The Financial Crisis on Tape Part I - Graph - Final

FinCrisisPartI_Graph.R

#Personally I find the TLT anti correlation, rather obscures judging
#Put it to the right/
PrefOrder = c("SPY","QQQ","EEM","IWM","EFA","IYR","GLD","TLT")
rolling.correlmatrix$Var1 = factor(rolling.correlmatrix$Var1, PrefOrder) #careful not to just rename levels here!
rolling.correlmatrix$Var2 = factor(rolling.correlmatrix$Var2, PrefOrder) #careful not to just rename levels here!

#introduce the purple colouring to the top of the range to better highlight correlation changes.
mycolvec_2 = c(
  rev(brewer.pal(8,"Blues")),
  colorRampPalette(c(
    colorRampPalette(c("white",brewer.pal(9,"Set3")[2],
                       brewer.pal(9,"Set1")[c(6,5,1)])
    )(10)
    rev(brewer.pal(9,"PRGn")[1])            
  ))(9)
)

#The final graph shown at the start of the blog:
ggplot(rolling.correlmatrix, aes(x = Var1, y = Var2, fill = Correl)) + 
  geom_tile() + 
  scale_fill_gradientn(colours = mycolvec_2
                       ,limits = c(-1,1))+
  facet_grid(quarter~year)+ theme_bw()+
  theme(panel.grid.major.x = element_blank(),
        panel.grid.major.y = element_blank(),
        axis.title.x = element_blank(),
        axis.title.y = element_blank(),
        axis.text.x=element_text(angle=90))