In eloualiche/miscr: Miscellaneous R code

ls_objects

Let's create a few objects in R but before we want to load some libraries:

library(miscr)
library(data.table)
library(magrittr)
library(ggplot2)

data(mtcars)
data(iris)
mtcars <- data.table(mtcars)
x <- 1
y <- c(0,1)

The results vary depending on options:

ls_objects()
ls_objects(database = F)

datem_conv

Easy to juggle with Ken French type of date format, yyymm and monthly specific date format for panel from statar yyyy'm'mm and vice versa. It is easy to see an example

x <- 198312
y <- datem_conv(x)
z <- datem_conv(y)
print(y)
print(z)

fred_download: clean dataset from Fred

To download data from FRED, use the fredr library and put the data in a decent format.

dt_gdp <- getFred("GDP")
dt_gdp

gg_bw: mostly black & white theme

p <- dt_gdp %>% 
  ggplot( aes(date, GDP) ) + geom_line()
p 
p + gg_bw()

dualplot: two time series with different axes

dt_gdp  <- getFred("GDP")
dt_sp   <- getFred("SP500")
dt_plot <- merge(dt_gdp[, GDP := log(GDP)], 
                 dt_sp[, .(SP500 = log(SP500), date_daily = date, date_ym)], by = c("date_ym"))
miscr:::dualplot(dt_plot$date_daily, dt_plot$GDP, dt_plot$SP500, x2 = dt_plot$date_daily,
                 ylim1 = c(9, 10), ylim2 = c(6, 8), ylab1 = c("gdp"), ylab2 = c("sp500"))

emailme: email results to self

emailme(dt_gdp)      # email data
emailme(p + gg_bw()) # email plot
emailme()            # email last result

eloualiche/miscr documentation built on May 16, 2019, 3:57 a.m.