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Last data update: 2014.03.03

R: Plotting Captial Distribution Objects

plot.capdist

R Documentation

Plotting Captial Distribution Objects

Description

The function plot.capdist plots the capital distribution curve.

Usage

## S3 method for class 'capdist'
plot(x, draw.line = TRUE, cut.end = 0.1, ...)

Arguments

`x`	a `capdist` object.
`draw.line`	`TRUE` or `FALSE`. If true, a straight line is fitted to the capital distribution curve. The default value is `TRUE`.
`cut.end`	A number between 0 and 1. It is the proportion of the smallest assets that will be ignored when fitting a straight line to the capital distribution curve. The default value is 0.1.
`...`	further arguments such as `main`.

Details

A capital distribution curve is the log-log curve of the market weights against the rank. Empirically, capital distribution curves are approximately Pareto-shaped with some concavity at the lower end.

References

Fernholz, E. R. (2002) Stochastic portfolio theory. Springer.

Examples

# Create a random distribution
x <- runif(100)
x <- x/sum(x)
x <- capdist(x)
plot(x)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(RelValAnalysis)
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/RelValAnalysis/plot.capdist.Rd_%03d_medium.png", width=480, height=480)
> ### Name: plot.capdist
> ### Title: Plotting Captial Distribution Objects
> ### Aliases: plot.capdist
> 
> ### ** Examples
> 
> # Create a random distribution
> x <- runif(100)
> x <- x/sum(x)
> x <- capdist(x)
> plot(x)
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>