I came across this little problem in the xYplot function recently and I found it very poorly documented. The legend (keys) in the xYplot is very confusing, especially if you want to change the data labels you have in the data frame column names... say for example you want something with a subscript. Here is a quick solution to it, by keeping (keys='lines') you need to change the parameter "labels" which belongs to an underlying function of xYplot. Here is an example xYplot( Cbind(average,upperErr,lowerErr)~rate,panel=function(x,y,...) {panel.grid(lty=3,col="black",lwd=0.1);panel.xYplot(x,y,...)},group=type,data=dfr, type="b" ,pch=c(0,1), lty=c("dashed","solid"),xlab="Resquest Rate (Request/sec)", ylab="Response Time (millisec)",main="Network Profile A, Class 1, Creation Time", labels=c("h",expression(T[i]),"dd","yy"),keys='lines'); There are many other ways to add another legend(s) but I found this to be the easiest as you always need to overwrite the dataframe column names anyway. -- View this message in context: http://www.nabble.com/xYplot-legend-keys-labels-tp17025622p17025622.html Sent from the R help mailing list archive at Nabble.com.