geom_line 的 ggplot 上 y 轴的比例被聚成一团
scale of the y axis on ggplot for geom_line is bunched up
我正在使用对冲基金数据制作一个 R markdown 文件,用于金融计量经济学的作业 class。我的作业在星期二到期,但我在 pdf_document 中如何渲染我的图形时遇到了一些问题。
```{r Q4}
library(dplyr)
library(ggplot2)
library(scales)
hedgefunds.long <- hedgefunds.long %>% group_by(Strategy) %>% mutate(RET = (log(NAV)- lag(log(NAV))) * 100)
ggplot(hedgefunds.long) + geom_line(aes(x = date, y = RET)) + scale_y_continuous(breaks=pretty_breaks(n=6)) + facet_wrap(~ Strategy, ncol = 2)
我遇到的另一个问题是编织 pdf 文档时位被切断。我想知道是否有办法确保下图中的图例不会在顶部和底部被切断。
watch the labels on the axes
编辑:(稍微更改了corrplot,仍然没有弄清楚调整大小)
corrplot(hedgefundcormatrix, method = "color",addgrid.col = "gray50", tl.cex = 0.8,tl.offset = 0.5, tl.col = "black")
关注每个数据集,
> head(hedgefunds, 10)
# A tibble: 10 × 15
date `Hedge Fund Index` `Convertible Arbitrage` `Dedicated Short Bias`
<date> <dbl> <dbl> <dbl>
1 1993-12-31 100.00 100.00 100.00
2 1994-01-31 101.14 100.36 98.40
3 1994-02-28 97.00 100.51 100.37
4 1994-03-31 93.54 99.54 107.59
5 1994-04-30 91.91 97.03 108.97
6 1994-05-31 93.96 96.04 111.42
7 1994-06-30 93.20 96.24 118.49
8 1994-07-31 93.53 96.37 117.09
9 1994-08-31 96.12 96.33 110.46
10 1994-09-30 96.76 95.18 112.20
# ... with 11 more variables: `Emerging Markets` <dbl>, `Equity Market
# Neutral` <dbl>, `Event Driven` <dbl>, `Event Driven Distressed` <dbl>, `Event
# Driven Multi-Strategy` <dbl>, `Event Driven Risk Arbitrage` <dbl>, `Fixed
# Income Arbitrage` <dbl>, `Global Macro` <dbl>, `Long/Short Equity` <dbl>,
# `Managed Futures` <dbl>, `Multi-Strategy` <dbl>
head(hedgefunds.long, 10)
Source: local data frame [10 x 4]
Groups: Strategy [1]
date Strategy NAV RET
<date> <chr> <dbl> <dbl>
1 1993-12-31 Hedge Fund Index 100.00 NA
2 1994-01-31 Hedge Fund Index 101.14 1.1335510
3 1994-02-28 Hedge Fund Index 97.00 -4.1794717
4 1994-03-31 Hedge Fund Index 93.54 -3.6321826
5 1994-04-30 Hedge Fund Index 91.91 -1.7579315
6 1994-05-31 Hedge Fund Index 93.96 2.2059322
7 1994-06-30 Hedge Fund Index 93.20 -0.8121438
8 1994-07-31 Hedge Fund Index 93.53 0.3534519
9 1994-08-31 Hedge Fund Index 96.12 2.7315170
10 1994-09-30 Hedge Fund Index 96.76 0.6636275
library(tidyr)
hedgefunds.long <- tidyr::gather(hedgefunds, Strategy, NAV, -date)
将尝试此操作,看看是否有效...如果有效,将编辑 post。
R - change size of axis labels for corrplot
我没有可重现的数据来检查,但在我看来图形尺寸太小,迫使你的图形聚在一起。
玩转你身材window的尺寸,具体Q4的身高,还要考虑ncol > 2
的facet_wrap(~ Strategy, ncol = 2)
;以及 Q8 的宽度和高度。
fig.width和fig.height可以加```{r fig.width=x, fig.height=y}
{r Q4, fig.width=7, fig.height=10}
# plot()
如果图形大小无法解决,您可以设置边距
# ggplot margins
gg + theme(plot.margin = unit(c(t,r,b,l), "cm")) # replace t,r,b,l with appropriate values
# plot margins
par(mar=c(b,l,t,r)) # replace b,l,t,r with appropriate values
plot()
我正在使用对冲基金数据制作一个 R markdown 文件,用于金融计量经济学的作业 class。我的作业在星期二到期,但我在 pdf_document 中如何渲染我的图形时遇到了一些问题。
```{r Q4}
library(dplyr)
library(ggplot2)
library(scales)
hedgefunds.long <- hedgefunds.long %>% group_by(Strategy) %>% mutate(RET = (log(NAV)- lag(log(NAV))) * 100)
ggplot(hedgefunds.long) + geom_line(aes(x = date, y = RET)) + scale_y_continuous(breaks=pretty_breaks(n=6)) + facet_wrap(~ Strategy, ncol = 2)
我遇到的另一个问题是编织 pdf 文档时位被切断。我想知道是否有办法确保下图中的图例不会在顶部和底部被切断。
watch the labels on the axes
编辑:(稍微更改了corrplot,仍然没有弄清楚调整大小)
corrplot(hedgefundcormatrix, method = "color",addgrid.col = "gray50", tl.cex = 0.8,tl.offset = 0.5, tl.col = "black")
关注每个数据集,
> head(hedgefunds, 10)
# A tibble: 10 × 15
date `Hedge Fund Index` `Convertible Arbitrage` `Dedicated Short Bias`
<date> <dbl> <dbl> <dbl>
1 1993-12-31 100.00 100.00 100.00
2 1994-01-31 101.14 100.36 98.40
3 1994-02-28 97.00 100.51 100.37
4 1994-03-31 93.54 99.54 107.59
5 1994-04-30 91.91 97.03 108.97
6 1994-05-31 93.96 96.04 111.42
7 1994-06-30 93.20 96.24 118.49
8 1994-07-31 93.53 96.37 117.09
9 1994-08-31 96.12 96.33 110.46
10 1994-09-30 96.76 95.18 112.20
# ... with 11 more variables: `Emerging Markets` <dbl>, `Equity Market
# Neutral` <dbl>, `Event Driven` <dbl>, `Event Driven Distressed` <dbl>, `Event
# Driven Multi-Strategy` <dbl>, `Event Driven Risk Arbitrage` <dbl>, `Fixed
# Income Arbitrage` <dbl>, `Global Macro` <dbl>, `Long/Short Equity` <dbl>,
# `Managed Futures` <dbl>, `Multi-Strategy` <dbl>
head(hedgefunds.long, 10)
Source: local data frame [10 x 4]
Groups: Strategy [1]
date Strategy NAV RET
<date> <chr> <dbl> <dbl>
1 1993-12-31 Hedge Fund Index 100.00 NA
2 1994-01-31 Hedge Fund Index 101.14 1.1335510
3 1994-02-28 Hedge Fund Index 97.00 -4.1794717
4 1994-03-31 Hedge Fund Index 93.54 -3.6321826
5 1994-04-30 Hedge Fund Index 91.91 -1.7579315
6 1994-05-31 Hedge Fund Index 93.96 2.2059322
7 1994-06-30 Hedge Fund Index 93.20 -0.8121438
8 1994-07-31 Hedge Fund Index 93.53 0.3534519
9 1994-08-31 Hedge Fund Index 96.12 2.7315170
10 1994-09-30 Hedge Fund Index 96.76 0.6636275
library(tidyr)
hedgefunds.long <- tidyr::gather(hedgefunds, Strategy, NAV, -date)
将尝试此操作,看看是否有效...如果有效,将编辑 post。 R - change size of axis labels for corrplot
我没有可重现的数据来检查,但在我看来图形尺寸太小,迫使你的图形聚在一起。
玩转你身材window的尺寸,具体Q4的身高,还要考虑ncol > 2
的facet_wrap(~ Strategy, ncol = 2)
;以及 Q8 的宽度和高度。
fig.width和fig.height可以加```{r fig.width=x, fig.height=y}
{r Q4, fig.width=7, fig.height=10}
# plot()
如果图形大小无法解决,您可以设置边距
# ggplot margins
gg + theme(plot.margin = unit(c(t,r,b,l), "cm")) # replace t,r,b,l with appropriate values
# plot margins
par(mar=c(b,l,t,r)) # replace b,l,t,r with appropriate values
plot()