垂直直方图

时间:2012-11-11 00:32:43

标签: r quantmod

我想做一个垂直直方图。理想情况下,我应该能够每天在一个地块上放置多个。

如果这可以与quantmod实验chart_Series或其他一些能够为时间序列绘制条形图的库相结合,那将是很好的。请参阅随附的屏幕截图。理想情况下,我可以绘制这样的事情。

是否有内置或现有的库可以帮助解决这个问题?

Market Profile Example

3 个答案:

答案 0 :(得分:10)

我在大约一年前写过一些东西来做基本图形的垂直直方图。这是一个用例。

VerticalHist <- function(x, xscale = NULL, xwidth, hist,
                         fillCol = "gray80", lineCol = "gray40") {
    ## x (required) is the x position to draw the histogram
    ## xscale (optional) is the "height" of the tallest bar (horizontally),
    ##   it has sensible default behavior
    ## xwidth (required) is the horizontal spacing between histograms
    ## hist (required) is an object of type "histogram"
    ##    (or a list / df with $breaks and $density)
    ## fillCol and lineCol... exactly what you think.
    binWidth <- hist$breaks[2] - hist$breaks[1]
    if (is.null(xscale)) xscale <- xwidth * 0.90 / max(hist$density)
    n <- length(hist$density)
    x.l <- rep(x, n)
    x.r <- x.l + hist$density * xscale
    y.b <- hist$breaks[1:n]
    y.t <- hist$breaks[2:(n + 1)]

    rect(xleft = x.l, ybottom = y.b, xright = x.r, ytop = y.t,
         col = fillCol, border = lineCol)
}



## Usage example
require(plyr) ## Just needed for the round_any() in this example
n <- 1000
numberOfHists <- 4
data <- data.frame(ReleaseDOY = rnorm(n, 110, 20),
                   bin = as.factor(rep(c(1, 2, 3, 4), n / 4)))
binWidth <- 1
binStarts <- c(1, 2, 3, 4)
binMids <- binStarts + binWidth / 2
axisCol <- "gray80"

## Data handling
DOYrange <- range(data$ReleaseDOY)
DOYrange <- c(round_any(DOYrange[1], 15, floor),
                      round_any(DOYrange[2], 15, ceiling))

## Get the histogram obects
histList <- with(data, tapply(ReleaseDOY, bin, hist, plot = FALSE,
    breaks = seq(DOYrange[1], DOYrange[2], by = 5)))
DOYmean <- with(data, tapply(ReleaseDOY, bin, mean))

## Plotting
par(mar = c(5, 5, 1, 1) + .1)
plot(c(0, 5), DOYrange, type = "n",
     ann = FALSE, axes = FALSE, xaxs = "i", yaxs = "i")

axis(1, cex.axis = 1.2, col = axisCol)
mtext(side = 1, outer = F, line = 3, "Length at tagging (mm)",
      cex = 1.2)
axis(2, cex.axis = 1.2, las = 1, line = -.7, col = "white",
    at = c(75, 107, 138, 169),
    labels = c("March", "April", "May", "June"), tck = 0)
mtext(side = 2, outer = F, line = 3.5, "Date tagged", cex = 1.2)
box(bty = "L", col = axisCol)

## Gridlines
abline(h = c(60, 92, 123, 154, 184), col = "gray80")

biggestDensity <- max(unlist(lapply(histList, function(h){max(h[[4]])})))
xscale <- binWidth * .9 / biggestDensity

## Plot the histograms
for (lengthBin in 1:numberOfHists) {
    VerticalHist(binStarts[lengthBin], xscale = xscale,
                         xwidth = binWidth, histList[[lengthBin]])
    }

verticalhistograms

答案 1 :(得分:4)

小提琴情节可能足够接近你想要的。它们是通过一个轴镜像的密度图,如箱线图和密度图的混合。 (通过实例比描述更容易理解。:-))

这是ggplot2实现的一个简单(有点难看)的例子:

library(ggplot2)
library(lubridate)

data(economics) #sample dataset

# calculate year to group by using lubridate's year function
economics$year<-year(economics$date)

# get a subset 
subset<-economics[economics$year>2003&economics$year<2007,]    

ggplot(subset,aes(x=date,y=unemploy))+
    geom_line()+geom_violin(aes(group=year),alpha=0.5)

violin plot over a line plot of a time series

一个更漂亮的例子是:

ggplot(subset,aes(x=date,y=unemploy))+ 
    geom_violin(aes(group=year,colour=year,fill=year),alpha=0.5, 
    kernel="rectangular")+    # passes to stat_density, makes violin rectangular 
    geom_line(size=1.5)+      # make the line (wider than normal)
    xlab("Year")+             # label one axis
    ylab("Unemployment")+     # label the other
    theme_bw()+                     # make white background on plot
    theme(legend.position = "none") # suppress legend

enter image description here

要包含范围而不是该行的范围,您可以使用geom_linerange或geom_pointrange。

答案 2 :(得分:1)

如果使用网格图形,则可以根据需要创建旋转视口,并绘制到旋转的视口。你只需要一个能够使用网格图形绘制到指定视口中的函数,我建议ggplot2或者可能是格子。

在基础图形中,您可以编写自己的函数来绘制旋转的直方图(修改plot.histogram函数或使用rect或其他工具从头开始编写自己的函数)。然后,您可以使用TeachingDemos包中的subplot函数将绘图放置在更大的绘图上。