tsPlotMP: Time Series Plots

In braverock/factorAnalytics: Factor Analytics for Asset Return Data

Time Series Plots

Description

Plot time series with specific plotting parameters

Usage

tsPlotMP(
  ret,
  add.grid = FALSE,
  layout = NULL,
  type = "l",
  yname = "RETURNS (%)",
  Pct = F,
  scaleType = "free",
  stripLeft = TRUE,
  main = NULL,
  lwd = 1,
  stripText.cex = 1,
  axis.cex = 1,
  color = "black",
  zeroLine = TRUE,
  panel = NULL
)

Arguments

ret	an time series exposure/return object
add.grid	logical varible.If 'TRUE', type = c('l', 'g'); If 'FALSE', type = c('l')
layout	layout is a numeric vector of length 2 or 3 giving the number of columns, rows, and pages (optional) in a multipanel display.
type	character. type of the plot; 'l' denotes a line, 'p' denotes a point, and 'b' and 'o' both denote both together.deafault is 'l'.
yname	character or espression giving label(s) for the y-axis
Pct	Pct controls if use the percentage value.
scaleType	scaleType controls if use a same scale of y-axis, choose from c('same', 'free')
stripLeft	logical variable to choose the position of strip, 'TRUE' for drawing strips on the left of each panel, 'FALSE' for drawing strips on the top of each panel
main	Typically a character string or expression describing the main title.
lwd	The line width, a positive number, defaulting to 1
stripText.cex	a number indicating the amount by which strip text in the plot(s) should be scaled relative to the default. 1=default, 1.5 is 50% larger, 0.5 is 50% smaller, etc.
axis.cex	a number indicating the amount by which axis in the plot(s) should be scaled relative to the default. 1=default, 1.5 is 50% larger, 0.5 is 50% smaller, etc.
color	A specification for the default plotting color. Default is black.
zeroLine	logical varible to choose add a dotted horizontal line at the zero vertical distance
panel	function to add customized lines to the lattice plot. See examples.

Author(s)

Douglas Martin, Lingjie Yi

Examples

#Load the data
data("stocks145scores6")
dat = stocks145scores6
returns = tapply(dat$RETURN, list(dat$DATE, dat$TICKER), I)
ret = xts::xts(returns[,1:5], zoo::as.yearmon(rownames(returns)))

#generate return time series plot               
tsPlotMP(ret, color = 'Blue')
tsPlotMP(ret, scaleType = "same", zeroLine = FALSE)
tsPlotMP(ret, stripLeft = FALSE, main = 'Time Series Plot')
tsPlotMP(ret, stripLeft = FALSE, main = 'Time Series Plot', layout = c(3,3))

# example to add customized lines (abline)
tsPlotMP(ret, color = 'Blue',main='test',zeroLine=FALSE,panel=function(...){
			panel.abline(v = 2000, lty = 3)
			panel.abline(h = 0, lty = 3) 
			panel.abline(h = 0.1, lty = 3)
			panel.abline(h = -0.1, lty = 3)
			panel.xyplot(...)})   

braverock/factorAnalytics documentation built on Dec. 16, 2024, 1:05 p.m.