utils-binning2d: Square and Hexagonal Data Binning

In fMultivar: Rmetrics - Modeling of Multivariate Financial Return Distributions

Square and Hexagonal Data Binning

Description

Two functions which allow to create histograms due to sqaure and hexagonal binning.

Usage

 
squareBinning(x, y = NULL, bins = 30)
hexBinning(x, y = NULL, bins = 30)

## S3 method for class 'squareBinning'
plot(x, col = heat.colors(12), addPoints = TRUE, 
    addRug = TRUE, ...)
## S3 method for class 'hexBinning'
plot(x, col = heat.colors(12), addPoints = TRUE, 
    addRug = TRUE, ...)

Arguments

addPoints	a logical flag, should the center of mass points added to the plot?
addRug	a logical flag, should a rug representation be added to the plot, for details see the function rug.
bins	an integer specifying the number of bins.
col	color map like for the image function.
x, y	[squareBinning][hexBinning] - either two numeric vectors of equal length or if y is NULL, a list with entries x, y, or named data frame with x in the first and y in the second column. Note, timeSeries objects are also allowed as input. [plot] - an object of class squareBinning or hexBinning.
...	arguments to be passed.

Details

squareBinning does a square binning of data points, and hexBinning does a hexagonal binning of data points.

Value

A list with three entries, x, y and z, specified by an oject of class squareBinning or hexBinning.

Note, the returned value, can be directly used by the persp() and contour 3D plotting functions.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

## squareBinning -
   sB <- squareBinning(x = rnorm(1000), y = rnorm(1000))
   plot(sB)
   
## hexBinning -
   hB <- hexBinning(x = rnorm(1000), y = rnorm(1000))
   plot(hB)

fMultivar documentation built on July 9, 2023, 3:08 p.m.