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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:
# assetsQQNormPlot Displays normal qq-plots of individual assets
################################################################################
assetsQQNormPlot =
function(x, col = "steelblue", skipZeros = FALSE, ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Displays normal qq-plots of individual assets
# Arguments:
# x - a timeSeries object or any other rectangular object
# which can be transformed by the function as. matrix
# into a numeric matrix.
# which - an integer value or vector specifying the number(s)
# of the assets which are selected to be plotted.
# FUNCTION:
# Settings:
n = ncol(x)
if (length(col) == 1) col = rep(col, times = n)
# Plot:
for (i in 1:n) {
X = x[, i]
if (skipZeros) X = X[series(X) != 0]
qqnormPlot(X, col = col[i], ...)
}
# Return Value:
invisible()
}
################################################################################
assetsHistPairsPlot <-
function(x, bins = 30, method = c("square", "hex"), ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Displays bivariate Histogram Plot
# FUNCTION:
# Match Arguments:
method = match.arg(method)
# Check:
stopifnot(ncol(x) == 2)
# Histogram Plot:
X = as.vector(x[, 1])
Y = as.vector(x[, 2])
if (method == "square") {
ans = squareBinning(x = X, y= Y, bins = bins)
} else if (method == "hex") {
ans = hexBinning(x = X, y = Y, bins = bins)
}
# Plot:
plot(ans, ...)
# Return Value:
invisible(ans)
}
################################################################################
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