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 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.
chart.TimeSeries(
R,
...,
auto.grid = TRUE,
xaxis = TRUE,
yaxis = TRUE,
yaxis.right = FALSE,
type = "l",
lty = 1,
lwd = 1,
las = par("las"),
main = "",
ylab = "",
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,
plot.engine = "default",
yaxis.pct = FALSE
)
chart.TimeSeries.base(
R,
auto.grid,
xaxis,
yaxis,
yaxis.right,
type,
lty,
lwd,
las,
main,
ylab,
xlab,
date.format.in,
date.format,
xlim,
ylim,
element.color,
event.lines,
event.labels,
period.areas,
event.color,
period.color,
colorset,
pch,
legend.loc,
ylog,
cex.axis,
cex.legend,
cex.lab,
cex.labels,
cex.main,
major.ticks,
minor.ticks,
grid.color,
grid.lty,
xaxis.labels,
plot.engine,
yaxis.pct,
...
)
chart.TimeSeries.builtin(
R,
auto.grid,
xaxis,
yaxis,
yaxis.right,
type,
lty,
lwd,
las,
main,
ylab,
xlab,
date.format.in,
date.format,
xlim,
ylim,
element.color,
event.lines,
event.labels,
period.areas,
event.color,
period.color,
colorset,
pch,
legend.loc,
ylog,
cex.axis,
cex.legend,
cex.lab,
cex.labels,
cex.main,
major.ticks,
minor.ticks,
grid.color,
grid.lty,
xaxis.labels,
yaxis.pct
)
chart.TimeSeries.dygraph(R)
chart.TimeSeries.ggplot2(
R,
auto.grid,
xaxis,
yaxis,
yaxis.right,
type,
lty,
lwd,
las,
main,
ylab,
xlab,
date.format.in,
date.format,
xlim,
ylim,
element.color,
event.lines,
event.labels,
period.areas,
event.color,
period.color,
colorset,
pch,
legend.loc,
ylog,
cex.axis,
cex.legend,
cex.lab,
cex.labels,
cex.main,
major.ticks,
minor.ticks,
grid.color,
grid.lty,
xaxis.labels,
plot.engine,
yaxis.pct
)
chart.TimeSeries.googlevis(R, xlab, ylab, main)
chart.TimeSeries.plotly(R, main, ...)
charts.TimeSeries(R, space = 0, main = "Returns", ...)R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
... |
any other passthru parameters |
auto.grid |
if true, draws a grid aligned with the points on the x and y axes |
xaxis |
if true, draws the x axis |
yaxis |
if true, draws the y axis |
yaxis.right |
if true, draws the y axis on the right-hand side of the plot |
type |
set the chart type, same as in |
lty |
set the line type, same as in |
lwd |
set the line width, same as in |
las |
set the axis label rotation, same as in |
main |
set the chart title, same as in |
ylab |
set the y-axis label, same as in |
xlab |
set the x-axis label, same as in |
date.format.in |
allows specification of other date formats in the data object, defaults to "%Y-%m-%d" |
date.format |
re-format the dates for the xaxis; the default is "%m/%y" |
xlim |
set the x-axis limit, same as in |
ylim |
set the y-axis limit, same as in |
element.color |
provides the color for drawing chart elements, such as the box lines, axis lines, etc. Default is "darkgray" |
event.lines |
if not null, vertical lines will be drawn to indicate
that an event happened during that time period. |
event.labels |
if not null and event.lines is not null, this will apply
a list of text labels (e.g., |
period.areas |
these are shaded areas described by start and end dates
in a vector of xts date rangees, e.g.,
|
event.color |
draws the event described in |
period.color |
draws the shaded region described by |
colorset |
color palette to use, set by default to rational choices |
pch |
symbols to use, see also |
legend.loc |
places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. |
ylog |
TRUE/FALSE set the y-axis to logarithmic scale, similar to
|
cex.axis |
The magnification to be used for axis annotation relative to
the current setting of 'cex', same as in |
cex.legend |
The magnification to be used for sizing the legend relative to the current setting of 'cex'. |
cex.lab |
The magnification to be used for x- and y-axis labels relative to the current setting of 'cex'. |
cex.labels |
The magnification to be used for event line labels relative to the current setting of 'cex'. |
cex.main |
The magnification to be used for the chart title relative to the current setting of 'cex'. |
major.ticks |
Should major tickmarks be drawn and labeled, default 'auto' |
minor.ticks |
Should minor tickmarks be drawn, default TRUE |
grid.color |
sets the color for the reference grid |
grid.lty |
defines the line type for the grid |
xaxis.labels |
Allows for non-date labeling of date axes, default is NULL |
plot.engine |
choose the plot engine you wish to use: ggplot2, plotly,dygraph,googlevis and default |
yaxis.pct |
if TRUE, scales the y axis labels by 100 |
space |
default 0 |
Peter Carl
# 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 = rgb(204/255, 204/255, 204/255, alpha=0.25),
event.lines = risk.dates,
event.labels = risk.labels,
event.color = "red", lwd = 2)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.