methods-plot: Plot 'timeSeries' objects
In timeSeries: Financial Time Series Objects (Rmetrics)
plot-methods R Documentation
Plot 'timeSeries' objects
Description
"timeSeries" methods for plot,
lines and points.
Usage
## S4 method for signature 'timeSeries'
plot(x, y, FinCenter = NULL,
plot.type = c("multiple", "single"), format = "auto",
at = pretty(x), widths = 1, heights = 1, xy.labels,
xy.lines, panel = lines, nc, yax.flip = FALSE,
mar.multi = c(0, 5.1, 0, if (yax.flip) 5.1 else 2.1),
oma.multi = c(6, 0, 5, 0), axes = TRUE, ...)
## S4 method for signature 'timeSeries'
lines(x, FinCenter = NULL, ...)
## S4 method for signature 'timeSeries'
points(x, FinCenter = NULL, ...)
## S3 method for class 'timeSeries'
pretty(x, n=5, min.n=n%/%3, shrink.sml=0.75,
high.u.bias=1.5, u5.bias=0.5+1.5*high.u.bias, eps.correct=0, ...)
Arguments
x, y
objects of class timeSeries.
FinCenter
a character with the the location of the financial center
named as "continent/city".
plot.type
for multivariate time series, should the series by plotted
separately (with a common time axis) or on a single plot?
format
POSIX label format, e.g. "%Y-%m-%d" or "%F" for
ISO-8601 standard date format.
at
a timeDate object setting the plot label positions.
If at=pretty(x), the postitions are generated automatized
calling the function pretty. Default option at="auto"
selects 6 equal spaced time label positions. For the new plot
themes set at="pretty" or at="chic". In this case additional
arguments can be passed through the ... arguments,
see details.
widths, heights
widths and heights for individual graphs, see layout.
xy.labels
logical, indicating if text() labels should be used for an
x-y plot, _or_ character, supplying a vector of labels to be
used. The default is to label for up to 150 points, and not
for more.
xy.lines
logical, indicating if lines should be drawn for an x-y
plot. Defaults to the value of xy.labels if that is
logical, otherwise to TRUE
panel
a function(x, col, bg, pch, type, ...) which gives the
action to be carried out in each panel of the display for
plot.type="multiple". The default is lines.
nc
the number of columns to use when type="multiple". Defaults
to 1 for up to 4 series, otherwise to 2.
yax.flip
logical indicating if the y-axis (ticks and numbering) should
flip from side 2 (left) to 4 (right) from series to series
when type="multiple".
mar.multi, oma.multi
the (default) par settings for plot.type="multiple".
axes
logical indicating if x- and y- axes should be drawn.
n
an integer giving the desired number of intervals.
min.n
a nonnegative integer giving the minimal
number of intervals.
shrink.sml
a positive numeric by a which a default
scale is shrunk in the case when range(x) is
very small.
high.u.bias
a non-negative numeric, typically > 1.
Larger high.u.bias values favor larger units.
u5.bias
a non-negative numeric multiplier favoring
factor 5 over 2.
eps.correct
an integer code, one of 0, 1, or 2. If
non-0, a correction is made at the boundaries.
...
additional graphical arguments, see plot, plot.default
and par.
Details
Our original method plot was build along R's plotting function
plot.ts with an additional argument to tailor the position
marks at user defined position specified by the argument at. We
call this style or theme "ts".
With verson R 3.1 we have inroduced two new additional plotting themes
called "pretty" and "chick". They are becoming active
when we set at = "pretty" or at = "chic".
Plot style or theme "pretty" is an extension of our original
plotting method.
Plot style or theme "chic" is an implementation along the
contributed packages xts and PerformanceAnalytics from
the Chicago finance group members ("chic" is an abbreviation of
Chicago.
For both themes, "pretty" and "chic", additional
arguments are passed through the ... arguments. These are:
Argument Default Description
type "l" types pf plot
col 1 colors for lines and points
pch 20 plot symbol
cex 1 character and symbol scales
lty 1 line types
lwd 2 line widths
cex.axes 1 scale of axes
cex.lab 1 scale of labels
cex.pch 1 scale of plot symbols
grid TRUE should grid lines plotted?
frame.plot TRUE should b box around the plot?
axes TRUE should be axes drawn on the plot?
ann TRUE should default annotations appear?
Concerning the plot elements, the length of these vectors has to be
the same as the number of columns in the time series to be plotted. If
their length is only one, then they are repeated.
There is an almost 70 pages vignette added to the package, with dozens
of examples of tailored plots. Have a look in it.
Value
NULL (invisibly), the functions are called for the side effect
of producing plots
See Also
vignette("timeSeriesPlot", package="timeSeries"), which
provides extensive plot examples.
Examples
## load Swiss pension fund benchmark data
LPP <- LPP2005REC[1:12, 1:4]
colnames(LPP) <- abbreviate(colnames(LPP), 2)
finCenter(LPP) <- "GMT"
## Example Plot 1
plot(LPP[, 1], type = "o", col = "steelblue",
main = "LPP", xlab = "2005", ylab = "Return")
plot(LPP[, 1], at="auto", type = "o", col = "steelblue",
main = "LPP", xlab = "2005", ylab = "Return")
## Example Plot 2
plot(LPP[, 1:2], type = "o", col = "steelblue",
main = "LPP", xlab = "2005", ylab = "Return")
## Example Plot 3
plot(LPP[, 1], LPP[, 2], type = "p", col = "steelblue",
main = "LPP", xlab = "Return 1", ylab = "Return 2")
## Example Plot 4a, the wrong way to do it!
LPP <- as.timeSeries(data(LPP2005REC))
ZRH <- as.timeSeries(LPP[,"SPI"], zone = "Zurich", FinCenter = "Zurich")
NYC <- as.timeSeries(LPP[,"LMI"], zone = "NewYork", FinCenter = "NewYork")
finCenter(ZRH)
finCenter(NYC)
plot(ZRH, at="auto", type = "p", pch = 19, col = "blue")
points(NYC, pch = 19, col = "red")
## Example Plot 4b, convert NYC to Zurich time
finCenter(ZRH) <- "Zurich"
finCenter(NYC) <- "Zurich"
at <- unique(round(time(ZRH)))
plot(ZRH, type = "p", pch = 19, col = "blue", format = "%b %d", at = at,
xlab = paste(ZRH@FinCenter, "local Time"), main = ZRH@FinCenter)
points(NYC, pch = 19, col = "red")
## Example 4c, force everything to GMT using "FinCenter" argument
finCenter(ZRH) <- "Zurich"
finCenter(NYC) <- "NewYork"
at <- unique(round(time(ZRH)))
plot(ZRH, type = "p", pch = 19, col = "blue", format = "%b %d", at = at,
FinCenter = "GMT", xlab = "GMT", main = "ZRH - GMT")
points(NYC, FinCenter = "GMT", pch = 19, col = "red")
timeSeries documentation built on Sept. 30, 2024, 9:15 a.m.
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| plot-methods | R Documentation |
Plot 'timeSeries' objects
Description
"timeSeries" methods for plot,
lines and points.
Usage
## S4 method for signature 'timeSeries'
plot(x, y, FinCenter = NULL,
plot.type = c("multiple", "single"), format = "auto",
at = pretty(x), widths = 1, heights = 1, xy.labels,
xy.lines, panel = lines, nc, yax.flip = FALSE,
mar.multi = c(0, 5.1, 0, if (yax.flip) 5.1 else 2.1),
oma.multi = c(6, 0, 5, 0), axes = TRUE, ...)
## S4 method for signature 'timeSeries'
lines(x, FinCenter = NULL, ...)
## S4 method for signature 'timeSeries'
points(x, FinCenter = NULL, ...)
## S3 method for class 'timeSeries'
pretty(x, n=5, min.n=n%/%3, shrink.sml=0.75,
high.u.bias=1.5, u5.bias=0.5+1.5*high.u.bias, eps.correct=0, ...)
Arguments
x, y |
objects of class |
FinCenter |
a character with the the location of the financial center
named as |
plot.type |
for multivariate time series, should the series by plotted separately (with a common time axis) or on a single plot? |
format |
POSIX label format, e.g. "%Y-%m-%d" or "%F" for ISO-8601 standard date format. |
at |
a |
widths, heights |
widths and heights for individual graphs, see |
xy.labels |
logical, indicating if |
xy.lines |
logical, indicating if |
panel |
a |
nc |
the number of columns to use when |
yax.flip |
logical indicating if the y-axis (ticks and numbering) should
flip from side 2 (left) to 4 (right) from series to series
when |
mar.multi, oma.multi |
the (default) |
axes |
logical indicating if x- and y- axes should be drawn. |
n |
an integer giving the desired number of intervals. |
min.n |
a nonnegative integer giving the minimal number of intervals. |
shrink.sml |
a positive numeric by a which a default scale is shrunk in the case when range(x) is very small. |
high.u.bias |
a non-negative numeric, typically > 1. Larger high.u.bias values favor larger units. |
u5.bias |
a non-negative numeric multiplier favoring factor 5 over 2. |
eps.correct |
an integer code, one of 0, 1, or 2. If non-0, a correction is made at the boundaries. |
... |
additional graphical arguments, see |
Details
Our original method plot was build along R's plotting function
plot.ts with an additional argument to tailor the position
marks at user defined position specified by the argument at. We
call this style or theme "ts".
With verson R 3.1 we have inroduced two new additional plotting themes
called "pretty" and "chick". They are becoming active
when we set at = "pretty" or at = "chic".
Plot style or theme "pretty" is an extension of our original
plotting method.
Plot style or theme "chic" is an implementation along the
contributed packages xts and PerformanceAnalytics from
the Chicago finance group members ("chic" is an abbreviation of
Chicago.
For both themes, "pretty" and "chic", additional
arguments are passed through the ... arguments. These are:
Argument | Default | Description |
type | "l" | types pf plot |
col | 1 | colors for lines and points |
pch | 20 | plot symbol |
cex | 1 | character and symbol scales |
lty | 1 | line types |
lwd | 2 | line widths |
cex.axes | 1 | scale of axes |
cex.lab | 1 | scale of labels |
cex.pch | 1 | scale of plot symbols |
grid | TRUE | should grid lines plotted? |
frame.plot | TRUE | should b box around the plot? |
axes | TRUE | should be axes drawn on the plot? |
ann | TRUE | should default annotations appear? |
Concerning the plot elements, the length of these vectors has to be the same as the number of columns in the time series to be plotted. If their length is only one, then they are repeated.
There is an almost 70 pages vignette added to the package, with dozens of examples of tailored plots. Have a look in it.
Value
NULL (invisibly), the functions are called for the side effect
of producing plots
See Also
vignette("timeSeriesPlot", package="timeSeries"), which
provides extensive plot examples.
Examples
## load Swiss pension fund benchmark data
LPP <- LPP2005REC[1:12, 1:4]
colnames(LPP) <- abbreviate(colnames(LPP), 2)
finCenter(LPP) <- "GMT"
## Example Plot 1
plot(LPP[, 1], type = "o", col = "steelblue",
main = "LPP", xlab = "2005", ylab = "Return")
plot(LPP[, 1], at="auto", type = "o", col = "steelblue",
main = "LPP", xlab = "2005", ylab = "Return")
## Example Plot 2
plot(LPP[, 1:2], type = "o", col = "steelblue",
main = "LPP", xlab = "2005", ylab = "Return")
## Example Plot 3
plot(LPP[, 1], LPP[, 2], type = "p", col = "steelblue",
main = "LPP", xlab = "Return 1", ylab = "Return 2")
## Example Plot 4a, the wrong way to do it!
LPP <- as.timeSeries(data(LPP2005REC))
ZRH <- as.timeSeries(LPP[,"SPI"], zone = "Zurich", FinCenter = "Zurich")
NYC <- as.timeSeries(LPP[,"LMI"], zone = "NewYork", FinCenter = "NewYork")
finCenter(ZRH)
finCenter(NYC)
plot(ZRH, at="auto", type = "p", pch = 19, col = "blue")
points(NYC, pch = 19, col = "red")
## Example Plot 4b, convert NYC to Zurich time
finCenter(ZRH) <- "Zurich"
finCenter(NYC) <- "Zurich"
at <- unique(round(time(ZRH)))
plot(ZRH, type = "p", pch = 19, col = "blue", format = "%b %d", at = at,
xlab = paste(ZRH@FinCenter, "local Time"), main = ZRH@FinCenter)
points(NYC, pch = 19, col = "red")
## Example 4c, force everything to GMT using "FinCenter" argument
finCenter(ZRH) <- "Zurich"
finCenter(NYC) <- "NewYork"
at <- unique(round(time(ZRH)))
plot(ZRH, type = "p", pch = 19, col = "blue", format = "%b %d", at = at,
FinCenter = "GMT", xlab = "GMT", main = "ZRH - GMT")
points(NYC, FinCenter = "GMT", pch = 19, col = "red")
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