[R-SIG-Finance] [R-sig-finance] Surface plot of multivariate time series

Jeff Ryan jeff.a.ryan at gmail.com
Tue Jun 2 19:34:46 CEST 2009


Shane beat me to it w.r.t the link...

That aside, I posted this a while back as an example for doing what
you want.  quantmod will be getting this natively at some point, but
for now the code can serve as an example:

http://www.quantmod.com/examples/chartSeries3d/

HTH
Jeff

On Tue, Jun 2, 2009 at 12:31 PM, Shane Conway <shane.conway at gmail.com> wrote:
> It's actually tframePlus: http://cran.r-project.org/web/packages/tframePlus/.
>
> On Tue, Jun 2, 2009 at 1:25 PM, megh <megh700004 at yahoo.com> wrote:
>>
>> It is saying that, this package is not available :
>>
>>> install.packages("tramePlus")
>> Warning in install.packages("tramePlus") :
>>  argument 'lib' is missing: using
>> 'C:\Users\Arrun's\Documents/R/win-library/2.9'
>> --- Please select a CRAN mirror for use in this session ---
>> Warning message:
>> In getDependencies(pkgs, dependencies, available, lib) :
>>  package ‘tramePlus’ is not available
>>
>> Any better idea please?
>>
>>
>>
>>
>> megh wrote:
>>>
>>> Hi, I have following multivariate time series :
>>> start = as.Date("01/01/05", format="%m/%d/%y")
>>> end = as.Date("12/31/05", format="%m/%d/%y")
>>> dates = seq(start, end, by=1)
>>>
>>> dat = matrix(rnorm(length(dates)*4), length(dates))
>>> dat1 = t(apply(dat, 1, function(x) x+t(c(100, 110, 120, 130))))
>>>
>>> library(zoo)
>>> dat2 = zoo(dat1, dates); head(dat2)
>>>
>>> Now I want to get "surface plot" wherein x-axis is time, y-axis represents
>>> 1,2,3,4, and z-axis is for values of "dat2". Is there any R drawing device
>>> to do that?
>>>
>>> Regards,
>>>
>>
>> --
>> View this message in context: http://www.nabble.com/Surface-plot-of-multivariate-time-series-tp23827284p23836769.html
>> Sent from the Rmetrics mailing list archive at Nabble.com.
>>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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