tsPlotMP function

Lattice Multi-Panel Time Series Plots

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

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

Returns

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

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')

Author(s)

Kirk Li and Doug Martin