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Vertical Histogram

Tags:

r

quantmod

I'd like to do a vertical histogram. Ideally I should be able to put multiple on a single plot per day.

If this could be combined with quantmod experimental chart_Series or some other library capable of drawing bars for a time series that would be great. Please see the attached screenshot. Ideally I could plot something like this.

Is there anything built in or existing libraries that can help with this?

Market Profile Example

like image 223
Dave Avatar asked Nov 11 '12 00:11

Dave


1 Answers

I wrote something a year or so ago to do vertical histograms in base graphics. Here it is, with a usage example.

VerticalHist <- function(x, xscale = NULL, xwidth, hist,
                         fillCol = "gray80", lineCol = "gray40") {
    ## x (required) is the x position to draw the histogram
    ## xscale (optional) is the "height" of the tallest bar (horizontally),
    ##   it has sensible default behavior
    ## xwidth (required) is the horizontal spacing between histograms
    ## hist (required) is an object of type "histogram"
    ##    (or a list / df with $breaks and $density)
    ## fillCol and lineCol... exactly what you think.
    binWidth <- hist$breaks[2] - hist$breaks[1]
    if (is.null(xscale)) xscale <- xwidth * 0.90 / max(hist$density)
    n <- length(hist$density)
    x.l <- rep(x, n)
    x.r <- x.l + hist$density * xscale
    y.b <- hist$breaks[1:n]
    y.t <- hist$breaks[2:(n + 1)]

    rect(xleft = x.l, ybottom = y.b, xright = x.r, ytop = y.t,
         col = fillCol, border = lineCol)
}



## Usage example
require(plyr) ## Just needed for the round_any() in this example
n <- 1000
numberOfHists <- 4
data <- data.frame(ReleaseDOY = rnorm(n, 110, 20),
                   bin = as.factor(rep(c(1, 2, 3, 4), n / 4)))
binWidth <- 1
binStarts <- c(1, 2, 3, 4)
binMids <- binStarts + binWidth / 2
axisCol <- "gray80"

## Data handling
DOYrange <- range(data$ReleaseDOY)
DOYrange <- c(round_any(DOYrange[1], 15, floor),
                      round_any(DOYrange[2], 15, ceiling))

## Get the histogram obects
histList <- with(data, tapply(ReleaseDOY, bin, hist, plot = FALSE,
    breaks = seq(DOYrange[1], DOYrange[2], by = 5)))
DOYmean <- with(data, tapply(ReleaseDOY, bin, mean))

## Plotting
par(mar = c(5, 5, 1, 1) + .1)
plot(c(0, 5), DOYrange, type = "n",
     ann = FALSE, axes = FALSE, xaxs = "i", yaxs = "i")

axis(1, cex.axis = 1.2, col = axisCol)
mtext(side = 1, outer = F, line = 3, "Length at tagging (mm)",
      cex = 1.2)
axis(2, cex.axis = 1.2, las = 1, line = -.7, col = "white",
    at = c(75, 107, 138, 169),
    labels = c("March", "April", "May", "June"), tck = 0)
mtext(side = 2, outer = F, line = 3.5, "Date tagged", cex = 1.2)
box(bty = "L", col = axisCol)

## Gridlines
abline(h = c(60, 92, 123, 154, 184), col = "gray80")

biggestDensity <- max(unlist(lapply(histList, function(h){max(h[[4]])})))
xscale <- binWidth * .9 / biggestDensity

## Plot the histograms
for (lengthBin in 1:numberOfHists) {
    VerticalHist(binStarts[lengthBin], xscale = xscale,
                         xwidth = binWidth, histList[[lengthBin]])
    }

verticalhistograms

like image 133
Gregor Thomas Avatar answered Oct 03 '22 17:10

Gregor Thomas