pp.marketdistrib <-
function (asset.rets, index.ret = NULL, xlab = "Return", ident = c(0, 
    0), fill = TRUE, ppositive=TRUE, iqr=TRUE, clwd = 3, 
	height.id = seq(.05, by=.05, 19), ...) 
{
    fun.copyright <- "Placed in the public domain 2012 by Burns Statistics"
    dar <- density(asset.rets)
    plot(dar, yaxt = "n", type = "n", xlab = xlab, ...)
    if (fill) {
        dxn <- dar$x < 0
        dxp <- dar$x > 0
        if (sum(dxn)) {
            polygon(c(dar$x[dxn], max(dar$x[dxn])), c(dar$y[dxn], 
                0), col = "red", border = NA)
        }
        if (sum(dxp)) {
            polygon(c(dar$x[dxp], min(dar$x[dxp])), c(dar$y[dxp], 
                0), col = "green2", border = NA)
        }
    }
    else {
        if (any(dar$x < 0)) {
            lines(dar$x[dar$x < 0], dar$y[dar$x < 0], lwd = clwd, 
                col = "red")
        }
        if (any(dar$x > 0)) {
            lines(dar$x[dar$x > 0], dar$y[dar$x > 0], lwd = clwd, 
                col = "green2")
        }
    }
    if (length(ident) && any(unlist(ident) > 0)) {
        anam <- names(asset.rets)
        if (!length(anam)) {
            anam <- names(drop(asset.rets))
        }
        if (!length(anam)) {
            warning("no asset names for identification")
        }
        else {
            asort <- sort(asset.rets)
            ytraw <- par("usr")[4]
            if (is.list(ident)) {
                if (length(ident) != 2) {
                  stop("'ident' must have length 2 when a list")
                }
                if (!is.list(ident[[1]])) 
                  ident[[1]] <- list(ident[[1]])
                for (i in seq(along = ident[[1]])) {
                  items <- ident[[1]][[i]]
			if(!length(items)) next
                  if (!is.numeric(items)) {
                    stop("bad value for 'ident' -- when a ", 
                      "list must have length 2 and each ", "component must be a list of ", 
                      "numeric vectors")
                  }
                  low <- asort[items]
                  text(low, ytraw * height.id[i], names(low))
                }
                if (!is.list(ident[[2]])) 
                  ident[[2]] <- list(ident[[2]])
                nassets <- length(asort)
                for (i in seq(along = ident[[2]])) {
                  items <- ident[[2]][[i]]
                  if (!is.numeric(items)) {
                    stop("bad value for 'ident' -- when a ", 
                      "list must have length 2 and each ", "component must be a list of ", 
                      "numeric vectors")
                  }
                  high <- asort[nassets + 1 - items]
                  text(high, ytraw * height.id[i], names(high))
                }
            }
            else {
                if (ident[1] > 0) {
                  low <- head(asort, ident[1])
                  text(low, ytraw * height.id[1], names(low))
                }
                if (ident[2] > 0) {
                  high <- tail(asort, ident[2])
                  text(high, ytraw * height.id[1], names(high))
                }
            }
        }
    }
    if (length(index.ret)) {
        abline(v = index.ret)
    }
	if(ppositive) {
		fpos <- mean(asset.rets > 0)
		fneg <- mean(asset.rets < 0)
		usr <- par("usr")
		xlocn <- usr[1] + .05 * (usr[2] - usr[1])
		xlocp <- usr[1] + .95 * (usr[2] - usr[1])
		yloc <- usr[3] + .95 * (usr[4] - usr[3])
		text(xlocn, yloc, paste(round(100 * fneg), "%", sep=""),
			col="red")
		text(xlocp, yloc, paste(round(100 * fpos), "%", sep=""),
			col="green4")
	}
	if(iqr) {
		quar <- quantile(asset.rets, c(.25, .75))
		axis(1, at=quar, labels=FALSE, tck=.02, col="gold", lwd=3)
		title(sub=paste("interquartile range: ", signif(diff(quar), 3),
			sep=""))
	}
}