[R-SIG-Finance] [R] hist from a list
Pedro páramo
percent||101 @end|ng |rom gm@||@com
Tue Aug 4 22:27:51 CEST 2020
Many thanks Rui,
Base R graphic is working on R, on my pc. the other one, no working but the
output on first its perfect.
The question I answer asking you again (and giving again many thanks for
the help) is because I am trying to run "my code" also on a web, and it is
telling me "error in External(c_X11...unable to start device X11cairo
execution halted.
It seems X11 starts a window and because of linux it doesn´t work.
There is a way to plot a bar plot more basic without starting X11? A most
simple barplot?
I am trying but no way for the moment, I will attach if I get it.
> str(bwch)
'data.frame': 35 obs. of 2 variables:
$ Accion: Factor w/ 35 levels "Acciona","Acerinox",..: 20 31 26 30 32 27
10 6 34 3 ...
$ reval : num -0.728 -0.695 -0.61 -0.491 -0.478 ...
and if I show bwch it shows me:
bwch
Accion reval
20 IAG -0.72840710
7 Sabadell -0.69537488
22 Melia -0.61043257
26 Repsol -0.49057941
8 Santander -0.47802975
23 Merlin -0.44619155
6 BBVA -0.42222597
4 Amadeus -0.40382211
28 Telefonica -0.39731736
2 ACS -0.38902365
5 ArcelorMittal -0.38367478
35 Indra -0.35756385
34 Almirall -0.35348361
19 Colonial -0.34791954
13 ENCE -0.32316076
32 CIE -0.32168004
21 Mapfre -0.29317220
9 Bankinter -0.29175725
10 CaixaBank -0.29116305
3 Aena -0.29101729
18 Inditex -0.28585061
31 Bankia -0.26246599
24 Naturgy -0.25511571
30 Acerinox -0.22028220
15 Ferrovial -0.20837519
16 Grifols -0.20712695
12 Enagas -0.04890202
25 REE -0.02601443
1 Acciona 0.02695608
14 Endesa 0.06325043
33 MasMovil 0.11111111
17 Iberdrola 0.25801888
27 SGamesa 0.31594178
29 Viscofan 0.33694859
11 Cellnex 0.38261067
Could in some way to "save" bwch data as a plain matrix and "read" it from
zero and then could plot a barplot without x11?
Many thanks again for your help
El lun., 3 ago. 2020 a las 23:45, Rui Barradas (<ruipbarradas using sapo.pt>)
escribió:
> Hello,
>
> Thanks for the data in dput format.
> If you run
>
> str(bwchist)
>
> you will see that what you have is a data.frame, yes, but, with columns of
> class "list", not vectors.
> So the first step is to make them vectors, to unlist the lists. I will do
> it applying function unlist() to each of the columns. Since lapply returns
> a list, I remake a data.frame. The original is kept unchanged, the new
> object is bwch.
>
> bwch <- lapply(bwchist, unlist, recursive = FALSE)
> bwch <- do.call(cbind.data.frame, bwch)
> str(bwch)
>
>
> Now that everything is as it should, here are two ways of plotting bar
> graphs.
>
> #--- base R
> x11(width = 11.5, height = 6)
> old_par <- par(mar = par("mar") + c(1, 0, 0, 0))
> bp <- barplot(bwch$reval, yaxt = "n", ylim = c(-1, 0.4))
> axis(1, at = bp, labels = bwch$Accion, las = 2)
> axis(2, at = pretty(bwch$reval))
> par(old_par)
>
>
> #--- package ggplot2
> library(ggplot2)
>
> x11(width = 11.5, height = 6)
> ggplot(bwch, aes(factor(Accion, levels = Accion), reval)) +
> geom_col() +
> theme(axis.text.x = element_text(angle = 60, hjust = 1))
>
>
> Hope this helps,
>
> Rui Barradas
>
> Às 19:48 de 03/08/2020, Pedro páramo escreveu:
>
> Hi Rasmus, Josh and Rui,
>
> First of all many thanks in advance about your help.
>
> The first thig is sometimes you say " you are posting in HTML and that
> makes the
> post unreadable as this is a plain text list" how can I put the code in
> the correct way, not html (attaching in txt?)
>
> The second about the code:
>
> I have used this:
>
> bwc <- cbind(bwfinal2,bwfinal)
> colnames(bwc)=c("Accion","reval")
> df <- matrix(unlist(bwc), nrow=nrow(bwc), byrow=F)
> colnames(bwchist)=c("Accion","reval")
> bwchist <-as.data.frame(bwc[order(df[,2]), ])
>
> bwchist is the ordered cum stock returns in the year but because is a list
> it is not possible to plot and histogram with x (names of stocks) and the x
> axist the value of cum stocks (reval)
>
> when I put dput(bwchist) the console says:
>
> dput(bwchist)
> structure(list(Accion = list("REE", "Enagas", "Grifols", "Ferrovial",
> "Acerinox", "Naturgy", "Inditex", "Bankia", "ENCE", "Aena",
> "Bankinter", "Mapfre", "CaixaBank", "CIE", "Colonial", "Almirall",
> "Indra", "ArcelorMittal", "ACS", "Telefonica", "Amadeus",
> "BBVA", "Merlin", "Santander", "Repsol", "Melia", "Sabadell",
> "IAG", "Acciona", "Endesa", "MasMovil", "Iberdrola", "SGamesa",
> "Viscofan", "Cellnex"), reval = list(-0.0200827282700085,
> -0.0590294115600855, -0.214126598790964, -0.220773677809979,
> -0.229653300324357, -0.257944379583984, -0.283942789063822,
> -0.285159347392533, -0.303814713896458, -0.30734460425763,
> -0.309408155539818, -0.319912221435868, -0.322790949659181,
> -0.344047579452905, -0.347919538415482, -0.356898907103825,
> -0.374263261296661, -0.40147247119078, -0.405150043834815,
> -0.406022775042175, -0.413786100987797, -0.440679109311707,
> -0.442603156492871, -0.491634140733524, -0.499254932434042,
> -0.6, -0.709737357505148, -0.724461258850966, 0.0220528711420083,
> 0.0462767672643172, 0.115044247787611, 0.238734548714937,
> 0.274578114644054, 0.343422896082666, 0.387826126094928)), class =
> "data.frame", row.names = c(NA,
> -35L))
>
> I try to make an hist or barplot but because it is a list no way to obtain
> the plot.
>
> Many thanks again for your help.
>
> I have printed two manuals to improve my level, but if you can help me, I
> would be very very gratefull.
>
>
>
> El vie., 31 jul. 2020 a las 18:28, Rasmus Liland (<jral using posteo.no>)
> escribió:
>
>> On 2020-07-31 10:07 -0500, Joshua Ulrich wrote:
>> | On Fri, Jul 31, 2020 at 9:55 AM Rui Barradas wrote:
>> | | Às 15:44 de 31/07/2020, Michael Dewey escreveu:
>> | | | Dear Pedro
>> | | |
>> | | | Some comments in-line
>> | | |
>> | | | On 30/07/2020 21:16, Pedro páramo wrote:
>> | | | | Hi all,
>> | | | |
>> | | | | I attach my code, the think is I
>> | | | | want to make a bar plot the last
>> | | | | variable called "bwchist" so the
>> | | | | X axis are "Accion" and the y
>> | | | | axis are "reval" values.
>> | | | |
>> | | | | I have prove class(bwchist) and
>> | | | | says dataframe but its still a
>> | | | | list because it says me I have
>> | | | | prove to unlist, but it doesnt
>> | | | | work
>> | | | |
>> | | | | hist(bwchist)
>> | | | | Error in hist.default(bwchist) : 'x' must be numeric
>> | | |
>> | | | So bwchist is not a numeric
>> | | | variable as hist needs. Aboce you
>> | | | said it is a data frame but data
>> | | | frames are not numeric.
>> | | |
>> | | | For future reference your example
>> | | | is way too long for anyone to go
>> | | | through and try to help you. Try
>> | | | next time to reduce it to the
>> | | | absolute minimum by removing
>> | | | sections while you still get the
>> | | | error. It is also easier to get
>> | | | help if you can remove unnecessary
>> | | | packages.
>> | | |
>> | | | It is also unreadable because you
>> | | | are posting in HTML and that makes
>> | | | the post unreadable as this is a
>> | | | plain text list.
>> | |
>> | | Hello,
>> | |
>> | | I second Michael's opinion. When the
>> | | post's code is very long, there is a
>> | | tendency to have less answers.
>> | |
>> | | Please post the output of
>> | |
>> | | dput(head(bwchist, 30))
>> | |
>> | | It's much shorter code and it
>> | | recreates the data so we will be
>> | | able to see what's wrong and try to
>> | | find a solution.
>> |
>> | Hi Pedro,
>> |
>> | Another 'best practice' and polite
>> | thing to do is link to other places
>> | you may have cross-posted. That will
>> | give people the opportunity to see if
>> | your questions has been answered in
>> | another forum.
>> |
>> | I saw your post on R-SIG-Finance
>> | (https://stat.ethz.ch/pipermail/r-sig-finance/2020q3/014979.html),
>> | and started to work on a solution.
>> |
>> | I don't know how to do this in
>> | tidyquant, but here's how you can do
>> | it with quantmod:
>> |
>> | # all tickers
>> | tk <- c("ANA.MC", "ACS.MC", "AENA.MC", "AMS.MC", "MTS.MC", "BBVA.MC", "
>> SAB.MC",
>> | "SAN.MC", "BKT.MC", "CABK.MC", "CLNX.MC", "ENG.MC", "ENC.MC", "ELE.MC
>> ",
>> | "FER.MC", "GRF.MC", "IBE.MC", "ITX.MC", "COL.MC", "IAG.MC", "MAP.MC",
>> | "MEL.MC", "MRL.MC", "NTGY.MC", "REE.MC", "REP.MC", "SGRE.MC", "TEF.MC
>> ",
>> | "VIS.MC", "ACX.MC", "BKIA.MC", "CIE.MC", "MAS.MC", "ALM.MC", "IDR.MC
>> ")
>> |
>> | # download them into an environment ('e')
>> | require(quantmod)
>> | getSymbols(tk, from = "2019-12-31", env = (e <- new.env()))
>> |
>> | # extract adjusted close column
>> | adj <- lapply(e, Ad)
>> | # calculate daily returns from adjusted data,
>> | # merge into a xts matrix, and fill NA with 0
>> | ret <- do.call(merge, c(lapply(adj, dailyReturn), fill = 0))
>> | # cumulative returns
>> | cumret <- cumprod(1 + ret) - 1
>> | # set names
>> | colnames(cumret) <- names(adj)
>> | last(cumret)
>> | # calculate histogram for period-to-date returns
>> | hist(drop(last(cumret)))
>> |
>> | I'm not sure that's the histogram
>> | you're looking for, but I hope it
>> | gives you a start toward a solution.
>> |
>> | Best,
>> | Josh
>>
>> Wow Josh! That's very elegant.
>>
>> Myself now, I just plowed through the
>> original code to make it simpler, but am
>> at a loss as to how this histogram looks
>> ...
>>
>> x <- c("ANA.MC", "ACS.MC", "AENA.MC", "AMS.MC", "MTS.MC", "
>> BBVA.MC",
>> "SAB.MC", "SAN.MC", "BKT.MC", "CABK.MC", "CLNX.MC", "ENG.MC",
>> "ENC.MC", "ELE.MC", "FER.MC", "GRF.MC", "IBE.MC", "ITX.MC",
>> "COL.MC", "IAG.MC", "MAP.MC", "MEL.MC", "MRL.MC", "NTGY.MC",
>> "REE.MC", "REP.MC", "SGRE.MC", "TEF.MC", "VIS.MC", "ACX.MC",
>> "BKIA.MC", "CIE.MC", "MAS.MC", "ALM.MC", "IDR.MC")
>> stock.prices <-
>> lapply(x, function(stock) {
>> tidyquant::tq_get(x=stock,from = '2019-12-31',get =
>> "stock.prices")
>> })
>> names(stock.prices) <- x
>>
>> library(tidyquant)
>>
>> returns <- lapply(stock.prices, function(data) {
>> tab <-
>> tq_transmute(
>> data = data,
>> select = adjusted, # this specifies which column
>> to select
>> mutate_fun = periodReturn, # This specifies what to do
>> with that column
>> period = "daily", # This argument calculates
>> Daily returns
>> col_rename = "idr_returns") # renames the column
>> tab[,"cr"] <- cumprod(1 + tab[,"idr_returns"])
>> tab[,"cumulative_returns"] <- tab[,"cr"] - 1
>>
>> dplyr::pull(
>> tab[nrow(tab[,"cumulative_returns"]),
>> "cumulative_returns"]
>> )
>> })
>>
>> bestworst <- simplify2array(returns)
>>
>> namebw <-
>> c("Acciona", "ACS", "Aena", "Amadeus",
>> "ArcelorMittal", "BBVA", "Sabadell",
>> "Santander", "Bankinter",
>> "CaixaBank", "Cellnex", "Enagas",
>> "ENCE", "Endesa", "Ferrovial",
>> "Grifols", "Iberdrola", "Inditex",
>> "Colonial", "IAG", "Mapfre",
>> "Melia", "Merlin", "Naturgy", "REE",
>> "Repsol", "SGamesa", "Telefonica",
>> "Viscofan", "Acerinox", "Bankia",
>> "CIE", "MasMovil", "Almirall",
>> "Indra")
>>
>> bwc <- data.frame(
>> symbol=names(bestworst),
>> Accion=namebw,
>> reval=bestworst)
>>
>> | | | | bwc<-cbind(bwfinal2,bwfinal)
>> | | | | colnames(bwc)=c("Accion","reval")
>> | | | | bwc <- as.data.frame(bwc)
>>
>> ... aaaand you know something's
>> happening between here (where bwchist is
>> created), but you don't know what it is,
>> do you, Mr páramo?
>>
>> | | | | colnames(bwchist)=c("Accion","reval")
>> | | | | bwchist <-as.data.frame(bwc[order(bwc$reval), ])
>>
>> Best,
>> Rasmus
>>
>
>
>
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