chart.TimeSeries    package:PerformanceAnalytics    R Documentation

_C_r_e_a_t_e_s _a _t_i_m_e _s_e_r_i_e_s _c_h_a_r_t _w_i_t_h _s_o_m_e _e_x_t_e_n_s_i_o_n_s.

_D_e_s_c_r_i_p_t_i_o_n:

     Draws a line chart and labels the x-axis with the appropriate
     dates.  This is really a "primitive", since it extends the base
     'plot' and standardizes the elements of a chart.  Adds attributes
     for shading areas of the timeline or aligning vertical lines along
     the timeline. This function is intended to be used inside other
     charting functions.

_U_s_a_g_e:

     chart.TimeSeries(R, auto.grid = TRUE, xaxis = TRUE, yaxis = TRUE, yaxis.right = FALSE, type = "l", lty = 1, lwd = 2, main = NULL, ylab = NULL, xlab = "Date", date.format.in = "%Y-%m-%d", date.format = NULL, xlim = NULL, ylim = NULL, element.color = "darkgray", event.lines = NULL, event.labels = NULL, period.areas = NULL, event.color = "darkgray", period.color = "aliceblue", colorset = (1:12), pch = (1:12), legend.loc = NULL, ylog = FALSE, cex.axis = 0.8, cex.legend = 0.8, cex.lab = 1, cex.labels = 0.8, cex.main = 1, major.ticks = "auto", minor.ticks = TRUE, grid.color = "lightgray", grid.lty = "dotted", xaxis.labels = NULL, ...)

_A_r_g_u_m_e_n_t_s:

       R: an xts, vector, matrix, data frame, timeSeries or zoo object
          of asset returns 

auto.grid: if true, draws a grid aligned with the points on the x and y
          axes 

grid.color: sets the color for the reference grid 

grid.lty: defines the line type for the grid 

   xaxis: if true, draws the x axis 

   yaxis: if true, draws the y axis 

yaxis.right: if true, draws the y axis on the right-hand side of the
          plot 

    type: set the chart type, same as in 'plot' 

     lty: set the line type, same as in 'plot' 

     lwd: set the line width, same as in 'plot' 

    main: set the chart title, same as in 'plot' 

    ylab: set the y-axis label, same as in 'plot' 

    xlab: set the x-axis label, same as in 'plot' 

date.format: re-format the dates for the xaxis; the default is "%m/%y" 

    xlim: set the x-axis limit, same as in 'plot' 

    ylim: set the y-axis limit, same as in 'plot' 

event.lines: If not null, vertical lines will be drawn to indicate that
          an event happened during that time period.  'event.lines'
          should be a list of dates (e.g., 'c("09/03","05/06"))'
          formatted the same as date.format.  This function matches the
          re-formatted row names (dates) with the events.list, so to
          get a match the formatting needs to be correct. 

event.labels: if not null and event.lines is not null, this will apply
          a list of text labels (e.g., 'c("This Event", "That Event")'
          to the vertical lines drawn.  See the example below. 

period.areas: these are shaded areas described by start and end dates
          in the same format as the date.format.  This is provided as a
          list of pairs, e.g., 'list(c("10/26","11/27"),
          c("08/29","03/33"))' See the examples below. 

event.color: draws the event described in 'event.labels' in the color
          specified 

period.color: draws the shaded region described by 'period.areas' in
          the color specified 

colorset: color palette to use, set by default to rational choices 

     pch: symbols to use, see also 'plot' 

element.color: provides the color for drawing chart elements, such as
          the box lines, axis lines, etc. Default is "darkgray" 

legend.loc: places a legend into one of nine locations on the chart:
          bottomright, bottom, bottomleft, left, topleft, top,
          topright, right, or center. 

    ylog: TRUE/FALSE set the y-axis to logarithmic scale, similar to
          'plot', default FALSE 

date.format.in: allows specification of other date formats in the data
          object, defaults to "%Y-%m-%d" 

cex.axis: The magnification to be used for axis annotation relative to
          the current setting of 'cex', same as in 'plot'.  

cex.legend: The magnification to be used for sizing the legend relative
          to the current setting of 'cex'.  

cex.labels: The magnification to be used for event line labels relative
          to the current setting of 'cex'.  

 cex.lab: The magnification to be used for x- and y-axis labels
          relative to the current setting of 'cex'.  

cex.main: The magnification to be used for the chart title relative to
          the current setting of 'cex'.  

major.ticks: Should major tickmarks be drawn and labeled, default
          'auto'

minor.ticks: Should minor tickmarks be drawn, default TRUE

xaxis.labels: Allows for non-date labeling of date axes, default is
          NULL 

     ...: any other passthru parameters 

_A_u_t_h_o_r(_s):

     Peter Carl

_S_e_e _A_l_s_o:

     'plot', 'par', 'axTicksByTime'

_E_x_a_m_p_l_e_s:

     # These are start and end dates, formatted the same way as the default axis labels
     cycles.dates = list(
         c("Oct 26","Nov 27"),
         c("Aug 29","Mar 33"),
         c("May 37","Jun 38"),
         c("Feb 45","Oct 45"),
         c("Nov 48","Oct 49"),
         c("Jul 53","May 54"),
         c("Aug 57","Apr 58"),
         c("Apr 60","Feb 61"),
         c("Dec 69","Nov 70"),
         c("Nov 73","Mar 75"),
         c("Jan 80","Jul 80"),
         c("Jul 81","Nov 82"),
         c("Jul 90","Mar 91"),
         c("Mar 01","Nov 01"))
     # Event lists - FOR BEST RESULTS, KEEP THESE DATES IN ORDER
     risk.dates = c(
         "Oct 87",
         "Feb 94",
         "Jul 97",
         "Aug 98",
         "Oct 98",
         "Jul 00",
         "Sep 01")
     risk.labels = c(
         "Black Monday",
         "Bond Crash",
         "Asian Crisis",
         "Russian Crisis",
         "LTCM",
         "Tech Bubble",
         "Sept 11")
     data(edhec)

     R=edhec[,"Funds of Funds",drop=FALSE]
     Return.cumulative = cumprod(1+R) - 1
     chart.TimeSeries(Return.cumulative)
     chart.TimeSeries(Return.cumulative, colorset = "darkblue", legend.loc = "bottomright", period.areas = cycles.dates, period.color = "lightblue", event.lines = risk.dates, event.labels = risk.labels, event.color = "red", lwd = 2)