inst/charts/46.R

In NicolasJBM/writer: Functions and interfaces to support academic writing with R

# http://margintale.blogspot.in/2012/04/ggplot2-time-series-heatmaps.html
library(ggplot2)
library(plyr)
library(scales)
library(zoo)

df <- read.csv("https://raw.githubusercontent.com/selva86/datasets/master/yahoo.csv")
df$date <- as.Date(df$date)  # format date
df <- df[df$year >= 2012, ]  # filter reqd years

# Create Month Week
df$yearmonth <- as.yearmon(df$date)
df$yearmonthf <- factor(df$yearmonth)
df <- ddply(df,.(yearmonthf), transform, monthweek=1+week-min(week))  # compute week number of month
df <- df[, c("year", "yearmonthf", "monthf", "week", "monthweek", "weekdayf", "VIX.Close")]
head(df)
#>   year yearmonthf monthf week monthweek weekdayf VIX.Close
#> 1 2012   Jan 2012    Jan    1         1      Tue     22.97
#> 2 2012   Jan 2012    Jan    1         1      Wed     22.22
#> 3 2012   Jan 2012    Jan    1         1      Thu     21.48
#> 4 2012   Jan 2012    Jan    1         1      Fri     20.63
#> 5 2012   Jan 2012    Jan    2         2      Mon     21.07
#> 6 2012   Jan 2012    Jan    2         2      Tue     20.69


# Plot
chart <- ggplot(df, aes(monthweek, weekdayf, fill = VIX.Close)) + 
  geom_tile(colour = "white") + 
  facet_grid(year~monthf) + 
  scale_fill_gradient(low="red", high="green") +
  labs(x="Week of Month",
       y="",
       title = "Time-Series Calendar Heatmap", 
       subtitle="Yahoo Closing Price", 
       fill="Close")