chart the rolling mean return

A wrapper to create a rolling mean return chart with 95

chart.RollingMean(
  R,
  width = 12,
  xaxis = TRUE,
  ylim = NULL,
  lwd = c(2, 1, 1),
  ...,
  fill = NA
)

Arguments

R

an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns

width

number of periods to apply rolling function window over

xaxis

if true, draws the x axis

ylim

set the y-axis limit, same as in plot

lwd

set the line width, same as in plot. Specified in order of the main line and the two confidence bands.

...

any other passthru parameters

fill

a three-component vector or list (recycled otherwise) providing filling values at the left/within/to the right of the data range. See the fill argument of na.fill for details.

Details

The previous parameter na.pad has been replaced with fill; use fill = NA instead of na.pad = TRUE, or fill = NULL instead of na.pad = FALSE.

Author

Peter Carl

Examples

data(edhec)
chart.RollingMean(edhec[, 9, drop = FALSE])