[Uwgarp-commits] r28 - pkg/GARPFRM/vignettes

[noreply at r-forge.r-project.org]

Author: rossbennett34
Date: 2013-11-29 00:10:12 +0100 (Fri, 29 Nov 2013)
New Revision: 28

Modified:
   pkg/GARPFRM/vignettes/RB.Rnw
   pkg/GARPFRM/vignettes/RB.pdf
Log:
Revisions to RB vignette to make plots look better

Modified: pkg/GARPFRM/vignettes/RB.Rnw
===================================================================
--- pkg/GARPFRM/vignettes/RB.Rnw	2013-11-28 22:29:13 UTC (rev 27)
+++ pkg/GARPFRM/vignettes/RB.Rnw	2013-11-28 23:10:12 UTC (rev 28)
@@ -48,11 +48,12 @@
 
 \section{Exploratory Data Analysis}
 
-Load the GARPFRM package and the \verb"returns" dataset. The lattice package is also loaded for plotting functions. The \verb"returns" dataset includes weekly returns for SPY, AAPL, XOM, GOOG, MSFT, and GE from 2005-01-14 to 2013-11-22.
+Load the GARPFRM package and the \verb"returns" dataset. Other packages are also loaded for plotting functions. The \verb"returns" dataset includes weekly returns for SPY, AAPL, XOM, GOOG, MSFT, and GE from 2005-01-14 to 2013-11-22.
 <<>>=
 suppressMessages(library(GARPFRM))
 suppressMessages(library(lattice))
 suppressMessages(library(pcaPP))
+suppressMessages(library(hexbin))
 data(returns)
 
 # Get the names of the stocks and view the first 5 rows of returns
@@ -155,9 +156,7 @@
 
 Scatter plot of each pair of assets in the returns dataset.
 <<tidy=FALSE>>=
-pairs(coredata(returns), pch=20, 
-      col=rgb(0,0,100,50,maxColorValue=255))
-
+hexplom(coredata(returns), cex.names=0.8)
 @
 
 Correlation and covariance matrices of assets in the returns dataset.

Modified: pkg/GARPFRM/vignettes/RB.pdf
===================================================================
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