Horizon Plot Already Available
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When I wrote Cubism Horizon Charts in R, I should have known that horizon plot functionality already exists in R http://rgm2.lab.nig.ac.jp/RGM2/func.php?rd_id=latticeExtra:horizonplot and in this case in one of my already favorite packages latticeExtra.
I think I like my version a little better, but I’m sure the horizonplot function from latticeExtra can be amended to look similar, and that function is much more robust than mine. Also, since it incorporates strip functionality, scaling is much better.
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From TimelyPortfolio |
R code from GIST: (do raw version for copy/paste)
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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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