geg_lot的ggplot上的y轴比例已经聚集

Question

我正在使用对冲基金数据制作一个R降价文件，用于金融计量经济学课程的作业。我的任务将在星期二到期，但我在pdf_document中如何呈现我的数字时遇到一些问题。

```{r Q4}
library(dplyr)
library(ggplot2)
library(scales)
hedgefunds.long <- hedgefunds.long %>% group_by(Strategy) %>% mutate(RET = (log(NAV)- lag(log(NAV))) * 100)

ggplot(hedgefunds.long) + geom_line(aes(x = date, y = RET)) + scale_y_continuous(breaks=pretty_breaks(n=6)) + facet_wrap(~ Strategy, ncol = 2)

我遇到的另一个问题是在编写pdf文档时会切断位。我想知道是否有办法确保下图中的图例不会在顶部和底部被切断。

watch the labels on the axes

编辑:(稍微更改了corrplot，仍然无法确定调整大小）

corrplot(hedgefundcormatrix, method = "color",addgrid.col = "gray50", tl.cex = 0.8,tl.offset = 0.5, tl.col = "black")

关注每个数据集，

    > head(hedgefunds, 10)
# A tibble: 10 × 15
         date `Hedge Fund Index` `Convertible Arbitrage` `Dedicated Short Bias`
       <date>              <dbl>                   <dbl>                  <dbl>
1  1993-12-31             100.00                  100.00                 100.00
2  1994-01-31             101.14                  100.36                  98.40
3  1994-02-28              97.00                  100.51                 100.37
4  1994-03-31              93.54                   99.54                 107.59
5  1994-04-30              91.91                   97.03                 108.97
6  1994-05-31              93.96                   96.04                 111.42
7  1994-06-30              93.20                   96.24                 118.49
8  1994-07-31              93.53                   96.37                 117.09
9  1994-08-31              96.12                   96.33                 110.46
10 1994-09-30              96.76                   95.18                 112.20
# ... with 11 more variables: `Emerging Markets` <dbl>, `Equity Market
#   Neutral` <dbl>, `Event Driven` <dbl>, `Event Driven Distressed` <dbl>, `Event
#   Driven Multi-Strategy` <dbl>, `Event Driven Risk Arbitrage` <dbl>, `Fixed
#   Income Arbitrage` <dbl>, `Global Macro` <dbl>, `Long/Short Equity` <dbl>,
#   `Managed Futures` <dbl>, `Multi-Strategy` <dbl>



 head(hedgefunds.long, 10)
Source: local data frame [10 x 4]
Groups: Strategy [1]

         date         Strategy    NAV        RET
       <date>            <chr>  <dbl>      <dbl>
1  1993-12-31 Hedge Fund Index 100.00         NA
2  1994-01-31 Hedge Fund Index 101.14  1.1335510
3  1994-02-28 Hedge Fund Index  97.00 -4.1794717
4  1994-03-31 Hedge Fund Index  93.54 -3.6321826
5  1994-04-30 Hedge Fund Index  91.91 -1.7579315
6  1994-05-31 Hedge Fund Index  93.96  2.2059322
7  1994-06-30 Hedge Fund Index  93.20 -0.8121438
8  1994-07-31 Hedge Fund Index  93.53  0.3534519
9  1994-08-31 Hedge Fund Index  96.12  2.7315170
10 1994-09-30 Hedge Fund Index  96.76  0.6636275

library(tidyr)
hedgefunds.long <- tidyr::gather(hedgefunds, Strategy, NAV, -date)

尝试这个并看看它是否有效...如果有的话会编辑帖子。 R - change size of axis labels for corrplot

Answer 1

我没有可重现的数据可供检查，但在我看来，数字尺寸太小，迫使你的数字堆积起来。

使用你的数字窗口大小，特别是第四季度的高度，也考虑ncol > 2中的facet_wrap(~ Strategy, ncol = 2);以及Q8的宽度和高度。

fig.width和fig.height可以添加```{r fig.width = x，fig.height = y}

{r Q4, fig.width=7, fig.height=10} # plot()

如果图形尺寸无法修复，则可以设置边距

# ggplot margins 
gg + theme(plot.margin = unit(c(t,r,b,l), "cm")) # replace t,r,b,l with appropriate values
# plot margins
par(mar=c(b,l,t,r)) # replace b,l,t,r with appropriate values
plot()