = NULL, title = TRUE,
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box = TRUE, legend = TRUE, ...)
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%tailRiskBudgetsLinePlot(object, labels = TRUE, col = NULL, title = TRUE,
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% box = TRUE, legend = TRUE, ...)
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an S4 object of class \code{fPORTFOLIO}, as returned by one of
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the portfolio functions, e.g. \code{efficientPortfolio} or
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\code{portfolioFrontier}.
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a logical flag, determining if the the graph should be labeled
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automatically, which is the default case \code{labels=TRUE}. If
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set to \code{FALSE} then the graph will be displayed
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undecorated and the user can it decorate by himself.
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a character string vector, defined from a color palette. The
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default setting uses the "Blues" \code{seqPalette} palette.
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a logical flag. Should automatically a title and axis labels be
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a logical flag, determining whether a boxed frame should be plotted
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around the pie, by default the value is set to \code{TRUE}.
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a logical value, determining if the the graph should be labeled
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automatically, shich is the default case \code{labels=TRUE}. If
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set to \code{FALSE} then the graph will be displayed
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undecorated and the user can it decorate by himself.
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Evenmore, if \code{labels} takes the value of a string vector,
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then the names of the assets from the porftolio \code{object}
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will be ignored, and the labels will be taken from the specified
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additional arguments passed to the function \code{barplot}. Only
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active if \code{labels=FALSE}.
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These line plots allow for different views on the results obtained
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from a feasible or an optimized portfolio.
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The function \code{weightsPlot} displays the weights composition
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along the frontier of a portfolio.
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The function \code{weightedReturnsPlot} displays the investment
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composition, i.e. the weighted returns along the frontier of a portfolio.
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The function \code{covRiskBudgetsPlot} displays the covariance risk
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budgets composition along the frontier of a portfolio.
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%The function \code{tailRiskBudgetsPlot} displays the copulae tail
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%risk budgets composition along the frontier of a portfolio. Note,
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%this is only possible if in the portfolio specification a copulae
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%tail risk is defined.
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With Rmetrics Version 2.7 the name of \code{attributesPlot} has been
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changed to \code{weightedReturnsPlot} since it better describes what
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The axes labeling has been changed in all plots, now the return on the
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bottom side, and the risk on the upper side, before it was just vice
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\code{\link{weightsPie}},
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\code{\link{weightsSlider}}.
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Data = as.timeSeries(data(smallcap.ts))
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Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
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## portfolioFrontier -
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# Compute Long Only Efficient Frontier
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frontier = portfolioFrontier(Data)
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# View Weights Line Plot:
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# weightsLinePlot(frontier)