[R-sig-Finance] map of the market

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Mon Jun 12 11:11:38 CEST 2006


Kyle:

> I've put together an R function for drawing a basic map of the
> market. It's designed to take data from a portfolio object, but the
> variables can also be set manually to any appropriate data vectors.
> Credit goes to David Brahm for writing the code underlying the
> treemap algorithm. Also thanks to John Bollinger, Bill Rugolsky,
> Peter Carl, Vincent, and Achim Zelleis for valuable background on
> treemaps, and to David Kane for giving me this project.  The code is
> below, followed by a short example.

Interesting, looks very nice. I'll try to have a closer look after
useR!. One quick remark though: perceptually better palettes can be
chosen based on HCL colors. See ?diverge_hcl in "vcd" for some
examples.

Best wishes,
Z



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