R/chart.TimeSeries.R
In guillermozbta/portafolio-master: Econometric tools for performance and risk analysis.
#' Creates a time series chart with some extensions.
#'
#' Draws a line chart and labels the x-axis with the appropriate dates. This
#' is really a "primitive", since it extends the base \code{\link{plot}} and
#' standardizes the elements of a chart. Adds attributes for shading areas of
#' the timeline or aligning vertical lines along the timeline. This function is
#' intended to be used inside other charting functions.
#'
#'
#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
#' @param auto.grid if true, draws a grid aligned with the points on the x and
#' y axes
#' @param grid.color sets the color for the reference grid
#' @param grid.lty defines the line type for the grid
#' @param xaxis if true, draws the x axis
#' @param yaxis if true, draws the y axis
#' @param yaxis.right if true, draws the y axis on the right-hand side of the
#' plot
#' @param type set the chart type, same as in \code{\link{plot}}
#' @param lty set the line type, same as in \code{\link{plot}}
#' @param lwd set the line width, same as in \code{\link{plot}}
#' @param las set the axis label rotation, same as in \code{\link{plot}}
#' @param main set the chart title, same as in \code{\link{plot}}
#' @param ylab set the y-axis label, same as in \code{\link{plot}}
#' @param xlab set the x-axis label, same as in \code{\link{plot}}
#' @param date.format re-format the dates for the xaxis; the default is "\%m/\%y"
#' @param xlim set the x-axis limit, same as in \code{\link{plot}}
#' @param ylim set the y-axis limit, same as in \code{\link{plot}}
#' @param event.lines If not null, vertical lines will be drawn to indicate
#' that an event happened during that time period. \code{event.lines} should
#' be a list of dates (e.g., \code{c("09/03","05/06"))} formatted the same as
#' date.format. This function matches the re-formatted row names (dates) with
#' the events.list, so to get a match the formatting needs to be correct.
#' @param event.labels if not null and event.lines is not null, this will apply
#' a list of text labels (e.g., \code{c("This Event", "That Event")} to the
#' vertical lines drawn. See the example below.
#' @param period.areas these are shaded areas described by start and end dates
#' in a vector of xts date rangees, e.g.,
#' \code{c("1926-10::1927-11","1929-08::1933-03")} See the examples below.
#' @param event.color draws the event described in \code{event.labels} in the
#' color specified
#' @param period.color draws the shaded region described by \code{period.areas}
#' in the color specified
#' @param colorset color palette to use, set by default to rational choices
#' @param pch symbols to use, see also \code{\link{plot}}
#' @param element.color provides the color for drawing chart elements, such as
#' the box lines, axis lines, etc. Default is "darkgray"
#' @param legend.loc places a legend into one of nine locations on the chart:
#' bottomright, bottom, bottomleft, left, topleft, top, topright, right, or
#' center.
#' @param ylog TRUE/FALSE set the y-axis to logarithmic scale, similar to
#' \code{\link{plot}}, default FALSE
#' @param date.format.in allows specification of other date formats in the data
#' object, defaults to "\%Y-\%m-\%d"
#' @param cex.axis The magnification to be used for axis annotation relative to
#' the current setting of 'cex', same as in \code{\link{plot}}.
#' @param cex.legend The magnification to be used for sizing the legend
#' relative to the current setting of 'cex'.
#' @param cex.labels The magnification to be used for event line labels
#' relative to the current setting of 'cex'.
#' @param cex.lab The magnification to be used for x- and y-axis labels
#' relative to the current setting of 'cex'.
#' @param cex.main The magnification to be used for the chart title relative to
#' the current setting of 'cex'.
#' @param major.ticks Should major tickmarks be drawn and labeled, default
#' 'auto'
#' @param minor.ticks Should minor tickmarks be drawn, default TRUE
#' @param xaxis.labels Allows for non-date labeling of date axes, default is
#' NULL
#' @param space default 0
#' @param \dots any other passthru parameters
#' @author Peter Carl
#' @seealso \code{\link{plot}}, \code{\link{par}},
#' \code{\link[xts]{axTicksByTime}}
#' @keywords ts multivariate distribution models hplot
#' @examples
#'
#'
#' # These are start and end dates, formatted as xts ranges.
#' ## http://www.nber.org-cycles.html
#' cycles.dates<-c("1857-06/1858-12",
#' "1860-10/1861-06",
#' "1865-04/1867-12",
#' "1869-06/1870-12",
#' "1873-10/1879-03",
#' "1882-03/1885-05",
#' "1887-03/1888-04",
#' "1890-07/1891-05",
#' "1893-01/1894-06",
#' "1895-12/1897-06",
#' "1899-06/1900-12",
#' "1902-09/1904-08",
#' "1907-05/1908-06",
#' "1910-01/1912-01",
#' "1913-01/1914-12",
#' "1918-08/1919-03",
#' "1920-01/1921-07",
#' "1923-05/1924-07",
#' "1926-10/1927-11",
#' "1929-08/1933-03",
#' "1937-05/1938-06",
#' "1945-02/1945-10",
#' "1948-11/1949-10",
#' "1953-07/1954-05",
#' "1957-08/1958-04",
#' "1960-04/1961-02",
#' "1969-12/1970-11",
#' "1973-11/1975-03",
#' "1980-01/1980-07",
#' "1981-07/1982-11",
#' "1990-07/1991-03",
#' "2001-03/2001-11",
#' "2007-12/2009-06"
#' )
#' # Event lists - FOR BEST RESULTS, KEEP THESE DATES IN ORDER
#' risk.dates = c(
#' "Oct 87",
#' "Feb 94",
#' "Jul 97",
#' "Aug 98",
#' "Oct 98",
#' "Jul 00",
#' "Sep 01")
#' risk.labels = c(
#' "Black Monday",
#' "Bond Crash",
#' "Asian Crisis",
#' "Russian Crisis",
#' "LTCM",
#' "Tech Bubble",
#' "Sept 11")
#' data(edhec)
#'
#' R=edhec[,"Funds of Funds",drop=FALSE]
#' Return.cumulative = cumprod(1+R) - 1
#' chart.TimeSeries(Return.cumulative)
#' chart.TimeSeries(Return.cumulative, colorset = "darkblue",
#' legend.loc = "bottomright",
#' period.areas = cycles.dates,
#' period.color = "lightblue",
#' event.lines = risk.dates,
#' event.labels = risk.labels,
#' event.color = "red", lwd = 2)
#'
#' @export
chart.TimeSeries <-
function (R,
auto.grid=TRUE,
xaxis = TRUE,
yaxis = TRUE,
yaxis.right = FALSE,
type = "l",
lty = 1,
lwd = 2,
las = par("las"),
main = NULL,
ylab=NULL,
xlab="",
date.format.in="%Y-%m-%d",
date.format = NULL,
xlim = NULL,
ylim = NULL,
element.color="darkgray",
event.lines = NULL,
event.labels = NULL,
period.areas = NULL,
event.color = "darkgray",
period.color = "aliceblue", colorset = (1:12),
pch = (1:12),
legend.loc = NULL,
ylog = FALSE,
cex.axis=0.8,
cex.legend = 0.8,
cex.lab = 1,
cex.labels = 0.8,
cex.main = 1,
major.ticks='auto',
minor.ticks=TRUE,
grid.color="lightgray",
grid.lty="dotted",
xaxis.labels = NULL, ...)
{ # @author Peter Carl, Brian Peterson
# DESCRIPTION:
# Draws a line chart and labels the x-axis with the appropriate dates.
# This is really a "primitive", since it constructs the elements of a plot
# to provide lines for each column of data provided.
# Inputs:
# R = assumes that data is a regular time series, not irregular. Can take
# any type of object, whether a matrix, data frame, or timeSeries.
# date.format: allows passing of a date format for the xaxis
# legend.loc = use this to locate the legend, e.g., "topright"
# colorset = use the name of any of the palattes above
# reference.grid = if true, draws a grid aligned with the points on the
# x and y axes.
# xaxis = if true, draws the x axis.
# event.lines = if not null, will draw vertical lines indicating that an
# event happened during that time period. event.lines should be a list
# of dates (e.g., c("09/03","05/06")) formatted the same as date.format.
# This function matches the re-formatted row names (dates) with the
# events.list, so to get a match the formatting needs to be correct.
# event.labels = if not null and event.lines is not null, this will apply
# labels to the vertical lines drawn.
# All other inputs are the same as "plot" and are principally included
# so that some sensible defaults could be set.
# Output:
# Draws a timeseries graph of type "line" with some sensible defaults.
# FUNCTION:
y = checkData(R)
# Set up dimensions and labels
columns = ncol(y)
rows = nrow(y)
columnnames = colnames(y)
if (is.null(date.format)){
freq = periodicity(y)
yr_eq <- ifelse(format(index(first(y)),format="%Y")==format(index(last(y)),format="%Y"),TRUE,FALSE)
switch(freq$scale,
seconds = { date.format = "%H:%M"},
minute = { date.format = "%H:%M"},
hourly = {date.format = "%d %H"},
daily = {if (yr_eq) date.format = "%b %d" else date.format = "%Y-%m-%d"},
weekly = {if (yr_eq) date.format = "%b %d" else date.format = "%Y-%m-%d"},
monthly = {if (yr_eq) date.format = "%b" else date.format = "%b %y"},
quarterly = {if (yr_eq) date.format = "%b" else date.format = "%b %y"},
yearly = {date.format = "%Y"}
)
}
# Needed for finding aligned dates for event lines and period areas
rownames = as.Date(time(y))
rownames = format(strptime(rownames,format = date.format.in), date.format)
time.scale = periodicity(y)$scale
ep = axTicksByTime(y,major.ticks, format.labels = date.format)
# If the Y-axis is ln
logaxis = ""
if(ylog) {
logaxis = "y"
}
plot.new()
if(is.null(xlim[1])) # is.na or is.null?
xlim = c(1,rows)
if(is.null(ylim[1])){
ylim = as.numeric(range(y, na.rm=TRUE))
}
plot.window(xlim, ylim, xaxs = "r", log = logaxis)
# par("usr"): A vector of the form 'c(x1, x2, y1, y2)' giving the extremes
# of the user coordinates of the plotting region. When a
# logarithmic scale is in use (i.e., 'par("xlog")' is true, see
# below), then the x-limits will be '10 ^ par("usr")[1:2]'.
# Similarly for the y-axis.
if(is.null(ylab)) {
if(ylog)
ylab = "ln(Value)"
else
ylab = "Value"
}
if(ylog)
dimensions=10^par("usr")
else
dimensions = par("usr")
# Draw any areas in the background
if(!is.null(period.areas)) {
# build a list of specific dates to find from xts ranges given
period.dat = lapply(period.areas,function(x,y) c(first(index(y[x])),last(index(y[x]))),y=y)
period.ind = NULL
for(period in 1:length(period.dat)){
if(!is.na(period.dat[[period]][1])){
period.ind = list(grep(period.dat[[period]][1], index(y)), grep(period.dat[[period]][2], index(y)))
rect(period.ind[1], dimensions[3], period.ind[2], dimensions[4], col = period.color, border=NA)
}
}
}
# Draw the grid
if(auto.grid) {
abline(v=ep, col=grid.color, lty=grid.lty)
grid(NA, NULL, col = grid.color)
}
# Draw a solid reference line at zero
abline(h = 0, col = element.color)
# Add event.lines before drawing the data
# This only labels the dates it finds
if(!is.null(event.lines)) {
event.ind = NULL
for(event in 1:length(event.lines)){
event.ind = c(event.ind, grep(event.lines[event], rownames))
}
number.event.labels = ((length(event.labels)-length(event.ind) + 1):length(event.labels))
abline(v = event.ind, col = event.color, lty = 2)
if(!is.null(event.labels)) {
text(x=event.ind,y=ylim[2], label = event.labels[number.event.labels], offset = .2, pos = 2, cex = cex.labels, srt=90, col = event.color)
}
}
# Expand the attributes to #columns if fewer values are passed in
# (e.g., only one), to allow the user to pass in line, type, or
# symbol variations.
if(length(lwd) < columns)
lwd = rep(lwd,columns)
if(length(lty) < columns)
lty = rep(lty,columns)
if(length(pch) < columns)
pch = rep(pch,columns)
for(column in columns:1) {
lines(1:rows, y[,column], col = colorset[column], lwd = lwd[column], pch = pch[column], lty = lty[column], type = type, ...)
}
if (xaxis) {
if(minor.ticks)
axis(1, at=1:NROW(y), labels=FALSE, col='#BBBBBB', las=las)
label.height = cex.axis *(.5 + apply(t(names(ep)),1, function(X) max(strheight(X, units="in")/par('cin')[2]) ))
if(is.null(xaxis.labels))
xaxis.labels = names(ep)
else
ep = 1:length(xaxis.labels)
axis(1, at=ep, labels=xaxis.labels, las=1, lwd=1, mgp=c(3,label.height,0), cex.axis = cex.axis, las=las)
# axis(1, at=ep, labels=xaxis.labels, las=1, lwd=1, mgp=c(3,2,0), cex.axis = cex.axis)
#axis(1, at = lab.ind, lab=rownames[lab.ind], cex.axis = cex.axis, col = elementcolor)
title(xlab = xlab, cex = cex.lab)
# use axis(..., las=3) for vertical labels.
}
# set up y-axis
if (yaxis)
if(yaxis.right)
axis(4, cex.axis = cex.axis, col=element.color, ylog=ylog, las=las)
else
axis(2, cex.axis = cex.axis, col=element.color, ylog=ylog, las=las)
box(col = element.color)
if(!is.null(legend.loc)){
# There's no good place to put this automatically, except under the graph.
# That requires a different solution, but here's the quick fix
legend(legend.loc, inset = 0.02, text.col = colorset, col = colorset, cex = cex.legend, border.col = element.color, lty = lty, lwd = 2, bg = "white", legend = columnnames, pch=pch)
}
# Add the other titles
if(is.null(main))
main=columnnames[1]
title(ylab = ylab, cex.lab = cex.lab)
title(main = main, cex.main = cex.main)
}
###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
#
# This R package is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
# $Id$
#
###############################################################################
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#' Creates a time series chart with some extensions.
#'
#' Draws a line chart and labels the x-axis with the appropriate dates. This
#' is really a "primitive", since it extends the base \code{\link{plot}} and
#' standardizes the elements of a chart. Adds attributes for shading areas of
#' the timeline or aligning vertical lines along the timeline. This function is
#' intended to be used inside other charting functions.
#'
#'
#' @param R an xts, vector, matrix, data frame, timeSeries or zoo object of
#' asset returns
#' @param auto.grid if true, draws a grid aligned with the points on the x and
#' y axes
#' @param grid.color sets the color for the reference grid
#' @param grid.lty defines the line type for the grid
#' @param xaxis if true, draws the x axis
#' @param yaxis if true, draws the y axis
#' @param yaxis.right if true, draws the y axis on the right-hand side of the
#' plot
#' @param type set the chart type, same as in \code{\link{plot}}
#' @param lty set the line type, same as in \code{\link{plot}}
#' @param lwd set the line width, same as in \code{\link{plot}}
#' @param las set the axis label rotation, same as in \code{\link{plot}}
#' @param main set the chart title, same as in \code{\link{plot}}
#' @param ylab set the y-axis label, same as in \code{\link{plot}}
#' @param xlab set the x-axis label, same as in \code{\link{plot}}
#' @param date.format re-format the dates for the xaxis; the default is "\%m/\%y"
#' @param xlim set the x-axis limit, same as in \code{\link{plot}}
#' @param ylim set the y-axis limit, same as in \code{\link{plot}}
#' @param event.lines If not null, vertical lines will be drawn to indicate
#' that an event happened during that time period. \code{event.lines} should
#' be a list of dates (e.g., \code{c("09/03","05/06"))} formatted the same as
#' date.format. This function matches the re-formatted row names (dates) with
#' the events.list, so to get a match the formatting needs to be correct.
#' @param event.labels if not null and event.lines is not null, this will apply
#' a list of text labels (e.g., \code{c("This Event", "That Event")} to the
#' vertical lines drawn. See the example below.
#' @param period.areas these are shaded areas described by start and end dates
#' in a vector of xts date rangees, e.g.,
#' \code{c("1926-10::1927-11","1929-08::1933-03")} See the examples below.
#' @param event.color draws the event described in \code{event.labels} in the
#' color specified
#' @param period.color draws the shaded region described by \code{period.areas}
#' in the color specified
#' @param colorset color palette to use, set by default to rational choices
#' @param pch symbols to use, see also \code{\link{plot}}
#' @param element.color provides the color for drawing chart elements, such as
#' the box lines, axis lines, etc. Default is "darkgray"
#' @param legend.loc places a legend into one of nine locations on the chart:
#' bottomright, bottom, bottomleft, left, topleft, top, topright, right, or
#' center.
#' @param ylog TRUE/FALSE set the y-axis to logarithmic scale, similar to
#' \code{\link{plot}}, default FALSE
#' @param date.format.in allows specification of other date formats in the data
#' object, defaults to "\%Y-\%m-\%d"
#' @param cex.axis The magnification to be used for axis annotation relative to
#' the current setting of 'cex', same as in \code{\link{plot}}.
#' @param cex.legend The magnification to be used for sizing the legend
#' relative to the current setting of 'cex'.
#' @param cex.labels The magnification to be used for event line labels
#' relative to the current setting of 'cex'.
#' @param cex.lab The magnification to be used for x- and y-axis labels
#' relative to the current setting of 'cex'.
#' @param cex.main The magnification to be used for the chart title relative to
#' the current setting of 'cex'.
#' @param major.ticks Should major tickmarks be drawn and labeled, default
#' 'auto'
#' @param minor.ticks Should minor tickmarks be drawn, default TRUE
#' @param xaxis.labels Allows for non-date labeling of date axes, default is
#' NULL
#' @param space default 0
#' @param \dots any other passthru parameters
#' @author Peter Carl
#' @seealso \code{\link{plot}}, \code{\link{par}},
#' \code{\link[xts]{axTicksByTime}}
#' @keywords ts multivariate distribution models hplot
#' @examples
#'
#'
#' # These are start and end dates, formatted as xts ranges.
#' ## http://www.nber.org-cycles.html
#' cycles.dates<-c("1857-06/1858-12",
#' "1860-10/1861-06",
#' "1865-04/1867-12",
#' "1869-06/1870-12",
#' "1873-10/1879-03",
#' "1882-03/1885-05",
#' "1887-03/1888-04",
#' "1890-07/1891-05",
#' "1893-01/1894-06",
#' "1895-12/1897-06",
#' "1899-06/1900-12",
#' "1902-09/1904-08",
#' "1907-05/1908-06",
#' "1910-01/1912-01",
#' "1913-01/1914-12",
#' "1918-08/1919-03",
#' "1920-01/1921-07",
#' "1923-05/1924-07",
#' "1926-10/1927-11",
#' "1929-08/1933-03",
#' "1937-05/1938-06",
#' "1945-02/1945-10",
#' "1948-11/1949-10",
#' "1953-07/1954-05",
#' "1957-08/1958-04",
#' "1960-04/1961-02",
#' "1969-12/1970-11",
#' "1973-11/1975-03",
#' "1980-01/1980-07",
#' "1981-07/1982-11",
#' "1990-07/1991-03",
#' "2001-03/2001-11",
#' "2007-12/2009-06"
#' )
#' # Event lists - FOR BEST RESULTS, KEEP THESE DATES IN ORDER
#' risk.dates = c(
#' "Oct 87",
#' "Feb 94",
#' "Jul 97",
#' "Aug 98",
#' "Oct 98",
#' "Jul 00",
#' "Sep 01")
#' risk.labels = c(
#' "Black Monday",
#' "Bond Crash",
#' "Asian Crisis",
#' "Russian Crisis",
#' "LTCM",
#' "Tech Bubble",
#' "Sept 11")
#' data(edhec)
#'
#' R=edhec[,"Funds of Funds",drop=FALSE]
#' Return.cumulative = cumprod(1+R) - 1
#' chart.TimeSeries(Return.cumulative)
#' chart.TimeSeries(Return.cumulative, colorset = "darkblue",
#' legend.loc = "bottomright",
#' period.areas = cycles.dates,
#' period.color = "lightblue",
#' event.lines = risk.dates,
#' event.labels = risk.labels,
#' event.color = "red", lwd = 2)
#'
#' @export
chart.TimeSeries <-
function (R,
auto.grid=TRUE,
xaxis = TRUE,
yaxis = TRUE,
yaxis.right = FALSE,
type = "l",
lty = 1,
lwd = 2,
las = par("las"),
main = NULL,
ylab=NULL,
xlab="",
date.format.in="%Y-%m-%d",
date.format = NULL,
xlim = NULL,
ylim = NULL,
element.color="darkgray",
event.lines = NULL,
event.labels = NULL,
period.areas = NULL,
event.color = "darkgray",
period.color = "aliceblue", colorset = (1:12),
pch = (1:12),
legend.loc = NULL,
ylog = FALSE,
cex.axis=0.8,
cex.legend = 0.8,
cex.lab = 1,
cex.labels = 0.8,
cex.main = 1,
major.ticks='auto',
minor.ticks=TRUE,
grid.color="lightgray",
grid.lty="dotted",
xaxis.labels = NULL, ...)
{ # @author Peter Carl, Brian Peterson
# DESCRIPTION:
# Draws a line chart and labels the x-axis with the appropriate dates.
# This is really a "primitive", since it constructs the elements of a plot
# to provide lines for each column of data provided.
# Inputs:
# R = assumes that data is a regular time series, not irregular. Can take
# any type of object, whether a matrix, data frame, or timeSeries.
# date.format: allows passing of a date format for the xaxis
# legend.loc = use this to locate the legend, e.g., "topright"
# colorset = use the name of any of the palattes above
# reference.grid = if true, draws a grid aligned with the points on the
# x and y axes.
# xaxis = if true, draws the x axis.
# event.lines = if not null, will draw vertical lines indicating that an
# event happened during that time period. event.lines should be a list
# of dates (e.g., c("09/03","05/06")) formatted the same as date.format.
# This function matches the re-formatted row names (dates) with the
# events.list, so to get a match the formatting needs to be correct.
# event.labels = if not null and event.lines is not null, this will apply
# labels to the vertical lines drawn.
# All other inputs are the same as "plot" and are principally included
# so that some sensible defaults could be set.
# Output:
# Draws a timeseries graph of type "line" with some sensible defaults.
# FUNCTION:
y = checkData(R)
# Set up dimensions and labels
columns = ncol(y)
rows = nrow(y)
columnnames = colnames(y)
if (is.null(date.format)){
freq = periodicity(y)
yr_eq <- ifelse(format(index(first(y)),format="%Y")==format(index(last(y)),format="%Y"),TRUE,FALSE)
switch(freq$scale,
seconds = { date.format = "%H:%M"},
minute = { date.format = "%H:%M"},
hourly = {date.format = "%d %H"},
daily = {if (yr_eq) date.format = "%b %d" else date.format = "%Y-%m-%d"},
weekly = {if (yr_eq) date.format = "%b %d" else date.format = "%Y-%m-%d"},
monthly = {if (yr_eq) date.format = "%b" else date.format = "%b %y"},
quarterly = {if (yr_eq) date.format = "%b" else date.format = "%b %y"},
yearly = {date.format = "%Y"}
)
}
# Needed for finding aligned dates for event lines and period areas
rownames = as.Date(time(y))
rownames = format(strptime(rownames,format = date.format.in), date.format)
time.scale = periodicity(y)$scale
ep = axTicksByTime(y,major.ticks, format.labels = date.format)
# If the Y-axis is ln
logaxis = ""
if(ylog) {
logaxis = "y"
}
plot.new()
if(is.null(xlim[1])) # is.na or is.null?
xlim = c(1,rows)
if(is.null(ylim[1])){
ylim = as.numeric(range(y, na.rm=TRUE))
}
plot.window(xlim, ylim, xaxs = "r", log = logaxis)
# par("usr"): A vector of the form 'c(x1, x2, y1, y2)' giving the extremes
# of the user coordinates of the plotting region. When a
# logarithmic scale is in use (i.e., 'par("xlog")' is true, see
# below), then the x-limits will be '10 ^ par("usr")[1:2]'.
# Similarly for the y-axis.
if(is.null(ylab)) {
if(ylog)
ylab = "ln(Value)"
else
ylab = "Value"
}
if(ylog)
dimensions=10^par("usr")
else
dimensions = par("usr")
# Draw any areas in the background
if(!is.null(period.areas)) {
# build a list of specific dates to find from xts ranges given
period.dat = lapply(period.areas,function(x,y) c(first(index(y[x])),last(index(y[x]))),y=y)
period.ind = NULL
for(period in 1:length(period.dat)){
if(!is.na(period.dat[[period]][1])){
period.ind = list(grep(period.dat[[period]][1], index(y)), grep(period.dat[[period]][2], index(y)))
rect(period.ind[1], dimensions[3], period.ind[2], dimensions[4], col = period.color, border=NA)
}
}
}
# Draw the grid
if(auto.grid) {
abline(v=ep, col=grid.color, lty=grid.lty)
grid(NA, NULL, col = grid.color)
}
# Draw a solid reference line at zero
abline(h = 0, col = element.color)
# Add event.lines before drawing the data
# This only labels the dates it finds
if(!is.null(event.lines)) {
event.ind = NULL
for(event in 1:length(event.lines)){
event.ind = c(event.ind, grep(event.lines[event], rownames))
}
number.event.labels = ((length(event.labels)-length(event.ind) + 1):length(event.labels))
abline(v = event.ind, col = event.color, lty = 2)
if(!is.null(event.labels)) {
text(x=event.ind,y=ylim[2], label = event.labels[number.event.labels], offset = .2, pos = 2, cex = cex.labels, srt=90, col = event.color)
}
}
# Expand the attributes to #columns if fewer values are passed in
# (e.g., only one), to allow the user to pass in line, type, or
# symbol variations.
if(length(lwd) < columns)
lwd = rep(lwd,columns)
if(length(lty) < columns)
lty = rep(lty,columns)
if(length(pch) < columns)
pch = rep(pch,columns)
for(column in columns:1) {
lines(1:rows, y[,column], col = colorset[column], lwd = lwd[column], pch = pch[column], lty = lty[column], type = type, ...)
}
if (xaxis) {
if(minor.ticks)
axis(1, at=1:NROW(y), labels=FALSE, col='#BBBBBB', las=las)
label.height = cex.axis *(.5 + apply(t(names(ep)),1, function(X) max(strheight(X, units="in")/par('cin')[2]) ))
if(is.null(xaxis.labels))
xaxis.labels = names(ep)
else
ep = 1:length(xaxis.labels)
axis(1, at=ep, labels=xaxis.labels, las=1, lwd=1, mgp=c(3,label.height,0), cex.axis = cex.axis, las=las)
# axis(1, at=ep, labels=xaxis.labels, las=1, lwd=1, mgp=c(3,2,0), cex.axis = cex.axis)
#axis(1, at = lab.ind, lab=rownames[lab.ind], cex.axis = cex.axis, col = elementcolor)
title(xlab = xlab, cex = cex.lab)
# use axis(..., las=3) for vertical labels.
}
# set up y-axis
if (yaxis)
if(yaxis.right)
axis(4, cex.axis = cex.axis, col=element.color, ylog=ylog, las=las)
else
axis(2, cex.axis = cex.axis, col=element.color, ylog=ylog, las=las)
box(col = element.color)
if(!is.null(legend.loc)){
# There's no good place to put this automatically, except under the graph.
# That requires a different solution, but here's the quick fix
legend(legend.loc, inset = 0.02, text.col = colorset, col = colorset, cex = cex.legend, border.col = element.color, lty = lty, lwd = 2, bg = "white", legend = columnnames, pch=pch)
}
# Add the other titles
if(is.null(main))
main=columnnames[1]
title(ylab = ylab, cex.lab = cex.lab)
title(main = main, cex.main = cex.main)
}
###############################################################################
# R (http://r-project.org/) Econometrics for Performance and Risk Analysis
#
# Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson
#
# This R package is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
# $Id$
#
###############################################################################
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