as.pplot: Coerce into a "pplot" object

In pvars: VAR Modeling for Heterogeneous Panels

Coerce into a 'pplot' object

Description

Coerce into a 'pplot' object. This function allows (1) to overlay and colorize multiple plots of IRF and confidence bands in a single 'ggplot' object and (2) to overwrite shock and variable names in verbatim LaTeX math mode suitable for the export via tikzDevice.

Usage

as.pplot(
  ...,
  names_k = NULL,
  names_s = NULL,
  names_g = NULL,
  color_g = NULL,
  shape_g = NULL,
  n.rows = NULL,
  scales = "free_y",
  Latex = FALSE
)

Arguments

...	A single ggplot or list(s) of ggplots to be transformed.
names_k	Vector. Names of the variables k=1,\ldots,K. If NULL (the default), the names of the first plot are reused. For LaTeX exports, use e.g. paste0("y_{ ", 1:dim_K, " }").
names_s	Vector. Names of the shocks s=1,\ldots,S. If NULL (the default), the names of the first plot are reused. For LaTeX exports, use e.g. paste0("\\epsilon_{ ", 1:dim_S, " }").
names_g	Vector. Names of the layered plots g=1,\ldots,G. If NULL (the default), the names of the plots given in ... are reused.
color_g	Vector. Colors of the layered plots g=1,\ldots,G.
shape_g	Vector. Shapes of the layered plots g=1,\ldots,G, see ggplot2's geom_point for shapes. If NULL (the default), no points will be set on the IRF-lines.
n.rows	Integer. Number of rows in facet_wrap. If NULL (the default), the dimensions of the facet plots given in ... are reused.
scales	Character. Should scales be fixed ("fixed"), free ("free"), or free in one dimension ("free_x", "free_y", the default)? See facet_wrap.
Latex	Logical. If TRUE, the arrows of the facet labels are written in LaTeX math mode.

Details

as.pplot is used as an intermediary in the 'pplot' functions to achieve compatibility with different classes. Equivalently to as.pvarx for panels of N VAR objects, as.pplot summarizes panels of G plot objects that have been returned from the 'plot' method for class 'svarirf' or 'sboot'. If the user wishes to extend the compatibility of the 'pplot' functions with further classes, she may simply specify accordant as.pplot-methods instead of altering the original 'pplot' functions.

Value

A list of class 'pplot'. Objects of this class contain the elements:

F.plot	'ggplot' object for the merged plot.
L.plot	List of 'ggplot' objects containing all G plots.
args_pplot	List of characters and integers indicating the specifications used for creating F.plot.

See Also

PP, irf.pvarx, pid.dc, and id.iv for further examples of edited plots, in particular for subset and reordered facet plots with reshaped facet dimensions.

Examples

### gallery of merged IRF plots ###

library("ggplot2")
data("PCAP")
names_k = c("g", "k", "l", "y")  # variable names
names_i = levels(PCAP$id_i)      # country names 
L.data  = sapply(names_i, FUN=function(i) 
  ts(PCAP[PCAP$id_i==i, names_k], start=1960, end=2019, frequency=1), 
  simplify=FALSE)
L.vars = lapply(L.data, FUN=function(x) vars::VAR(x, p=2, type="both"))
L.chol = lapply(L.vars, FUN=function(x) svars::id.chol(x))

# overlay all IRF to get an overview on the stability #
L.irf = lapply(L.chol, FUN=function(x) plot(irf(x, n.ahead=30)))
summary(as.pvarx(L.vars))
as.pplot(L.irf)

# overlay IRF of selected countries and quantiles of all countries #
F.mg  = plot(sboot.mg(L.chol, n.ahead=30), lowerq=0.05, upperq=0.95)
R.irf = as.pplot(MG=F.mg, L.irf[c("DEU", "FRA", "ITA", "JPN")])
plot(R.irf)  # emphasize MG-IRF in next step
R.irf = as.pplot(R.irf, color_g="black", shape_g=c(20, rep(NA, 4)))
R.irf$F.plot + guides(fill="none") + labs(color="Country", shape="Country")

# compare two mean-groups and their quantiles #
idx_nord = c(5, 6, 10, 17, 20)  # Nordic countries
R.irf = as.pplot(color_g=c("black", "blue"), 
  Other  = plot(sboot.mg(L.chol[-idx_nord])), 
  Nordic = plot(sboot.mg(L.chol[ idx_nord])))
plot(R.irf)
 
# compare different shock ordering for MG-IRF #
R.pid1 = pid.chol(L.vars)
R.pid2 = pid.chol(L.vars, order_k=4:1)
R.pid3 = pid.chol(L.vars, order_k=c(1,4,2,3))

R.pal = RColorBrewer::brewer.pal(n=8, name="Spectral")[c(8, 1, 4)]
R.irf = as.pplot(color_g=R.pal, shape_g=c(2, 3, 20), 
  GKLY = plot(irf(R.pid1, n.ahead=25)), 
  YLKG = plot(irf(R.pid2, n.ahead=25)), 
  GYKL = plot(irf(R.pid3, n.ahead=25)))
R.mg = as.pplot(color_g=R.pal, shape_g=c(2, 3, 20), 
  GKLY = plot(sboot.mg(R.pid1, n.ahead=25), lowerq=0.05, upperq=0.95), 
  YLKG = plot(sboot.mg(R.pid2, n.ahead=25), lowerq=0.05, upperq=0.95), 
  GYKL = plot(sboot.mg(R.pid3, n.ahead=25), lowerq=0.05, upperq=0.95))
         
# colorize and export a single sub-plot to Latex #
library("tikzDevice")
textwidth = 15.5/2.54  # LaTeX textwidth from "cm" into "inch"
file_fig  = file.path(tempdir(), "Fig_irf.tex")

R.irf = as.pplot(
  DEU = plot(irf(L.chol[["DEU"]], n.ahead=50), selection=list(4, 1)), 
  FRA = plot(irf(L.chol[["FRA"]], n.ahead=50), selection=list(4, 1)),
  color_g = c("black", "blue"),
  names_g = c("Germany", "France"),
  names_k = "y", 
  names_s = "\\epsilon_{ g }", 
  Latex   = TRUE)

tikz(file=file_fig, width=1.2*textwidth, height=0.8*textwidth)
  R.irf$F.plot + labs(color="Country") + theme_minimal()
dev.off()

pvars documentation built on Nov. 5, 2025, 6:57 p.m.