Is there any function for plotting the evolution of portfolio weights over time in r?. I have a matrix of portfolio weights from an equal weighting strategy at rebalancing times and want to plot weights of the stocks over time on a single plot.
for example:you want to backtest equal weight strategy where you allocate weights equally at each rebalancing dates for each stock. I have a matrix of weights:
A B C D E F
2001-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2002-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2003-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2004-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2005-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2006-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2007-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2008-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2009-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2010-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
2011-12-01 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806 0.03225806
I want to plot the stocks(A,B,..) on a single plot where the y axis will be the allocatons and x axis the time ie plotting a transition map for weights over time using R
Regards