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# 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 PURPOSE. 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
################################################################################
# FUNCTION: DESCRIPTION:
# assetsTreePlot Displays a minimum spanning tree of assets
################################################################################
assetsTreePlot <-
function(x, labels = TRUE, title = TRUE, box = TRUE,
method = "euclidian", seed = NULL, ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Displays a minimum spanning tree of assets
# Arguments:
# x -
# labels -
# title -
# box -
# method -
# seed -
# Example:
# x = as.timeSeries(data(LPP2005REC))[, 1:6]
# .assetsTreePlot(x) # try several radom choices
# .assetsTreePlot(x)
# .assetsTreePlot(x)
# FUNCTION:
# Settings:
if (title) {
Main = substitute(x)
} else {
Main = ""
}
# Compute Distance Matrix:
Order = NULL
if (class(x) == "dist") {
DIST = x
} else {
# Rank Seed:
x = series(x)
if (is.null(seed)) {
Order = sample(1:ncol(x))
x = x[, Order]
}
DIST = dist(t(x), method[1])
}
method = attr(DIST, "method")
# Compute Minimum Spanning Tree"
MST = .mst(DIST)
# Plot Tree:
.mstPlot(MST, ".nsca", main = Main, ...)
mtext(paste("Distance Method:", method),
side = 4, line = 0.1, adj = 0, col = "darkgrey", cex = 0.7)
# Return Value:
invisible(list(mst = MST, dist = DIST, order = Order))
}
################################################################################
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