For very heavy-tailed data of both positive and negative sign, I sometimes like to see all the data on a plot without hiding structure in the unit interval.
When plotting with Matplotlib in Python, I can achieve this by selecting a symlog scale, which uses a logarithmic transform outside some interval, and linear plotting inside it.
Previously in R I have constructed similar behavior by transforming the data with an arcsinh on a one-off basis. However, tick labels and the like are very tricky to do right (see below).
Now, I am faced with a bunch of data where the subsetting in lattice or ggplot would be highly convenient. I don't want to use Matplotlib because of the subsetting, but I sure am missing symlog!
I see that ggplot uses a package called scales, which solves a lot of this problem (if it works). Automatically choosing tick mark and label placing still looks pretty hard to do nicely though. Some combination of log_breaks
and cbreaks
perhaps?
The following code is not too bad
sinh.scaled <- function(x,scale=1){ sinh(x)*scale }
asinh.scaled <- function(x,scale=1) { asinh(x/scale) }
asinh_breaks <- function (n = 5, scale = 1, base=10)
{
function(x) {
log_breaks.callable <- log_breaks(n=n,base=base)
rng <- rng <- range(x, na.rm = TRUE)
minx <- floor(rng[1])
maxx <- ceiling(rng[2])
if (maxx == minx)
return(sinh.scaled(minx, scale=scale))
big.vals <- 0
if (minx < (-scale)) {
big.vals = big.vals + 1
}
if (maxx>scale) {
big.vals = big.vals + 1
}
brk <- c()
if (minx < (-scale)) {
rbrk <- log_breaks.callable( c(-min(maxx,-scale), -minx ) )
rbrk <- -rev(rbrk)
brk <- c(brk,rbrk)
}
if ( !(minx>scale | maxx<(-scale)) ) {
rng <- c(max(minx,-scale), min(maxx,scale))
minc <- floor(rng[1])
maxc <- ceiling(rng[2])
by <- floor((maxc - minc)/(n-big.vals)) + 1
cb <- seq(minc, maxc, by = by)
brk <- c(brk,cb)
}
if (maxx>scale) {
brk <- c(brk,log_breaks.callable( c(max(minx,scale), maxx )))
}
brk
}
}
asinh_trans <- function(scale = 1) {
trans <- function(x) asinh.scaled(x, scale)
inv <- function(x) sinh.scaled(x, scale)
trans_new(paste0("asinh-", format(scale)), trans, inv,
asinh_breaks(scale = scale),
domain = c(-Inf, Inf))
}
A solution based on the package scales
and inspired by Brian Diggs' post mentioned by @Dennis:
symlog_trans <- function(base = 10, thr = 1, scale = 1){
trans <- function(x)
ifelse(abs(x) < thr, x, sign(x) *
(thr + scale * suppressWarnings(log(sign(x) * x / thr, base))))
inv <- function(x)
ifelse(abs(x) < thr, x, sign(x) *
base^((sign(x) * x - thr) / scale) * thr)
breaks <- function(x){
sgn <- sign(x[which.max(abs(x))])
if(all(abs(x) < thr))
pretty_breaks()(x)
else if(prod(x) >= 0){
if(min(abs(x)) < thr)
sgn * unique(c(pretty_breaks()(c(min(abs(x)), thr)),
log_breaks(base)(c(max(abs(x)), thr))))
else
sgn * log_breaks(base)(sgn * x)
} else {
if(min(abs(x)) < thr)
unique(c(sgn * log_breaks()(c(max(abs(x)), thr)),
pretty_breaks()(c(sgn * thr, x[which.min(abs(x))]))))
else
unique(c(-log_breaks(base)(c(thr, -x[1])),
pretty_breaks()(c(-thr, thr)),
log_breaks(base)(c(thr, x[2]))))
}
}
trans_new(paste("symlog", thr, base, scale, sep = "-"), trans, inv, breaks)
}
I am not sure whether the impact of a parameter scale
is the same as in Python, but here are a couple of comparisons (see Python version here):
data <- data.frame(x = seq(-50, 50, 0.01), y = seq(0, 100, 0.01))
data$y2 <- sin(data$x / 3)
# symlogx
ggplot(data, aes(x, y)) + geom_line() + theme_bw() +
scale_x_continuous(trans = symlog_trans())
# symlogy
ggplot(data, aes(y, x)) + geom_line() + theme_bw()
scale_y_continuous(trans="symlog")
# symlog both, threshold = 0.015 for y
# not too pretty because of too many breaks in short interval
ggplot(data, aes(x, y2)) + geom_line() + theme_bw()
scale_y_continuous(trans=symlog_trans(thr = 0.015)) +
scale_x_continuous(trans = "symlog")
# Again symlog both, threshold = 0.15 for y
ggplot(data, aes(x, y2)) + geom_line() + theme_bw()
scale_y_continuous(trans=symlog_trans(thr = 0.15)) +
scale_x_continuous(trans = "symlog")
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