Created
June 29, 2012 16:51
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#should have known R already has horizon plot functionality | |
#latticeExtra (already a favorite package of mine) has it sitting right there | |
#http://rgm2.lab.nig.ac.jp/RGM2/func.php?rd_id=latticeExtra:horizonplot | |
require(lattice) | |
require(latticeExtra) | |
require(reshape2) | |
require(quantmod) | |
tckrs <- c("^W0DOW","^GSPC","^RUT","^E1DOW","^P1DOW","^DJUBS") | |
getSymbols(tckrs,from="2011-12-31") | |
#combine prices together | |
prices <- na.omit(merge(W0DOW[,4],GSPC[,4],RUT[,4],E1DOW[,4],P1DOW[,4],DJUBS[,4])) | |
#get change since beginning of period | |
change <- prices/matrix(rep(prices[1,],NROW(prices)),nrow=NROW(prices),ncol=NCOL(prices),byrow=TRUE) -1 | |
colnames(change) <- tckrs | |
#using the example as presented in horizonplot documentation | |
horizonplot(change,layout=c(1,NCOL(change)), | |
scale=0.05, | |
par.settings=theEconomist.theme(box="transparent"), | |
#if you want y labels in the graph uncomment | |
# panel = function (x,y,...) { | |
# panel.horizonplot(x,y,...) | |
# panel.text(x=x[1],y=0,label=colnames(change)[panel.number()],pos=3) | |
# }, | |
strip.left = FALSE, | |
scales = list(y = list(draw = FALSE,relation = "same",alternating=FALSE)), | |
main="World Indexes Change Since 2011", | |
xlab=NULL, | |
ylab = list(rev(colnames(change)), rot = 0, cex = 0.8)) + | |
#add some separation between graphs with small white band | |
layer(panel.xblocks(height=0.001,col="white",...)) | |
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