[R-sig-Finance] Map of the Market

Peter Carl pcarl at gsbalum.uchicago.edu
Wed Jun 7 16:55:25 CEST 2006


Another place to look, with an open-source java implementation, is:

http://www.cs.umd.edu/hcil/treemap/

This has proven to be very useful for portfolio visualization.

pcc

On Wednesday 07 June 2006 09:28, BBands wrote:
> On 6/7/06, Kyle Campbell <Kyle.W.Campbell at williams.edu> wrote:
> > Hello all,
> >
> > I am trying to design an R function to display the Map of Market
> > graphic for a given portfolio of stocks (something like this,
> > though not so interactive: http://www.smartmoney.com/marketmap/ ). 
> > Does anyone know a good algorithm I could use for positioning the
> > different rectangles once I know the relative area that each one
> > should occupy? Any help on this, or any other suggestions for this
> > project would be much appreciated.
>
> This is a tiling problem a very interesting area. (It is actually a
> nested tiling problem.) Long a source of interesting mathematical
> diversions, tiling was examined on several occasions by Martin
> Gardiner in his Mathematical Recreations column in Scientific
> American. I couldn't find much in R at present, but here is a link to
> a site that should get you started.
>
> http://www.ics.uci.edu/~eppstein/junkyard/tiling.html
>
> Implementation in R ought to be pretty straight forward.
>
> Have fun,
>
>      jab

-- 
Peter Carl
145 Scottswood Rd
Riverside, IL 60546



More information about the R-SIG-Finance mailing list