[Returnanalytics-commits] r3175 - pkg/PortfolioAnalytics/sandbox/symposium2013/R

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

Author: peter_carl
Date: 2013-09-24 02:40:14 +0200 (Tue, 24 Sep 2013)
New Revision: 3175

Added:
   pkg/PortfolioAnalytics/sandbox/symposium2013/R/chart.UnStackedBar.R
Log:
- this will find its way into PerformanceAnalytics at some point
- slightly modified from the sandbox function in PerfA for this use


Added: pkg/PortfolioAnalytics/sandbox/symposium2013/R/chart.UnStackedBar.R
===================================================================
--- pkg/PortfolioAnalytics/sandbox/symposium2013/R/chart.UnStackedBar.R	                        (rev 0)
+++ pkg/PortfolioAnalytics/sandbox/symposium2013/R/chart.UnStackedBar.R	2013-09-24 00:40:14 UTC (rev 3175)
@@ -0,0 +1,64 @@
+chart.UnStackedBar <- function(w, colorset=1:NROW(w), rotate=c("vertical", "horizontal"), yaxis=TRUE, equal.line=FALSE)
+  {
+  # Weights should come in as:
+  #              Convertible Arbitrage CTA Global Distressed Securities 
+  #   2000-01-01            0.02500000 0.14601749             0.0250000 
+  #   2001-01-01            0.15785710 0.19577551             0.0250000 
+  #   2002-01-01            0.24431295 0.02500000             0.0250000 
+  #   2003-01-01            0.21955470 0.06590151             0.0250000
+  
+  # if (wrap) 
+  #   row.names = sapply(rownames(object), function(x) paste(strwrap(x, wrap.rownames), collapse = "\n"), USE.NAMES = FALSE)
+  rotate = rotate[1]
+  row.names = sapply(rownames(w), function(x) paste(strwrap(x,10), collapse = "\n"), USE.NAMES=FALSE)
+  if(rotate=="vertical"){
+    par(oma = c(4,8,2,1), mar=c(0,0,0,1)) # c(bottom, left, top, right)
+    layout(matrix(c(1:NCOL(w)), nr = 1, byrow = TRUE))
+    for(i in 1:NCOL(w)){
+      if(i==1){
+        barplot(w[,i], col=colorset[i], horiz=TRUE, xlim=c(0,max(w)), axes=FALSE, names.arg=row.names, las=2, cex.names=1.5)
+        abline(v=0, col="darkgray")
+        if(equal.line)
+          abline(v=1/NROW(w), col="darkgray", lty=2)
+        axis(1, cex.axis = 1, col = "darkgray", las=1)
+        mtext(colnames(w)[i], side= 3, cex=1, adj=0.5)
+      } 
+      else{
+        barplot(w[,i], col=colorset[i], horiz=TRUE, xlim=c(0,max(w)), axes=FALSE, names.arg="", ylab=colnames(w)[i])
+        abline(v=0, col="darkgray")
+        if(equal.line)
+          abline(v=1/NROW(w), col="darkgray", lty=2)
+        if(yaxis)
+          axis(1, cex.axis = 1, col = "darkgray", las=1)
+        mtext(colnames(w)[i], side= 3, cex=1, adj=0.5)
+      }
+    }
+  }
+  else { # rotation is horizontal (zero line is horizontal)
+    par(oma = c(8,4,2,1), mar=c(1,0,1,1)) # c(bottom, left, top, right)
+    layout(matrix(c(1:NCOL(w)), nr = NCOL(w), byrow = FALSE))
+    for(i in 1:NCOL(w)){
+      if(i==NCOL(w)){
+        barplot(w[,i], col=colorset[i], horiz=FALSE, ylim=c(0,max(w)), axes=FALSE, names.arg=row.names, las=2, cex.names=1.5)
+        abline(h=0, col="darkgray")
+        if(equal.line)
+          abline(h=1/NROW(w), col="darkgray", lty=2)
+        axis(2, cex.axis = 1, col = "darkgray", las=1)
+        mtext(colnames(w)[i], side= 3, cex=1, adj=0)
+      } 
+      else{
+        barplot(w[,i], col=colorset[i], horiz=FALSE, ylim=c(0,max(w)), axes=FALSE, names.arg="", ylab=colnames(w)[i])
+        abline(h=0, col="darkgray")
+        if(equal.line)
+          abline(h=1/NROW(w), col="darkgray", lty=2)
+        if(yaxis)
+          axis(2, cex.axis = 1, col = "darkgray", las=1)
+        mtext(colnames(w)[i], side= 3, cex=1, adj=0)
+      }
+    }
+  }
+  par(op)
+}
+
+# Another way, this without layout
+# http://timotheepoisot.fr/2013/02/17/stacked-barcharts/
\ No newline at end of file