[Highfrequency-commits] r134 - pkg/highfrequency/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Fri Jun 5 14:03:29 CEST 2015


Author: payseur
Date: 2015-06-05 14:03:28 +0200 (Fri, 05 Jun 2015)
New Revision: 134

Modified:
   pkg/highfrequency/R/realized.R
Log:
Back to plot.xts

Modified: pkg/highfrequency/R/realized.R
===================================================================
--- pkg/highfrequency/R/realized.R	2015-06-02 22:39:37 UTC (rev 133)
+++ pkg/highfrequency/R/realized.R	2015-06-05 12:03:28 UTC (rev 134)
@@ -2024,12 +2024,19 @@
     # There is an error in plot.xts that prevents colors from being passed.
     #  axis(1,time(b)[ind], format(time(b)[ind],), las=2, cex.axis=0.8); not used anymore
     #  axis(2);
-      observed <- as.zoo(observed)
-      fitted <- as.zoo(fitted)
-      plot.zoo(observed,main=title, ylim=g_range,xlab="Time",ylab="Realized Volatility", col='red',lwd=2); 
+    
+    plot.xts(observed,main=title, ylim=g_range,xlab="Time",ylab="Realized Volatility"); 
+    
+    if(packageVersion('xts')<='0.9.7'){
+      lines(observed,col="red",lwd=2);
       lines(fitted,col="blue",lwd=2);
-      legend("topleft", c("Observed RV","Forecasted RV"),  col=c("red","blue"),lty=1, lwd=2, bty="n"); 
+    }else{
+      lines(observed,col="red",lwd=2, on=1);
+      lines(fitted,col="blue",lwd=2, on=1);
+    }     
+    legend("topleft", c("Observed RV","Forecasted RV"),  col=c("red","blue"),lty=1, lwd=2, bty="n"); 
     
+    
 }
 
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