An R function to create a plot with side by side panels of different colors and a random walk line plot on top.

background_colors.R

####################################
example.colors <- c('cyan',
                    'darkgoldenrod',
                    'cornflowerblue',
                    'chocolate1',
                    'chartreuse1')

myplot <- function(N, example.colors, drift=0.1, switch.p=0.01){
  
  K <- length(example.colors)
  
  # Generate random data 
  # X is a random walk
  # Y is a sequence of integers 1, 2 ... K 
  # The values of Y switch from one time point to the next with prob=0.01
  X <- rep(0, N)
  Y <- rep(0, N)
  x <- 0 
  y <- sample(1:K, size=1)
  for (i in seq(N)){
    x <- rnorm(1, mean=x, sd=drift)
    X[i] <- x
    if (runif(1) < switch.p) {
      y <- sample(1:K, size=1)
    }
    Y[i] <- y
  }
  
  
  ### Set up a blank plot
  d <- max(X)-min(X)
  a <- min(X) - 0.05 * d
  b <- min(X) + 1.05 * d
  plot(1, 
       type='n', 
       xlim=c(1, N), 
       ylim=c(a, b),
       ylab='x(t)',
       xlab='time')
  
  ### Plot the backgrounds 
  for (i in seq(1:N)){
    polygon(c(i-1, i-1, i, i),
            c(a, b, a, b),
            col=example.colors[Y[i]],
            border=NA)
  }
  
  # Plot a line plot on top of the colors
  lines(X) 
}

myplot(1000, example.colors)