# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR Description. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - Diethelm Wuertz, GPL # 2007 - Rmetrics Foundation, GPL # Diethelm Wuertz # for code accessed (or partly included) from other sources: # see Rmetric's copyright and license files ################################################################################ # FUNCTION: PRINT AND PLOT METHODS: # frontierPlotControl Sets frontier plot control parameters ################################################################################ frontierPlotControl <- function( # Colors: sharpeRatio.col = "blue", minvariance.col = "red", tangency.col = "steelblue", cml.col = "green", equalWeights.col = "blue", singleAsset.col = "topo.colors", twoAssets.col = "grey", monteCarlo.col = "black", # Point Sizes: minvariance.cex = 1.25, tangency.cex = 1.25, cml.cex = 1.25, equalWeights.cex = 1.25, singleAsset.cex = 1.25, twoAssets.cex = 0.01, monteCarlo.cex = 0.01, sharpeRatio.cex = 0.1, # Limits: xlim = NULL, ylim = NULL, # MC Steps: mcSteps = 5000, # Pie Settings: pieR = NULL, piePos = NULL, pieOffset = NULL ) { # A function implemented by Diethelm Wuertz # Description: # Sets frontier plot control parameters # FUNCTION: # Return Value: list( # Colors: sharpeRatio.col = sharpeRatio.col, minvariance.col = minvariance.col, tangency.col = tangency.col, cml.col = cml.col, equalWeights.col = equalWeights.col, singleAsset.col = singleAsset.col, twoAssets.col = twoAssets.col, monteCarlo.col = monteCarlo.col, # Point Sizes: minvariance.cex = minvariance.cex, tangency.cex = tangency.cex, cml.cex = cml.cex, equalWeights.cex = equalWeights.cex, singleAsset.cex = singleAsset.cex , twoAssets.cex = twoAssets.cex, monteCarlo.cex = monteCarlo.cex, sharpeRatio.cex = sharpeRatio.cex, # Limits: xlim = xlim, ylim = ylim, # MC Steps: mcSteps = 5000, # Pie Settings: pieR = pieR, piePos = piePos, pieOffset = pieOffset ) } ################################################################################