tsPlotMP {PCRA}

Lattice Multi-Panel Time Series Plots

Description

Lattice multi-panel time series plot with several plotting style control parameters

Usage

tsPlotMP(
  ret,
  add.grid = FALSE,
  layout = NULL,
  type = "l",
  yname = "RETURNS (%)",
  Pct = FALSE,
  scaleType = "free",
  stripLeft = TRUE,
  main = NULL,
  lwd = 1,
  stripText.cex = 1,
  axis.cex = 1,
  color = "black",
  zeroLine = TRUE
)

Arguments

ret

A multivariate xts object

add.grid

Logical variable, if 'TRUE', type = c('l', 'g'), and if 'FALSE', type = c('l')

layout

Numeric vector of length 2 or 3 giving the number of columns, rows, and pages (optional) for a multipanel lattice display

type

Character variable type of plot: 'l' for a line, 'p' for a point, and 'b' and 'o' both denote both together, deafault 'l'

yname

Character or expression giving label(s) for the y-axis

Pct

Logical variable with default TRUE

scaleType

Character variable that controls scale of y-axis, choose from c('same', 'free')

stripLeft

Logical variable to choose the position of Lattice strip, TRUE for drawing strips at the left of each panel, FALSE for drawing strips at the top of each panel

main

A character string, or possibly an expression, for main title

lwd

The line width, a positive number, defaulting to 1

stripText.cex

Numeric factor by which strip text in the plot(s) are scaled relative to the default 1, 1.5 is 50 percent larger

axis.cex

Numeric factor by which axis in the plot(s) are scaled relative to default of 1, 1.5 is 50 larger larger, 0.5 is 50 percent smaller

color

Specification of plotting color, with default black

zeroLine

Logical variable specifying whether or not a dotted horizontal line is location at the zero vertical distance, default TRUE

Value

No value returned, instead a time series multi-panel Lattice plot

Author(s)

Kirk Li and Doug Martin

Examples

#Load the data
library(xts)
data("stocksCRSP")
dat = stocksCRSP
returns = tapply(dat$Return,list(dat$Date,dat$TickerLast),I)
ret = xts(returns[,1:5],as.yearmon(rownames(returns)))

#generate return time series plot               
tsPlotMP(ret, color = 'Blue')
tsPlotMP(ret, scaleType = "same", zeroLine = FALSE)
tsPlotMP(ret, stripLeft = FALSE, main = 'Time Series Plot')