similar to: Treemap lost data

Has anyone implemented "treemaps" in R? A "treemap" is a visual display of a tree structure in which, at each level, the several nodes are represented by rectangles which fill the available area. The areas of the rectangles represent size, and their colors represent some other variable. There are several algorithms for deciding how to place the rectangles, ref:

Let's say I have data in the following schema that describes the number of purchases a company has received from each County in the US: State | County | Purchases --------------------------------------- NJ | Mercer | 550 CA | Orange | 23 .... I would like to visualize what states contribute the most to the overall total, and furthermore within those states, what Counties contribute the most.

Hi~I'm new to R. I'm following these two tutorials to make a tree map, but the color scale isn't quite what I wanted. For map of the market, the color scale starts from 0(red) to max(green), what I wanted is 0(Green)-1(Red)-max(green). What's the easiest way to achieve this kind of divergent color scale? How shall I make my own palette and use it in the map.market or tree map

Hi there, I am trying to interface c++ code in R and make a package. With R CMD SHLIB the dll was created, but when I try R CMD check, I am getting 'undefined reference to..' linkage error messages. The relevant c++ source from conf-infomap.cpp: #include "conf-infomap.h" #include "R.h" // R functions #include "Rinternals.h" #include "Rmath.h" //

Hi there, I'm sorry if I a send it for second time, I've just subscribed for the list. I am trying to interface c++ code in R and make a package. With R CMD SHLIB the dll was created, but when I try R CMD check, I am getting 'undefined reference to..' linkage error messages. The relevant c++ source from conf-infomap.cpp: #include "conf-infomap.h" #include

Hi all, I am running R 2.5.0 under Windows XP Media Center Edition. Here's a problem that's been stumping me for a few days now, and I can't find anything useful in the archives. I am using voronoi.mosaic (tripack package) to create proximity polygons for a study of vegetation competition and dynamics. The points lists are read in from a file for each plot, then 8 duplicates

Hi there, I am trying to interface c++ code in R and make a package. With R CMD SHLIB the dll was created, but when I try R CMD check, I am getting 'undefined reference to..' linkage error messages. The relevant c++ source from conf-infomap.cpp: #include "conf-infomap.h" #include "R.h" // R functions #include "Rinternals.h" #include "Rmath.h" //

Dear List, Does there exist a function that produces a heat map like this one (image 3 of 4): http://www.tdameritrade.com/tradingtools/options360.html?a=HDY&referrer=http%3A%2F%2Fquery.nytimes.com%2Fsearch%2Fsitesearch%3Fquery%3Dheatmaptype%3Dnyt In addition to colors, two other main features I am intersted in are: 1. Proportionality in the size of the grid. 2. Mose-over capability. I may

Summer Internship at ETH Zurich "Dynamic Portfolio Asset Allocation" We offer a 3-months internship starting midth July 2008. The topic addresses "Dynamic Portfolio Asset Allocation" including alternative instruments and hedge funds. The goal will be to compare the robust mean-variance, the lower partial moment and the conditional value-at-risk approaches for portfolio

I''m a total Rails newbie and i''ve been struggling for hours today with one (prolly very silly) problem: I have a table portfolios that has many images: class Portfolio < ActiveRecord::Base has_many :images end class Image < ActiveRecord::Base belongs_to :portfolios end In the controller i define a list of active portfolios: @active_portfolios =

Hello everybody, I'm running into an issue with the fPortfolio package. 1. What I want: Calculate the minimum-variance portfolio on 20 assets with respect to the following constraints: - min weight per asset = 0% (i.e. no short-selling) - max weight per asset = 10% - min sum of asset weights = 100% (i.e. fully invested) - max sum of asset weights = 100% (i.e. no leverage) 2. What I

Hi everyone! I have a data frame with 1112 time series and I am going to randomly sampling r samples for z times to compose different portfolio size(r securities portfolio). As for r=2 and z=10000,that's: z=10000 A=seq(1:1112) x1=sample(A,z,replace =TRUE) x2=sample(A,z,replace =TRUE) M=cbind(x1,x2) # combination of 2 series Because in a portfolio with x1[i]=x2[i],(i=1,2,...,10000) means a 1

We would like to announce the availability of the 'portfolio' package in R for analysing equity portfolios. Version 0.2-0 is now available on CRAN. To take a look, you can: > install.packages("portfolio") ... > vignette("portfolio") and play around. Those who would just like to check out an introduction can simply look at:

We would like to announce the availability of the 'portfolio' package in R for analysing equity portfolios. Version 0.2-0 is now available on CRAN. To take a look, you can: > install.packages("portfolio") ... > vignette("portfolio") and play around. Those who would just like to check out an introduction can simply look at:

My mistake sir. I was literally engrossed in my stupid logic, and while doing so, overlooked the simple and very effective solution you had offered. Sorry once again sir and will certainly try to be very careful in future. Thanks again and have a great weekend sir. Regards Amelia --- On Fri, 7/1/11, Petr PIKAL <petr.pikal@precheza.cz> wrote: From: Petr PIKAL

Hello. I don't understand a particular output of portfolio.optim (tseries). I have 4 assets and the portfolio.optim returns an asset with weight equals to zero. If I do a portfolio.optim with 3 assets, without the asset with weight equals to zero, it returns a completely different result. That's I would expected the same weights as the run with 4 assets. Below the code. Thanks in

Hello, After installing and loading the package "portfolio", I tried to run the example code provided, and it would not run. this is the link: http://rss.acs.unt.edu/Rdoc/library/tseries/html/portfolio.optim.html this is the example code, as found at the link: x <- rnorm(1000) dim(x) <- c(500,2) res <- portfolio.optim(x) res$pw the error I get is: Error: could not find

Dear sir, I am extremely sorry for messing up the logic asking for help w.r.t. my earlier mails   I have tried to explain below what I am looking for.     I have a database (say, currency_rates) storing datewise currency exchange rates with some base currency XYZ.   currency_rates <- data.frame(date = c("12/31/2010", "12/30/2010", "12/29/2010",

Dear All, I am using package fPortfolio to run minimum variance portfolio optimizations in R. I already know how to set portfolioSpecs, portfolio objects and constraints. Unfortunately I am not able to set the following type of constraints. I have a timeSeries object with returns data for roughly 1.5k assets for 261 subperiods (workingdays) and want to compute the global minimum variance

[whit at linuxsvr R.packages]$ sudo R CMD INSTALL portfolio.construction * Installing to library '/usr/local/lib64/R/library' * Installing *source* package 'portfolio.construction' ... ** R ** preparing package for lazy loading Loading required package: fts Loading required package: quadprog Loading required package: Rexcelpoi terminate called after throwing an instance of