Description Usage Arguments Details Value References See Also Examples
Visualization of quarterly estimates and probability of informed trading with ggplot2.
1 2 | ## S3 method for class 'qpin'
ggplot(x)
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x |
List returned by |
Facets are grouped by probability parameters, intensity parameters and the probability of informed trading.
An object of class ggplot
.
Wickham, Hadley (2009)
ggplot2: Elegant Graphics for Data Analysis
Springer-Verlag New York
doi: 10.1007/978-0-387-98141-3
Wickham, Hadley (2007)
Reshaping Data with the reshape Package
Journal of Statistical Software, Volume 21, Issue 12, pp. 1 - 20
doi: 10.18637/jss.v021.i12
Wickham, Hadley (2016)
scales: Scale Functions for Visualization
R package version 0.4.0
1 2 3 4 5 6 7 8 9 10 11 12 13 | # Loading one year of simulated daily buys and sells
data('BSfrequent2015')
# Quarterly estimates for model parameters and the probability of informed trading
# Rownames of 'BSfrequent2015' equal the business days in 2015.
qpin_list <- qpin(numbuys = BSfrequent2015[,"Buys"], numsells = BSfrequent2015[,"Sells"],
dates = as.Date(rownames(BSfrequent2015), format = "%Y-%m-%d"))
# Visualization of quarterly estimates
library(ggplot2)
ggplot(qpin_list[["res"]])
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