Plot asset prices and returns for fractal analysis

Description

This is a convenience function for studying the generated time series by the fragtalrock package. Given a time series of prices, plotReturns will plot both the original time series of prices and the returns series. This is a useful visual aid in determining the utility of the simulated time series.

Usage

plotReturns(series, ...)

Arguments

Value

Invisibly returns the original series

Author(s)

Brian Lee Yung Rowe

Examples

  data(generators)
  ps <- fractal(sampleInitiators, sampleGenerators, epochs=3)
  plotReturns(ps)

Results