sfsmisc: p.ts – R documentation

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p.ts

plot.ts with multi-plots and Auto-Title – on 1 page

Description

For longer time-series, it is sometimes important to spread the time-series plots over several subplots. p.ts(.) does this both automatically, and under manual control.

Actually, this is a generalization of plot.ts (with different defaults).

Usage

p.ts(x, nrplots = max(1, min(8, n %/% 400)), overlap = nk %/% 16,
     date.x = NULL, do.x.axis = !is.null(date.x), do.x.rug = FALSE,
     ax.format, main.tit = NULL, ylim = NULL, ylab = "", xlab = "Time",
     quiet = FALSE, mgp = c(1.25, .5, 0), ...)

Arguments

`x`	timeseries (possibly multivariate) or numeric vector.
`nrplots`	number of sub-plots. Default: in {1..8}, approximately `n/400` if possible.
`overlap`	by how much should subsequent plots overlap. Defaults to about 1/16 of sub-length on each side.
`date.x`	a time “vector” of the same length as `x` and coercable to class `"POSIXct"` (see DateTimeClasses).
`do.x.axis`	logical specifying if an x axis should be drawn (i.e., tick marks and labels).
`do.x.rug`	logical specifying if `rug` of `date.x` values should drawn along the x axis.
`ax.format`	when `do.x.axis` is true, specify the `format` to be used in the call to `axis.POSIXct`.
`main.tit`	Main title (over all plots). Defaults to name of `x`.
`ylim`	numeric(2) or NULL; if the former, specifying the y-range for the plots. Defaults to a common pretty range.
`ylab, xlab`	labels for y- and x-axis respectively, see description in `plot.default`.
`quiet`	logical; if `TRUE`, there's no reporting on each subplot.
`mgp`	numeric(3) to be passed to `mult.fig()`, see `par(mgp = .)`.
`...`	further graphic parameters for each `plot.ts(..)`.

Side Effects

A page of nrplots subplots is drawn on the current graphics device.

Author(s)

Martin Maechler, maechler@stat.math.ethz.ch; July 1994 (for S).

Examples

stopifnot(require(stats))
## stopifnot(require(datasets))

data(sunspots)
p.ts(sunspots, nr=1) # == usual  plot.ts(..)
p.ts(sunspots)
p.ts(sunspots, nr=3, col=2)

data(EuStockMarkets)
p.ts(EuStockMarkets[,"SMI"])
## multivariate :
p.ts(log10(EuStockMarkets), col = 2:5)

## with Date - x-axis (dense random dates):
set.seed(12)
x <- as.Date("2000-02-29") + cumsum(1+ rpois(1000, lambda= 2.5))
z <- cumsum(.1 + 2*rt(1000, df=3))
p.ts(z, 4, date.x = x)
p.ts(z, 6, date.x = x, ax.format = "%b %Y", do.x.rug = TRUE)

sfsmisc

Utilities from 'Seminar fuer Statistik' ETH Zurich

v1.1-11

GPL (>= 2)

Authors

Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Werner Stahel [ctb] (Functions: compresid2way(), f.robftest(), last(), p.scales(), p.dnorm()), Andreas Ruckstuhl [ctb] (Functions: p.arrows(), p.profileTraces(), p.res.2x()), Christian Keller [ctb] (Functions: histBxp(), p.tachoPlot()), Kjetil Halvorsen [ctb] (Functions: KSd(), ecdf.ksCI()), Alain Hauser [ctb] (Functions: cairoSwd(), is.whole(), toLatex.numeric()*), Christoph Buser [ctb] (to function Duplicated()), Lorenz Gygax [ctb] (to function p.res.2fact()), Bill Venables [ctb] (Functions: empty.dimnames(), primes()), Tony Plate [ctb] (to inv.seq()), Isabelle Fl<fc>ckiger [ctb], Marcel Wolbers [ctb], Markus Keller [ctb], Sandrine Dudoit [ctb], Jane Fridlyand [ctb], Greg Snow [ctb] (to loessDemo()), Henrik Aa. Nielsen [ctb] (to loessDemo()), Vincent Carey [ctb], Ben Bolker [ctb], Philippe Grosjean [ctb], Fr<e9>d<e9>ric Ibanez [ctb], Caterina Savi [ctb], Charles Geyer [ctb], Jens Oehlschl<e4>gel [ctb]

Initial release

2021-04-03