Standard deviation and plots - R-SIG-Finance

genx

Wed, May 23, 2007 8:26 AM #

Is there a way to display brackets 1sigma, 2sigma in combination with actual
values on the x scale in histogram plots or any other type of plots? I am
not quite sure how this would be accomplished but if its possible to squeeze
in the sigma brackets it would be great.

Thank you

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BBands

Wed, May 23, 2007 8:38 AM #

On 5/23/07, genx <info at genetrix.se> wrote:

Is something like this what you are after?

http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=65

     jab

John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.

Peter Carl

Wed, May 23, 2007 8:42 AM #

There's a good example of such an overlay at:

http://zoonek2.free.fr/UNIX/48_R/03.html

Look for a chart called "Third moment (skewness)".  The example shows 
how to calculate dimensions and draw a vertical line segment overlaid 
on the histogram.  Although he isn't doing exactly what you're looking 
for, the code could be easily modified for your use.   

There's a lot of other good stuff there, as well.

Enjoy,

pcc

On Wednesday 23 May 2007 10:26, genx wrote:

Peter Carl
145 Scottswood Rd
Riverside, IL 60546
708.447.6465

Brian G. Peterson

Wed, May 23, 2007 8:47 AM #

genx wrote:

There are very good examples on adding extra things to the standard 
histogram here:

http://zoonek2.free.fr/UNIX/48_R/03.html

and in the chart.Histogram function in package PerformanceAnalytics

Please share your results for others to benefit from.

Regards,

   - Brian