R/charts.TimeSeries.R

In PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis

#' @rdname chart.TimeSeries
#' @export
charts.TimeSeries <-
function (R,  space = 0, main = "Returns", ...)
{ # @author Peter Carl

    # DESCRIPTION:
    # A wrapper to create a small multiples of time series bar charts 

    # FUNCTION:

    # Transform input data to a data frame
    R = checkData(R)

    # Get dimensions and labels
    columns = NCOL(R)
    columnnames = colnames(R)

# Create a page of bar chart panels (using chart.Bar) that are in a single column.
# Option to add a "total" exposure chart, which shows the positive and negative "gross" exposures in bars
# and the net exposure in an overlaid line
# Option to add an "R.squared" panel that shows the R-squared value through time in a line chart

# Establish common ylim across the bar charts
# Title at the top of the page
# x-axis in the bottom bar chart and the optional charts? or just in the bottom chart
# each bar chart title labeled with the factor name, left justified
# each panel may have a different color from colorset, but default set to the same color across all
    ymax = max(R, na.rm=TRUE)
    ymin = min(R, na.rm=TRUE)
    # mar: a numerical vector of the form c(bottom, left, top, right) which
    # gives the number of lines of margin to be specified on the four sides
    # of the plot. The default is c(5, 4, 4, 2) + 0.1
    yaxis=TRUE
    if(hasArg(space) || !isTRUE(space)) {
      warning("The space argument of chart.TimeSeries has been deprecated, and may be removed in a future release, see help('chart.TimeSeries') for more information.")
    }
    chart.TimeSeries(R, multi.panel = TRUE, 
                     main = main, 
                     ylim = c(ymin, ymax), 
                     yaxis = yaxis, ...)
    

}

###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2020 Peter Carl and Brian G. Peterson
#
# This R package is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
# $Id$
#
###############################################################################