inst/doc/ggsolvencyii.R

In ggsolvencyii: A 'ggplot2'-Plot of Composition of Solvency II SCR: SF and IM

## ----init,echo=FALSE,results=FALSE,warnings=FALSE,message=FALSE----------
knitr::opts_chunk$set(collapse=TRUE,comment="#>",fig.path="z_ggsolvencyii-")
library(ggplot2)
library(ggsolvencyii)

## ----logo, out.width='25%', fig.align='right', echo=FALSE, border = FALSE----
knitr::include_graphics('images/logo_engels_rvignettes.png')

## ----github-installation, eval = FALSE-----------------------------------
#  # install.packages("devtools", "dplyr" , "magrittr")
#  devtools::install_github("vanzanden/ggsolvencyii")
#  # or from the binary in github.com/vanzanden/ggsolvencyii/binaries/windows

## ---- showcase, echo=FALSE, results = 'hide'-----------------------------
      ## the original dataset has three three-year scenarios, 
      ## only two years of two branches are used here 
        testdata <- sii_z_ex1_data[sii_z_ex1_data$id <= 7,]
        testdata <- testdata[testdata$time <= 2018,]

      ## printing SCR values and interdependency of 'id' and 'comparewithid'
        testdata[testdata$description == "SCR", ]

## ---- showcase2, echo=FALSE, fig.asp = 0.7, fig.width=7------------------
## horizontalscaling to get round circles is depending on the dimensions of the canvas. 
## automated scaling to canvas size is on the to do list.
  horizontalscaling = .22 

ggplot2::ggplot() +
##  a plain vanilla plot of one SCR buildup, the 'current situation': 
  geom_sii_risksurface(data = testdata[testdata$id == 1, ], 
        mapping = ggplot2::aes(x = time, 
                               y = ratio,
                               ## x and y could for example also be 
                               ## longitude and latitude 
                               ## in combination with plotted map
                               value = value, 
                               id = id, 
                               description = description, 
                               fill = description, ## optional
                               color = description  ## optional
                               ),
            ## all parameters are shown here, 
            ## the values behind the outcommented are the default values
              ## how and what
                ## structure = sii_structure_sf16_eng,
                ## plotdetails = NULL,
              ## grouping
                # levelmax = 99, 
                # aggregatesuffix = "other",
              ## scaling
                ## since the data in this geom is only a subset 
                ## of 'testdata' manual scaling is needed
                ## each geom_sii_risksurface and geom_sii_riskoutline
                ## call returns the calculated (or given) maximum in an
                ## outputmessage
                maxscrvalue =  25.7433642812936,
                scalingx = horizontalscaling, 
                # scalingy = 1,
              ## rotation and squared
                # rotationdegrees = NULL,
                # rotationdescription = NULL, 
                # squared = FALSE,
              ## cosmetic
                lwd = 0.25,
                # alpha = 1
        ) +
  
  ggplot2::theme_bw() +

## Combining several geom-calls might result in unexpected ordering of the legends
## It can help to plot the dataset which results in the most individual risks first.  
  ggplot2::scale_fill_manual(name = "risks", values = sii_z_ex1_fillcolors) +
  
  ggplot2::scale_color_manual(name = "risks", values = sii_z_ex1_edgecolors) +

## a second instance of geom_sii_risksurface, all data (1+2*2 id's) is used
## by using a plotdetails dataframe not all calculated circle segments are plotted
  geom_sii_risksurface(data = testdata, 
          mapping = aes(x = time,y = ratio,value = value,  id = id, 
                                 description = description, 
                                 fill = description, color = description
                                 ),
  ## two plotdetailstables are used for this showcase: 
  ## this one indicates that only levels 1-3 are plotted in geom_sii_risksurface
  ## sii_z_ex1_plotdetails2 indicates only levels 4.xx and 5.xx are plotted
  ## this dataset has only 4.01, 4.02 levels present (market- and life subrisks )
      plotdetails = sii_z_ex1_plotdetails,
      scalingx = horizontalscaling, 
      lwd = 0.25,
      alpha = 1.0
  ) +

## this third instance of geom_sii_risksurface plots only the levels 4.01 and 4.02
## by using the other plotdetails dataframe.  
## A small alpha has the effect that these levels are less obtrusive, 
## giving a overview of SCR results, but still showing all information
## 'color is NA', in the options means it does only plot the surface of the polygons.
## (geom_polygon is the basis for the actual plotting),
  geom_sii_risksurface(data = testdata,
              mapping = ggplot2::aes(x = time, y = ratio, value = value,  id = id, 
                                     description = description, 
                                     fill = description #,
                                     ## outcommenting here is not enough to prevent
                                     ## outlines to be plotted ...
                                     # color = description
                                     ),
        plotdetails = sii_z_ex1_plotdetails2,
        scalingx = horizontalscaling, 
        alpha = 0.15,
      ## ... explicit no (edge)coloring is neccesary
        color = NA
        ) +
## Arrows are plotted to connect 'id' and 'comparewithid' combinations. 
## This helps in understanding the outlines of the following geom_sii_riskoutline call  
  geom_sii_riskconnection(data = testdata, 
                mapping = aes(x = time, y = ratio, id = id,
                    ## for geom_sii_riskconnection comparewithid is a required aesthetic.
                    ## (this is is not the case for geom_sii_riskoutline)
                      comparewithid = comparewithid ), 
                arrow = ggplot2::arrow(angle = 10, type = "open" ), 
                alpha = 0.15
                ) +
  
## geoms_sii_riskoutline uses other columns in plotdetails than geoms_sii_risksurface
## for each line segment for each defined description or level plotting can be
## switched on or off.
## a risk-partition (apart from the full circle SCR) has four outline segments. 
## two radii and an inner and outer circle segment.
## sii_z_ex1_plotdetails defines only the outer circle segments ('outline2') to be plotted
## for levels 1, 4.01 and 4.02 AND for the indivual risks operational and cp-default.
## these individual risks are on level 2 and 3 but have no subrisks.
  geom_sii_riskoutline(data = testdata, 
          mapping = aes(x = time, y = ratio, value = value,  id = id, 
                                 description = description, 
                                 comparewithid = comparewithid,
                        ),
    ## only sii_z_ex1_plotdetails is used with the outline-geom.
      plotdetails = sii_z_ex1_plotdetails,
      scalingx = horizontalscaling, 
      color = "red",
      lwd = 0.25,
      alpha = 0.6,
) 

## cleanup ============================================================== =====
rm(testdata) ; rm(horizontalscaling)
## ====================================================================== =====

## ---- debug, echo=FALSE, eval = FALSE------------------------------------
#  t <- sii_debug_geom(data_descr = sii_z_ex1_data$description,structure = sii_structure_sf16_eng,aggregatesuffix = "other", levelmax = sii_levelmax_sf16_995,plotdetails = sii_z_ex1_plotdetails, fillcolors = sii_z_ex1_fillcolors, edgecolors = sii_z_ex1_edgecolors)
#  knitr::kable(t$debug_description[37:45,])
#  knitr::kable(rbind(t$debug_level[1:13,],tail(t$debug_level,2)))

## ----origdata, echo = FALSE----------------------------------------------
t <- tidyr::spread(data = sii_z_ex1_data, key = description, value = value)
t <- as.data.frame(t)
t <- t[order(t$id),]
t <- dplyr::select( t, id, time, comparewithid, ratio, SCR, dplyr::everything())
t <- t[1:3 ,1:8]
knitr::kable(x = t)

## ----tidyversedata, echo = FALSE-----------------------------------------
t <- sii_z_ex1_data[sii_z_ex1_data$id <= 3,]
t <- t[1:8 ,]
knitr::kable(x = t)

## ----colorlist, echo = FALSE---------------------------------------------
t <- sii_x_fillcolors_sf16_eng
knitr::kable(head(t))

## ----example1,  warning = FALSE,fig.asp = 0.7, fig.width=5---------------
ggplot() +
  geom_sii_risksurface(
    data = sii_z_ex1_data[sii_z_ex1_data$id == 1, ],
    mapping = aes(x = time, 
                  y = ratio, 
                  id = id, 
                  value = value, 
                  description = description, 
                  color = description,
                  fill = description
                   ) ) +
theme_bw() +
scale_fill_manual(name = "Risks",values = sii_x_fillcolors_sf16_eng) +
scale_color_manual(name = "Risks",values = sii_x_edgecolors_sf16_eng)


## ----structuretext, eval = FALSE-----------------------------------------
#  head(sii_structure_sf16_eng, 13)

## ----structure, echo = FALSE---------------------------------------------
knitr::kable(head(sii_structure_sf16_eng,15))

## ----levelmaxtext, eval = FALSE------------------------------------------
#  sii_levelmax_sf16_993

## ----levelmax, echo=FALSE------------------------------------------------
knitr::kable(sii_levelmax_sf16_993)

## ----examplelevelmax,  warning = FALSE, message = FALSE,fig.asp = 0.7, fig.width=5----
ggplot() +
  geom_sii_risksurface(
    data = sii_z_ex2_data,
    mapping = aes(x = time, y = ratio, id = id, value = value, 
                  description = description, 
                  # color = description,
                  fill = description  
                  ),
    color = "black",
    levelmax = sii_levelmax_sf16_993) +
theme_bw() +
scale_fill_manual(name = "Risks",values = sii_x_fillcolors_sf16_eng) # +
# scale_color_manual(name = "Risks",values = sii_x_edgecolors_sf16_eng)


## ----rotationsquare, warning = FALSE, message = FALSE,fig.asp = 0.7, fig.width=5----
ggplot() +
  geom_sii_risksurface(
    data = sii_z_ex2_data,
    mapping = aes(x = time, y = ratio, id = id, value = value, 
                           description = description, 
                           fill = description, color = description),
                  squared = TRUE,
                  rotationdescription = 'm_equity',
                  rotationdegrees = -45) +
theme_bw() +
scale_fill_manual(name = "Risks",values = sii_x_fillcolors_sf16_eng) +
scale_color_manual(name = "Risks",values = sii_x_edgecolors_sf16_eng)

## ---- circlesquare, echo=FALSE, fig.asp = 1, fig.width=3-----------------
## vergelijk grootte van rond en square in een figuur =================== =====

ggplot2::ggplot() +
  geom_sii_risksurface(data = sii_z_ex2_data,
              mapping = ggplot2::aes(x = 10, y = 5 , id = id, value = value
                                     ,description = description
                                    ,fill = description
                                    ,color = description
                                    ),
              # color = NA
              lwd = .75
              ,alpha = 0.6,
              show.legend = FALSE
  ) +
  geom_sii_risksurface(data = sii_z_ex2_data,
              mapping = ggplot2::aes(x = 10, y = 5 , id = id, value = value,
                            description = description
                            ,fill = description
                                        ),
              color = "black",
              lwd = .5,
              squared = TRUE,
              # rotationdegrees = 45,
              alpha = .2,
              show.legend = FALSE
   )