PerformanceAnalytics Plotting Using Additional Plotting Engines

features added in GSoC 2019

Zeheng ‘Zenith’ Zhou, Justin M. Shea, and Brian G. Peterson

Multiple Plotting Engine

The main purpose of this update is to add multiple plotting engines into the current plotting functions. Functions modified for now are: - chart.Boxplot - chart.TimeSeries - chart.CumReturns - chart.Drawdown - charts.PerformanceSummary

The engines added onto the functions are: - ggplot2 (plot.engine = “ggplot2”) - dygraphPlot (plot.engine = “dygraph”) - googleVis (plot.engine = “googlevis”) - plotly (plotly)

A demo of different plot engines in different functions will be shown as below:

library(PerformanceAnalytics)
library(xts)
library(zoo)
library(ggplot2)
library(plotly)
library(dygraphs)
library(googleVis)
library(gridExtra)

data("edhec")

chart.Boxplot

This function includes plotting engine: “ggplot2”,“plotly”.

plotly

chart.Boxplot(edhec, plot.engine = "plotly", main="demo")

ggplot2

chart.Boxplot(edhec, plot.engine = "ggplot2", main="demo")

chart.TimeSeries

This function includes plotting engine: “ggplot2”,“plotly”,“googlevis”,“dygraph”

dygraphPlot

chart.TimeSeries(edhec,plot.engine = "dygraph",main="demo")

plotly

chart.TimeSeries(edhec,plot.engine = "plotly",main="demo")

ggplot2

chart.TimeSeries(edhec,plot.engine = "ggplot2",main="demo")

chart.CumReturns

This function includes plotting engine: plotly,googlevis,dygraph, and ggplot2

dygraphPlot

chart.CumReturns(edhec,plot.engine = "dygraph",main="demo")

plotly

chart.CumReturns(edhec,plot.engine = "plotly",main="demo")

ggplot2

chart.CumReturns(edhec,plot.engine = "ggplot2",main="demo")

chart.Drawdown

This function includes plotting engine: “ggplot2”,“plotly”,“googlevis”,“dygraph”

dygraphPlot

chart.Drawdown(edhec,plot.engine = "dygraph",main="demo")

plotly

chart.Drawdown(edhec,plot.engine = "plotly",main="demo")

ggplot2

chart.Drawdown(edhec,plot.engine = "ggplot2",main="demo")

charts.PerformanceSummary

This function includes plotting engine: “ggplot2”,“plotly”

plotly

charts.PerformanceSummary(edhec,plot.engine = "plotly",main="demo")

ggplot2

charts.PerformanceSummary(edhec,plot.engine = "ggplot2",main="demo")

## TableGrob (2 x 1) "arrange": 2 grobs
##   z     cells    name           grob
## 1 1 (1-1,1-1) arrange gtable[layout]
## 2 2 (2-2,1-1) arrange gtable[layout]