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AlexPiche

2013-Jul-04 14:00 UTC

[R] ggplot2

Hello Folks,

I have a database of 2000+ days with 35 observations each. I am trying to
modeling a time series by day, but it seems a problem that I don<t have the
time of the observation. I achieve something interesting by using the
barplot function, but I`d rather working with ggplot2, since I have the book
by Hadley Wickham in hands. 


I start by transforming my data into a dataframe, but since I have even more
problems working with my data, since all my observations are plot on the
same day.
> str(last(dezdiff))An ?xts? object on 2013-07-04/2013-07-04 containing:
  Data: num [1, 1:35] 1.9016 0.7545 0.225 0.0727 0.1357 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:35] "1" "2" "3" "4" ...
  Indexed by objects of class: [Date] TZ: UTC
  xts Attributes:  
 NULL
>barplot(last(dezdiff), beside = TRUE)
<http://r.789695.n4.nabble.com/file/n4670852/barplot.bmp> 
> str(dezdiff.dt)'data.frame':   2741 obs. of  36 variables:
 $ datetime: Date, format: "2003-01-02" "2003-01-03"
"2003-01-06"
"2003-01-07" ...
 $ X1      : num  5.63 -1.42 -6.8 -1.9 -6.17 ...
 $ X2      : num  7.748 -0.296 -5.333 -2.348 -5.323 ...
 $ X3      : num  9.075 0.454 -4.294 -2.557 -5 ...
 $ X4      : num  9.863 0.966 -3.542 -2.629 -4.978 ...
...
 $ X32     : num  11.21 1.38 2.44 -3.48 -6.04 ...
 $ X33     : num  11.26 1.24 2.52 -3.47 -6.05 ...
 $ X34     : num  11.3 1.1 2.59 -3.45 -6.06 ...
 $ X35     : num  11.337 0.956 2.658 -3.436 -6.075 ...

qplot(datetime, c(X1:X35), data=dezdiff.dt[nrow(dezdiff.dt),])

<http://r.789695.n4.nabble.com/file/n4670852/ggplot2.bmp> 

Anyone know how I could reshape my data or just how I would be able to plot
all my observations on the same graph at different position on the x-axis.

Thank you for your time, and let me know if you have any question.

Regards,

Alex



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John Kane

2013-Jul-04 14:36 UTC

head link

[R] ggplot2

I think we need to see some of the original data. See ?dput for how to supply
data in a email.

We probably don't need all the data, I'd suggest perhaps 100 rows or so.
Try dput(head(yourdata, 100))

BTW what is "last"?

John Kane
Kingston ON Canada

> -----Original Message-----
> From: alexandre.piche at mail.mcgill.ca
> Sent: Thu, 4 Jul 2013 07:00:10 -0700 (PDT)
> To: r-help at r-project.org
> Subject: [R] ggplot2
> 
> Hello Folks,
> 
> I have a database of 2000+ days with 35 observations each. I am trying to
> modeling a time series by day, but it seems a problem that I don<t have
> the
> time of the observation. I achieve something interesting by using the
> barplot function, but I`d rather working with ggplot2, since I have the
> book
> by Hadley Wickham in hands.
> 
> 
> I start by transforming my data into a dataframe, but since I have even
> more
> problems working with my data, since all my observations are plot on the
> same day.
> 
>> str(last(dezdiff))
> An ?xts? object on 2013-07-04/2013-07-04 containing:
>   Data: num [1, 1:35] 1.9016 0.7545 0.225 0.0727 0.1357 ...
>  - attr(*, "dimnames")=List of 2
>   ..$ : NULL
>   ..$ : chr [1:35] "1" "2" "3" "4"
...
>   Indexed by objects of class: [Date] TZ: UTC
>   xts Attributes:
>  NULL
> 
> >barplot(last(dezdiff), beside = TRUE)
> 
> <http://r.789695.n4.nabble.com/file/n4670852/barplot.bmp>
> 
>> str(dezdiff.dt)
> 'data.frame':   2741 obs. of  36 variables:
>  $ datetime: Date, format: "2003-01-02" "2003-01-03"
"2003-01-06"
> "2003-01-07" ...
>  $ X1      : num  5.63 -1.42 -6.8 -1.9 -6.17 ...
>  $ X2      : num  7.748 -0.296 -5.333 -2.348 -5.323 ...
>  $ X3      : num  9.075 0.454 -4.294 -2.557 -5 ...
>  $ X4      : num  9.863 0.966 -3.542 -2.629 -4.978 ...
> ...
>  $ X32     : num  11.21 1.38 2.44 -3.48 -6.04 ...
>  $ X33     : num  11.26 1.24 2.52 -3.47 -6.05 ...
>  $ X34     : num  11.3 1.1 2.59 -3.45 -6.06 ...
>  $ X35     : num  11.337 0.956 2.658 -3.436 -6.075 ...
> 
> qplot(datetime, c(X1:X35), data=dezdiff.dt[nrow(dezdiff.dt),])
> 
> <http://r.789695.n4.nabble.com/file/n4670852/ggplot2.bmp>
> 
> Anyone know how I could reshape my data or just how I would be able to
> plot
> all my observations on the same graph at different position on the
> x-axis.
> 
> Thank you for your time, and let me know if you have any question.
> 
> Regards,
> 
> Alex
> 
> 
> 
> --
> View this message in context:
> http://r.789695.n4.nabble.com/ggplot2-tp4670852.html
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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AlexPiche

2013-Jul-04 14:40 UTC

head link

[R] ggplot2

Here<s the function last
> lastfunction (x, ...) 
{
    UseMethod("last")
}
<environment: namespace:xts>

I can share 100 rows if you want, but I don`t you will find it useful, since
I want to perform my time-series on a single row. Here`s one:

dezdiff.dt[nrow(dezdiff.dt),]
             datetime       X1        X2        X3         X4        X5       
X6        X7        X8        X9
2013-07-04 2013-07-04 1.901595 0.7545192 0.2250272 0.07266123 0.1356831
0.3078896 0.5217937 0.7365071 0.9290817
               X10      X11     X12      X13     X14      X15      X16     
X17      X18      X19      X20     X21
2013-07-04 1.08838 1.210787 1.29725 1.351279 1.37761 1.381366 1.367526
1.340636 1.304659 1.262931 1.218168 1.17252
                X22      X23      X24      X25       X26       X27       X28
X29       X30       X31
2013-07-04 1.127627 1.084698 1.044577 1.007814 0.9747219 0.9454289 0.9199254
0.8980989 0.8797653 0.8646931
                 X32       X33       X34       X35
2013-07-04 0.8526222 0.8432792 0.8363881 0.8316789 




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John Kane

2013-Jul-04 14:55 UTC

head link

[R] ggplot2

Thanks Alex but the idea is to use dput() for the data so that readers can
simply copy and paste it into R and have a working dataset.  I have a very small
data.frame called dd.

  Var1 Var2
1     A    1
2     B    1
3     C    1
4     A    2
5     B    2
6     C    2
7     A    3
8     B    3
9     C    3
10    A    4
11    B    4
12    C    4

Here it is the  output using dput(). If you copy it and paste it into R you will
have an exact duplicate of my dataset which makes working on a problem much
easier.

dd  <-  structure(list(Var1 = structure(c(1L, 2L, 3L, 1L, 2L, 3L, 1L, 
2L, 3L, 1L, 2L, 3L), .Label = c("A", "B", "C"),
class = "factor"),
    Var2 = c(1L, 1L, 1L, 2L, 2L, 2L, 3L, 3L, 3L, 4L, 4L, 4L)), .Names =
c("Var1",
"Var2"), out.attrs = structure(list(dim = 3:4, dimnames =
structure(list(
    Var1 = c("Var1=A", "Var1=B", "Var1=C"), Var2 =
c("Var2=1",
    "Var2=2", "Var2=3", "Var2=4")), .Names =
c("Var1", "Var2"
))), .Names = c("dim", "dimnames")), class =
"data.frame", row.names = c(NA,
-12L))

It's also a good idea to list any packages you have loaded so that we know
what non-basic functions you may be using.
>I can share 100 rows if you want, but I don`t you will find it useful,
>since I want to perform my time-series on a single row. Here`s one:
I won't  know if it would be useful or not without seeing it.  Generally
seeing the original data is helpful as is seeing your basic code.

Have a look at one or the other of these for some suggestions on writing to the
R-help list
https://github.com/hadley/devtools/wiki/Reproducibility
 http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example

John Kane
Kingston ON Canada

> -----Original Message-----
> From: alexandre.piche at mail.mcgill.ca
> Sent: Thu, 4 Jul 2013 07:40:31 -0700 (PDT)
> To: r-help at r-project.org
> Subject: Re: [R] ggplot2
> 
> Here<s the function last
> 
>> last
> function (x, ...)
> {
>     UseMethod("last")
> }
> <environment: namespace:xts>
> 
> I can share 100 rows if you want, but I don`t you will find it useful,
> since
> I want to perform my time-series on a single row. Here`s one:
> 
> dezdiff.dt[nrow(dezdiff.dt),]
>              datetime       X1        X2        X3         X4        X5
> X6        X7        X8        X9
> 2013-07-04 2013-07-04 1.901595 0.7545192 0.2250272 0.07266123 0.1356831
> 0.3078896 0.5217937 0.7365071 0.9290817
>                X10      X11     X12      X13     X14      X15      X16
> X17      X18      X19      X20     X21
> 2013-07-04 1.08838 1.210787 1.29725 1.351279 1.37761 1.381366 1.367526
> 1.340636 1.304659 1.262931 1.218168 1.17252
>                 X22      X23      X24      X25       X26       X27
> X28
> X29       X30       X31
> 2013-07-04 1.127627 1.084698 1.044577 1.007814 0.9747219 0.9454289
> 0.9199254
> 0.8980989 0.8797653 0.8646931
>                  X32       X33       X34       X35
> 2013-07-04 0.8526222 0.8432792 0.8363881 0.8316789
> 
> 
> 
> 
> --
> View this message in context:
> http://r.789695.n4.nabble.com/ggplot2-tp4670852p4670857.html
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
____________________________________________________________
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John Kane

2013-Jul-04 16:09 UTC

head link

[R] ggplot2

Thanks Alex,
 I have a working data set (See below) Hopefully this makes the list since what
I know about time-series analysis you can write on the back of a stamp.

Now what exactly are you trying to do?  It was not clear from your initial
description what exactly you were trying to plot.  Nor was clear to me if the
barchart was doing what you wanted or not. Obviously the ggplot chart was not
working

Can you set out what steps you are taking (with code) and what you hope to get.

It is also a good idea to leave in earlier messages as this gives the reader a
history to follow. I have included them below

#==================Earlier messages================#
I have a database of 2000+ days with 35 observations each. I am trying to
modeling a time series by day, but it seems a problem that I don<t have the
time of the observation. I achieve something interesting by using the
barplot function, but I`d rather working with ggplot2, since I have the book
by Hadley Wickham in hands.


I start by transforming my data into a dataframe, but since I have even more
problems working with my data, since all my observations are plot on the
same day.
> str(last(dezdiff))An ?xts? object on 2013-07-04/2013-07-04 containing:
  Data: num [1, 1:35] 1.9016 0.7545 0.225 0.0727 0.1357 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:35] "1" "2" "3" "4" ...
  Indexed by objects of class: [Date] TZ: UTC
  xts Attributes:
 NULL
>barplot(last(dezdiff), beside = TRUE)
<http://r.789695.n4.nabble.com/file/n4670852/barplot.bmp>
> str(dezdiff.dt)'data.frame':   2741 obs. of  36 variables:
 $ datetime: Date, format: "2003-01-02" "2003-01-03"
"2003-01-06"
"2003-01-07" ...
 $ X1      : num  5.63 -1.42 -6.8 -1.9 -6.17 ...
 $ X2      : num  7.748 -0.296 -5.333 -2.348 -5.323 ...
 $ X3      : num  9.075 0.454 -4.294 -2.557 -5 ...
 $ X4      : num  9.863 0.966 -3.542 -2.629 -4.978 ...
...
 $ X32     : num  11.21 1.38 2.44 -3.48 -6.04 ...
 $ X33     : num  11.26 1.24 2.52 -3.47 -6.05 ...
 $ X34     : num  11.3 1.1 2.59 -3.45 -6.06 ...
 $ X35     : num  11.337 0.956 2.658 -3.436 -6.075 ...

qplot(datetime, c(X1:X35), data=dezdiff.dt[nrow(dezdiff.dt),])

<http://r.789695.n4.nabble.com/file/n4670852/ggplot2.bmp>

Anyone know how I could reshape my data or just how I would be able to plot
all my observations on the same graph at different position on the x-axis.

Thank you for your time, and let me know if you have any question.

##==============Alex's Data=================#
dezdiff.dt <-
structure(list(datetime = structure(c(12054, 12055, 12058, 12059,
12060, 12061, 12062, 12065, 12066, 12067, 12068, 12069, 12072,
12073, 12074, 12075, 12076, 12079, 12080, 12081, 12082, 12083,
12086, 12087, 12088, 12089, 12090, 12093, 12094, 12095, 12096,
12097, 12100, 12101, 12102, 12103, 12104, 12107, 12108, 12109,
12110, 12111, 12114, 12115, 12116, 12117, 12118, 12121, 12122,
12123, 12124, 12125, 12128, 12129, 12130, 12131, 12132, 12135,
12136, 12137, 12138, 12139, 12142, 12143, 12144, 12145, 12146,
12149, 12150, 12151, 12152, 12153, 12156, 12157, 12158, 12159,
12160, 12163, 12164, 12165, 12166, 12167, 12170, 12171, 12172,
12173, 12174, 12177, 12178, 12179, 12180, 12181, 12184, 12185,
12186, 12187, 12188, 12191, 12192, 12193), class = "Date"), X1 =
c(5.63340992439501,
-1.41565642244369, -6.79925676670176, -1.90002133667107, -6.17055219864562,
5.13460503429066, -1.68101296436827, 1.40984788014491, -1.66215976809637,
-0.91051023948921, 3.74527525211818, -12.9021280212811, -2.72073460043553,
2.14060881898268, -4.61816633756794, 0.0744860772522102, 6.87890468837479,
3.31062883679092, 0.247181974141267, -2.82514915886396, 1.63685535388959,
-0.00393829663658529, 3.51459617274934, -2.01758040450428, -1.95486424887422,
-1.30624514384434, -4.34156509919795, -2.05213952041622, 2.81464674844883,
1.12714701477112, -4.76044437296205, 2.9751732461342, 1.12563500511788,
-2.23730784687626, -2.29796311261802, 1.90893093720054, -3.09715972865953,
-8.0379459841556, 1.97772072939712, -5.02570924723309, 3.51238972300109,
-6.68712297950062, 3.14913921935268, -2.55539815296409, 0.41323556306979,
2.85348735750784, -6.07451177797993, -2.503378275449, 2.36584091871009,
1.83200262891418, 16.8630506013139, 1.47744542565959, 6.88521405532435,
-3.38655801221152, 6.30333826181582, -2.7823646867647, 3.76044205652456,
-3.25908731078833, -1.45339750879301, 1.180662415898, -4.38868161438188,
-4.41998134837116, -3.50639155244942, -2.01872869205186, 3.3143896364151,
1.10024578829027, -2.58592210640347, 10.2799650481528, -2.58475362660521,
-0.0771368859494789, -7.08964329650428, 6.05806311892089, 8.13013594528518,
0.72238031641296, 0.772712826895561, -5.5510157273456, 1.27268035381975,
1.71655448261823, -6.11391418939698, 1.9126338728985, -3.94250141779972,
-3.64609005713688, 0.93907988398808, 0.714198474232736, -3.48872852483296,
-1.3416735474564, 0.0138578284692922, 0.108379180289442, -1.78476034598925,
-5.93566756825627, 3.09908295556962, 1.19269469974342, -4.34027643316012,
-3.17734236713989, 1.15234007941726, -3.29418654825282, -0.470965143050742,
-4.29439015673928, 1.3578516718037, 5.42610503057039e-05), X2 =
c(7.74814601001997,
-0.296328951317898, -5.33280241585748, -2.34844486847109, -5.32265983423864,
3.69107739608403, -2.3346868154716, 2.34149220321271, -1.49283160293605,
-0.800997949928078, 2.52384156463146, -9.16655192489766, -2.30448953297321,
1.30210644267797, -3.07785519253471, -0.448939049589384, -0.342583107230954,
2.8755966646778, 0.712162607077148, -1.60556422386184, 2.01137957690535,
-0.971127367640212, 2.39757163040606, -3.97725241811881, -0.876045882583915,
-1.47633264277598, -4.51718354971216, -0.613551317398368, 0.608175805318981,
-3.40881842846138, -4.82539373430287, 3.67069411180108, 1.40721210628185,
-0.487894695318722, -4.38620674026148, 0.383019272843094, -0.176470161069586,
-6.84846324783852, -0.75987617559347, -2.62986779213544, 5.26903113362277,
-6.33670343779917, 0.285291855931999, -0.892472378335694, 0.295023107777272,
0.103359440148248, -4.03922724767029, -2.17014345133805, 2.66449963574014,
2.36955015400726, 17.5475586351432, 3.44477727570246, 10.7310051010041,
-1.83465667403338, 8.4548458932936, -4.07076291174244, 5.17573174181503,
-4.90185625109288, -1.55405837527916, 0.118696535474222, -4.63593737727905,
-3.92618682499228, -6.95322342701109, -1.84045145689763, 6.77962020064,
2.71891429246454, -1.9604622794608, 8.88807481056616, -2.37588080654195,
-2.31317731674733, -6.07020144621051, 7.60269671021538, 7.34286047251197,
-1.48323542327529, -0.3171925077948, -3.79392091121113, 1.66463009610162,
1.30534543605603, -6.84291056828431, 2.17634083888061, -5.49611763410063,
-2.84244162248048, 1.86736613078286, 1.40785997123905, -5.24890524596804,
-2.10981289477608, 0.937521427344032, 0.438207791248826, -0.884115947236072,
-8.87623013628998, 0.235226045732784, -0.196103426458386, -3.10029318163447,
-2.54530539810158, -0.831528418824834, -2.19855552832226, -2.45723240933762,
-4.82435111808018, 0.566497858012528, -0.42388696179195), X3 =
c(9.07455039287925,
0.453764766579177, -4.29444783772118, -2.55653313346791, -5.00017271336622,
2.9503147777616, -2.55239865052964, 2.82011836073889, -1.35964650850168,
-0.819841535736852, 1.57544933281552, -7.61161106225806, -2.07788528044026,
0.565267703790256, -2.13433208947799, -0.848694226313861, -4.34689949524929,
2.51522002036722, 1.23311537226042, -1.27630359940137, 2.34058518845382,
-1.4746272559309, 1.70581203255474, -5.19308016612124, -0.171598933120555,
-1.44518501489957, -4.42164374677614, 0.340140035663301, -0.566368158253158,
-5.80902954627302, -4.76768308138111, 4.16517311721813, 1.56308049995606,
0.593188127162234, -5.73523207989302, -0.700541117868228, 1.75057386199846,
-6.12215871074805, -2.20168797450498, -0.995154606921421, 5.99770504468772,
-5.93583313587179, -1.27246362963747, -0.13164321181737, 0.0899324472660584,
-1.33773568276395, -2.89605555335755, -2.17472250010883, 2.71525464254397,
2.54493617999042, 17.5538966014819, 4.70989171131995, 12.8598046804392,
-1.03823035389767, 9.62682991187874, -4.65048792797119, 6.223829841976,
-5.92000294180658, -1.53946352217684, -0.484570148278421, -4.75343506890262,
-3.54208820298369, -8.78908967689912, -1.6730943320142, 8.65670698735669,
3.84307892809996, -1.25525278423674, 8.26850980251041, -2.44265459435629,
-3.223911172942, -5.91819223680609, 8.20305350119097, 6.52589146897521,
-2.74305134611432, -1.27930062324397, -2.72295864633697, 1.87547953208272,
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c(10.4970649259072,
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c(10.6559875965941,
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c(10.735782343582,
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c(10.8141084915615,
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c(10.889954529774,
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AlexPiche

2013-Jul-05 13:01 UTC

head link

[R] ggplot2

Thank you Mr. Kane for your time, I finally achieve my objective with the
package reshape2

n5dt<-last(dezdiff,5)
n5dt <- as.data.frame(t(n5dt))
n5dt$id <- c(1:35)


subm5dt<-melt(n5dt, id="id", c("2013-06-28",
"2013-07-01", "2013-07-02",
"2013-07-03", "2013-07-04") )
 names(subm5dt) <- c("Observations",
"variable","BasisPoints")
ggplot(subm5dt, aes(Observations, BasisPoints, col=variable, group=2)) +
geom_line() + facet_grid(variable~., scale="fixed") + geom_point()

Have a nice day!



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AlexPiche

2013-Jul-08 12:54 UTC

head link

[R] ggplot2

Hello Folks,

I have an other problem with ggplot2. This is what I got so far.


levels(xmelt$Var2) <- c("Outright", "Market Move
Adjusted")

ggplot(xmelt, aes(x=factor(Var1),value, row=L1, col=Var2, group=Var2)) + 
geom_bar(stat="identity") + facet_grid(Var2~L1,
scale="free") +
xlab("Maturities") + ylab("Basis Points Move") +
theme(legend.position "none")


<http://r.789695.n4.nabble.com/file/n4671087/greygraph.bmp> 


And I would like to add something like

 + scale_colour_manual(breaks=c(30,20,15,10,7,5,3,2),
values=c("30"=gray(0.8),"20"=gray(0.75),"15"=gray(0.7),
 "10"=gray(0.65),"7"=gray(0.6),"5"=gray(0.55),"3"=gray(0.5),"2"=gray(0.45)))

to set different color of grey to different maturity.

Anyone know how I could do this?

Thank you for your time,

Alex



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