merging shapefile county geodata with R dataframe with missing county data - r

I have a shapefile (US) and a list of counties (biz) with data that I'd like to convert to a choropleth map. There is data missing, so not every county FIPS is present in the biz dataframe. I've filtered both the shapefile and the biz R dataframe so that each contain the same countyfips, but I am still getting the following error when I try to merge the two to create a spatial dataframe.
ERROR while rich displaying an object: Error in sp::SpatialPolygonsDataFrame(polys, data = input#data): row.names of data and Polygons IDs do not match
I've tried:
library(rgdal)
merge(US, biz, by = "FIPS", match.ID = FALSE, duplicateGeoms = T)
and
sp::merge(US, biz, by = "FIPS")
What am I missing here?
Below is how I loaded the shapefile:
# download shape (a little less detail than in the other scripts)
f <- tempfile()
download.file("http://www2.census.gov/geo/tiger/GENZ2010/gz_2010_us_050_00_20m.zip", destfile = f)
unzip(f, exdir = ".")
US <- shapefile("gz_2010_us_050_00_20m.shp")
# leave out AK, HI, and PR (state FIPS: 02, 15, and 72)
US <- US[!(US$STATE %in% c("02","15","72")),]
# create key column
US$FIPS <- paste0(US$STATE, US$COUNTY)
And the following is the first 100 rows of my biz data:
structure(list(FIPS = c(10001, 10003, 10005, 11001, 12001, 12003,
12005, 12007, 12009, 12011, 12013, 12015, 12017, 12019, 12021,
12023, 12027, 12031, 12033, 12035, 12037, 12039, 12041, 12045,
12049, 12051, 12053, 12055, 12057, 12061, 12063, 12065, 12069,
12071, 12073, 12075, 12081, 12083, 12085, 12086, 12087, 12089,
12091, 12093, 12095, 12097, 12099, 12101, 12103, 12105, 12107,
12109, 12111, 12113, 12115, 12117, 12119, 12121, 12123, 12127,
12129, 12131, 12133, 13001, 13009, 13013, 13015, 13021, 13029,
13031, 13033, 13035, 13039, 13045, 13047, 13051, 13055, 13057,
13059, 13063, 13067, 13069, 13071, 13073, 13075, 13077, 13081,
13083, 13085, 13087, 13089, 13095, 13097, 13103, 13105, 13107,
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1.213838, 1.2140356, 1.0433682, 1.1867946, 1.0998459, 1.1968888,
0.9863519, 1.0743337, 1.2542336, 1.2588876, 1.167894, 1.0432669,
1.0626454, 0.88172776, 1.0901438, 1.1371455, 1.1487094, 1.0707088,
1.1323296, 1.0424548, 1.3017348, 0.7089147, 0.99225324, 1.006372,
1.0797297, 1.0777289, 1.0685663, 1.1497757, 1.0380225, 1.1510758,
1.0681523, 1.1533836, 1.1480858, 1.109215, 1.0647533, 1.108393,
0.86751366, 1.1352568, 1.250612, 1.1412742, 0.9820876, 1.0141772,
0.9327179, 0.9930749, 1.0881922, 1.2074403, 1.0714755, 1.1362286,
1.1118767, 0.96056145, 1.2471367, 1.2069551, 0.9745213, 1.0848411,
1.1748116, 1.166508, 1.1300496, 1.1630167, 1.1959319, 1.1653817,
1.0205215, 1.0896816, 1.0423381, 1.0528433, 1.1218456, 1.1675899,
1.1556351, 1.0114185, 1.0285435, 1.2299659, 1.0582013, 1.1651775,
1.124054, 1.0567757, 1.1237862, 1.135855, 0.9389708, 1.0796958,
0.9262693, 0.8858328, 1.1860313, 0.9620687, 1.1273029, 1.0348538,
1.1883315, 1.1845229, 1.0326669, 1.0741078, 1.1087412, 1.0355263,
1.1264266, 1.0276779, 0.95914507, 0.9550716, 1.1294575, 1.1779915,
1.1125866)), row.names = c(NA, -100L), class = c("tbl_df", "tbl",
"data.frame"))
This is how I filtered the two dataframes to have the same county fips:
US <- US[which(US$FIPS %in% c(test$FIPS)),]
biz <- biz[which(biz$FIPS %in% c(US$FIPS)),]
Any help would be greatly appreciated!

Related

chart.TimeSeries can't add labels or change line type

I am having some trouble with visualizing cumulative returns in R. For some reason I can't change the axis labels and line type in chart.TimeSeries or chart.CumReturns from the PerformanceAnalytics package. Changes in the line type do appear in the legend.
My code:
ret_compare <- cbind(conventional.scaled.returns.monthly, conditional.scaled.returns.monthly, unscaled.returns.monthly)
cum_ret_compare <- cumprod(ret_compare+1)
chart.TimeSeries(cum_ret_compare, ylab = "Cumulatief rendement", colorset= c(2,3,1),lty = 2, legend.loc = "topleft")
The plot I get:
A screenshot of the data I used (below is the full dput() output):
The data I used (dput(ret_compare)):
structure(c(0.0565939990771869, -0.0347482427707391, -0.0277900457059636,
0.0429234080870222, -0.0718787783241953, -0.016863029966348,
0.059355733239068, 0.037562234119064, -0.0677988560026864, 0.0600705787852096,
-0.0517080807079698, 0.00180517117961099, -0.0209223756892264,
0.0272845085630986, 0.0837601002893609, 0.0359655556488165, 0.0289223567394459,
0.00786503568014307, 0.0613306520140755, -0.0691778150018606,
0.0326380403566631, -0.0133417659847783, 0.0124121161628492,
0.0642708816666793, 0.00507849967404161, 0.0261052878209909,
0.0151493267776062, 0.00676515233437147, 0.00653446817356351,
0.0150714363479285, -0.050143190382553, 0.0345058557122753, 0.0441645265494663,
0.0330199447063566, 0.080567937081057, 0.0316571988327838, 0.000198181362019767,
0.0208690458801075, 0.0504761702266239, -0.00550425517164699,
0.0399051303505815, 0.0599723999392408, 0.0568078556781997, -0.047301231431996,
0.0883885279858534, -0.0511316915459871, 0.00804493275737861,
0.0299441033050929, 0.0334788931639478, 0.0582014365192993, 0.0678197532602445,
0.0159992998095304, 0.0125443303556689, 0.00819301763612046,
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-0.0576089770159162, 0.0647885069687177), .Dim = c(336L, 3L), .Dimnames = list(
NULL, c("Conventionele.strategie", "Conditionele.strategie",
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Similar to you, I could only affect the legend by changing lty or lwd parameters. The package authors state that
"This function is intended to be used inside other charting functions."
— ?chart.TimeSeries
Indeed, you can select a plot.engine by passing it a function argument: plot.engine = "ggplot2" will return and plot a ggplot graph, "plotly" an interactive plotly-plot and so on. Then again you'll need the corresponding libraries installed and some basic aquaintance with each package (so I wonder why to use chart.TimeSeries as a wrapper anyway).
Edit - two alternatives to plot your data with library(ggplot2)
Fast and simple:
cum_ret_compare %>% autoplot.zoo
with basic dplyr and ggplot operations:
my_plot <-
cum_ret_compare %>%
as.data.frame %>%
mutate(Date = as.Date(time(cum_ret_compare))) %>% ## extract date to column Date
## stack variables instead of side-by-side
## to easier apply variable-wise color further down:
pivot_longer(cols = -Date,
names_to = 'strategy_type',
values_to = 'value'
) %>%
## construct ggplot
ggplot(aes(Date, value)) +
## add lines per strategy_type
geom_line(aes(col = strategy_type),
lty = 1, ## linetype
lwd = .1 ## linewidth
) +
labs(x = 'Date', y = 'cum. return')
## plot it:
my_plot
## make it look impressive ;-)
library(ggthemes)
my_plot + theme_economist()

Updating dataframe column value by referring to another dataframe

My first data frame (df) contains Entrydate and ExitDate columns. Another dataframe (n1) has all trading dates. I need a new column in first dataframe calculated as number of days as calculated from the second dataframe. How do I call this dayCount function for each row of df. When I try to use mapply, I am unable to pass n1 as a parameter.
dayCount <- function (startDate, endDate, n1) {
return (nrow(subset(n1, Date >= startDate & Date <= endDate)))
}
df<- structure(list(EntryDate = structure(c(11355, 11418, 11436, 11449,
11520, 11523, 11548, 11620, 11768, 11773), class = "Date"), ExitDate = structure(c(11360,
11422, 11438, 11457, 11522, 11526, 11554, 11625, 11772, 11778
), class = "Date")), row.names = c(22L, 65L, 76L, 84L, 135L,
138L, 155L, 204L, 305L, 307L), class = "data.frame")
n1<- structure(c(11354, 11355, 11358, 11359, 11360, 11361, 11362,
11365, 11366, 11367, 11368, 11369, 11372, 11373, 11374, 11375,
11376, 11379, 11380, 11381, 11382, 11383, 11386, 11388, 11389,
11390, 11393, 11394, 11395, 11396, 11397, 11400, 11401, 11402,
11403, 11404, 11407, 11408, 11409, 11410, 11411, 11414, 11415,
11416, 11418, 11421, 11422, 11423, 11424, 11428, 11429, 11430,
11431, 11432, 11435, 11436, 11437, 11438, 11439, 11442, 11444,
11445, 11446, 11449, 11450, 11451, 11452, 11453, 11456, 11457,
11458, 11459, 11460, 11463, 11464, 11465, 11466, 11467, 11470,
11471, 11472, 11473, 11474, 11477, 11478, 11479, 11480, 11481,
11484, 11485, 11486, 11487, 11488, 11491, 11492, 11493, 11494,
11495, 11498, 11499, 11500, 11501, 11502, 11505, 11506, 11507,
11508, 11509, 11512, 11513, 11514, 11515, 11516, 11519, 11520,
11521, 11522, 11523, 11526, 11527, 11528, 11529, 11530, 11533,
11534, 11535, 11536, 11537, 11540, 11541, 11542, 11543, 11544,
11547, 11548, 11550, 11551, 11554, 11555, 11557, 11558, 11561,
11562, 11563, 11564, 11565, 11568, 11569, 11570, 11571, 11572,
11575, 11576, 11577, 11578, 11579, 11582, 11583, 11584, 11585,
11586, 11589, 11590, 11591, 11592, 11593, 11596, 11598, 11599,
11600, 11603, 11604, 11605, 11606, 11607, 11610, 11611, 11612,
11613, 11614, 11617, 11618, 11619, 11620, 11624, 11625, 11626,
11627, 11628, 11631, 11632, 11633, 11634, 11635, 11638, 11639,
11640, 11641, 11645, 11646, 11647, 11648, 11649, 11652, 11653,
11654, 11655, 11659, 11660, 11661, 11662, 11663, 11666, 11667,
11668, 11669, 11670, 11674, 11675, 11676, 11677, 11680, 11682,
11683, 11684, 11687, 11688, 11689, 11690, 11691, 11694, 11695,
11696, 11697, 11698, 11701, 11702, 11703, 11704, 11705, 11708,
11709, 11710, 11711, 11712, 11715, 11716, 11717, 11718, 11719,
11722, 11723, 11724, 11725, 11726, 11729, 11730, 11731, 11732,
11733, 11736, 11737, 11738, 11739, 11740, 11743, 11744, 11745,
11746, 11747, 11750, 11751, 11752, 11753, 11754, 11757, 11758,
11759, 11760, 11761, 11764, 11765, 11766, 11767, 11768, 11772,
11773, 11774, 11778), class = "Date")
You can use %in% to count number of days in n1 between each EntryDate and ExitDate.
df$dayCount <- colSums(mapply(function(x, y) n1 %in% seq(x, y, by = '1 day'),
df$EntryDate, df$ExitDate))
df
# EntryDate ExitDate dayCount
#22 2001-02-02 2001-02-07 4
#65 2001-04-06 2001-04-10 3
#76 2001-04-24 2001-04-26 3
#84 2001-05-07 2001-05-15 7
#135 2001-07-17 2001-07-19 3
#138 2001-07-20 2001-07-23 2
#155 2001-08-14 2001-08-20 4
#204 2001-10-25 2001-10-30 3
#305 2002-03-22 2002-03-26 2
#307 2002-03-27 2002-04-01 3

What is the format of "{123, affdsf, 223, 22, dgbwa, 33333}"?

I have the following format, please advise how to convert it to a list in R?
"{1948, 2507, 2510, 7030, 7110, 9009, 00027, 00206, 00399, 00717, 00814, 00828, 00848, 00917, 01050, 01105, 01144, 02130, 02768, 03037, 03752, 03754, 04070, 04110, 05050, 05255, 05289, 05564, 05595, 06100, 06330, 06671, 07041, 07119, 07137, 07273, 07313, 07454, 07871, 08104, 08714, 08726, 08995, 09059, 09073, 09525, 09949, 09981, 10092, 10439, 10782, 11185, 11507, 11712, 11806, 11858, 11980, 12067, 12113, 12139, 12643, 13820, 14534, 15007, 15014, 15549, 15953, 16151, 16174, 16634, 16733, 16888, 17111, 17207, 17377, 17721, 17900, 18118, 18400, 18686, 18880, 19080, 19342, 19444, 19772, 19790, 19891, 20091, 20245, 20402, 20811, 21114, 21345, 21811, 21881, 22222, 22311, 22320, 22831, 22969, 23251, 23572, 23734, 23862, 23889, 24034, 24463, 25172, 25688, 26143, 26221, 26803, 26850, 26898, 27497, 28291, 28343, 29411, 29419, 30024, 30561, 30923, 31345, 31351, 31555, 31927, 32198, 32861, 33020, 33040, 33095, 33188, 33311, 33368, 33377, 33475, 33519, 33574, 33592, 34207, 34235, 34272, 34484, 34854, 34872, 34875, 34876, 34880, 35222, 35292, 35344, 36177, 36266, 37038, 37060, 37548, 37686, 37700, 38139, 39368, 39369, 39633, 40132, 40698, 40704, 40744, 40819, 41311, 41971, 42102, 42616, 43055, 43211, 43234, 43428, 43494, 43934, 44117, 44252, 44272, 44301, 44336, 44619, 44866, 44888, 45049, 45197, 45412, 45718, 46694, 46736, 47000, 48046, 48540, 49078, 49109, 49216, 49388, 49464, 50056, 50155, 50217, 50477, 50692, 51122, 51445, 51946, 52475, 52537, 52982, 54011, 54031, 54160, 54963, 55000, 55537, 56080, 56163, 56282, 56760, 56787, 57102, 57727, 57871, 58101, 58558, 58882, 59902, 60225, 60397, 60501, 60619, 60703, 60890, 61075, 61894, 61944, 62322, 62337, 62380, 62413, 62729, 62766, 62923, 63010, 63234, 63977, 64127, 65359, 65428, 65542, 65750, 65863, 66184, 66636, 66712, 67201, 67439, 67953, 68133, 68854, 69251, 69959, 70107, 70725, 70768, 71081, 71099, 71948, 72013, 72377, 72400, 72420, 72735, 73000, 73015, 73142, 73223, 73455, 73717, 74049, 74492, 74854, 74941, 75142, 75399, 75464, 75587, 75618, 75642, 75887, 76357, 76651, 77199, 77302, 77456, 77579, 77601, 77649, 77668, 77694, 77745, 78006, 78010, 78178, 78335, 78656, 78729, 78808, 78824, 78844, 78945, 79416, 79471, 79915, 80077, 80111, 80189, 80262, 80409, 80470, 80529, 80539, 80838, 81272, 81513, 81658, 81740, 81743, 81762, 81843, 82001, 82070, 82106, 82342, 82472, 82719, 83670, 84009, 84151, 84299, 84430, 84450, 84460, 84945, 86411, 86443, 86446, 86668, 86942, 87286, 87317, 87624, 87785, 88023, 88517, 88696, 88787, 88868, 88977, 89206, 90108, 90440, 90734, 90802, 90849, 90920, 90931, 91011, 91031, 91133, 91777, 91949, 92162, 92494, 93012, 93172, 94300, 94517, 95142, 95410, 95559, 95859, 96112, 97255, 97787, 97986, 98240, 98817, 99050, 99198, 99222, 99241, 99295, 99326, 99335, 99503, 99603, 99643, 99803, 99968}"
THIS IS NOT A DUPLICATE OF convert json to list in a vectorized way in R
IT'S COMPLETELY DIFFERENT BECAUSE THE FORMAT IS ABSOLUTELY DIFFERENT.
Try this one line code:
as.numeric(sapply(strsplit(substr(j,2,nchar(j)-1),split = ","),trimws))
[1] 1948 2507 2510 7030 7110 9009 27 206 399 717 814 828 848 917 1050 1105 1144
[18] 2130 2768 3037 3752 3754 4070 4110 5050 5255 5289 5564 5595 6100 6330 6671 7041 7119
[35] 7137 7273 7313 7454 7871 8104 8714 8726 8995 9059 9073 9525 9949 9981 10092 10439 10782
[52] 11185 11507 11712 11806 11858 11980 12067 12113 1213 ..
Your input:
j<-"{1948, 2507, 2510, 7030, 7110, 9009, 00027, 00206, 00399, 00717, 00814, 00828, 00848, 00917, 01050, 01105, 01144, 02130, 02768, 03037, 03752, 03754, 04070, 04110, 05050, 05255, 05289, 05564, 05595, 06100, 06330, 06671, 07041, 07119, 07137, 07273, 07313, 07454, 07871, 08104, 08714, 08726, 08995, 09059, 09073, 09525, 09949, 09981, 10092, 10439, 10782, 11185, 11507, 11712, 11806, 11858, 11980, 12067, 12113, 12139, 12643, 13820, 14534, 15007, 15014, 15549, 15953, 16151, 16174, 16634, 16733, 16888, 17111, 17207, 17377, 17721, 17900, 18118, 18400, 18686, 18880, 19080, 19342, 19444, 19772, 19790, 19891, 20091, 20245, 20402, 20811, 21114, 21345, 21811, 21881, 22222, 22311, 22320, 22831, 22969, 23251, 23572, 23734, 23862, 23889, 24034, 24463, 25172, 25688, 26143, 26221, 26803, 26850, 26898, 27497, 28291, 28343, 29411, 29419, 30024, 30561, 30923, 31345, 31351, 31555, 31927, 32198, 32861, 33020, 33040, 33095, 33188, 33311, 33368, 33377, 33475, 33519, 33574, 33592, 34207, 34235, 34272, 34484, 34854, 34872, 34875, 34876, 34880, 35222, 35292, 35344, 36177, 36266, 37038, 37060, 37548, 37686, 37700, 38139, 39368, 39369, 39633, 40132, 40698, 40704, 40744, 40819, 41311, 41971, 42102, 42616, 43055, 43211, 43234, 43428, 43494, 43934, 44117, 44252, 44272, 44301, 44336, 44619, 44866, 44888, 45049, 45197, 45412, 45718, 46694, 46736, 47000, 48046, 48540, 49078, 49109, 49216, 49388, 49464, 50056, 50155, 50217, 50477, 50692, 51122, 51445, 51946, 52475, 52537, 52982, 54011, 54031, 54160, 54963, 55000, 55537, 56080, 56163, 56282, 56760, 56787, 57102, 57727, 57871, 58101, 58558, 58882, 59902, 60225, 60397, 60501, 60619, 60703, 60890, 61075, 61894, 61944, 62322, 62337, 62380, 62413, 62729, 62766, 62923, 63010, 63234, 63977, 64127, 65359, 65428, 65542, 65750, 65863, 66184, 66636, 66712, 67201, 67439, 67953, 68133, 68854, 69251, 69959, 70107, 70725, 70768, 71081, 71099, 71948, 72013, 72377, 72400, 72420, 72735, 73000, 73015, 73142, 73223, 73455, 73717, 74049, 74492, 74854, 74941, 75142, 75399, 75464, 75587, 75618, 75642, 75887, 76357, 76651, 77199, 77302, 77456, 77579, 77601, 77649, 77668, 77694, 77745, 78006, 78010, 78178, 78335, 78656, 78729, 78808, 78824, 78844, 78945, 79416, 79471, 79915, 80077, 80111, 80189, 80262, 80409, 80470, 80529, 80539, 80838, 81272, 81513, 81658, 81740, 81743, 81762, 81843, 82001, 82070, 82106, 82342, 82472, 82719, 83670, 84009, 84151, 84299, 84430, 84450, 84460, 84945, 86411, 86443, 86446, 86668, 86942, 87286, 87317, 87624, 87785, 88023, 88517, 88696, 88787, 88868, 88977, 89206, 90108, 90440, 90734, 90802, 90849, 90920, 90931, 91011, 91031, 91133, 91777, 91949, 92162, 92494, 93012, 93172, 94300, 94517, 95142, 95410, 95559, 95859, 96112, 97255, 97787, 97986, 98240, 98817, 99050, 99198, 99222, 99241, 99295, 99326, 99335, 99503, 99603, 99643, 99803, 99968}"
This code removes first and last character of the string ("{" and "}" characters), splits values by "," and removes whitespaces using trimws. After that it moves the format to number.
If it happens your data actually is json, stick with the rjson package. This answer is assuming your data is not json (since rjson::fromjson throws an error on your data)
Try:
string <- "{1948, 2507, 2510, 7030, 7110, 9009, 00027, 00206, 00399, 00717, 00814, 00828, 00848, 00917, 01050, 01105, 01144, 02130, 02768, 03037, 03752, 03754, 04070, 04110, 05050, 05255, 05289, 05564, 05595, 06100, 06330, 06671, 07041, 07119, 07137, 07273, 07313, 07454, 07871, 08104, 08714, 08726, 08995, 09059, 09073, 09525, 09949, 09981, 10092, 10439, 10782, 11185, 11507, 11712, 11806, 11858, 11980, 12067, 12113, 12139, 12643, 13820, 14534, 15007, 15014, 15549, 15953, 16151, 16174, 16634, 16733, 16888, 17111, 17207, 17377, 17721, 17900, 18118, 18400, 18686, 18880, 19080, 19342, 19444, 19772, 19790, 19891, 20091, 20245, 20402, 20811, 21114, 21345, 21811, 21881, 22222, 22311, 22320, 22831, 22969, 23251, 23572, 23734, 23862, 23889, 24034, 24463, 25172, 25688, 26143, 26221, 26803, 26850, 26898, 27497, 28291, 28343, 29411, 29419, 30024, 30561, 30923, 31345, 31351, 31555, 31927, 32198, 32861, 33020, 33040, 33095, 33188, 33311, 33368, 33377, 33475, 33519, 33574, 33592, 34207, 34235, 34272, 34484, 34854, 34872, 34875, 34876, 34880, 35222, 35292, 35344, 36177, 36266, 37038, 37060, 37548, 37686, 37700, 38139, 39368, 39369, 39633, 40132, 40698, 40704, 40744, 40819, 41311, 41971, 42102, 42616, 43055, 43211, 43234, 43428, 43494, 43934, 44117, 44252, 44272, 44301, 44336, 44619, 44866, 44888, 45049, 45197, 45412, 45718, 46694, 46736, 47000, 48046, 48540, 49078, 49109, 49216, 49388, 49464, 50056, 50155, 50217, 50477, 50692, 51122, 51445, 51946, 52475, 52537, 52982, 54011, 54031, 54160, 54963, 55000, 55537, 56080, 56163, 56282, 56760, 56787, 57102, 57727, 57871, 58101, 58558, 58882, 59902, 60225, 60397, 60501, 60619, 60703, 60890, 61075, 61894, 61944, 62322, 62337, 62380, 62413, 62729, 62766, 62923, 63010, 63234, 63977, 64127, 65359, 65428, 65542, 65750, 65863, 66184, 66636, 66712, 67201, 67439, 67953, 68133, 68854, 69251, 69959, 70107, 70725, 70768, 71081, 71099, 71948, 72013, 72377, 72400, 72420, 72735, 73000, 73015, 73142, 73223, 73455, 73717, 74049, 74492, 74854, 74941, 75142, 75399, 75464, 75587, 75618, 75642, 75887, 76357, 76651, 77199, 77302, 77456, 77579, 77601, 77649, 77668, 77694, 77745, 78006, 78010, 78178, 78335, 78656, 78729, 78808, 78824, 78844, 78945, 79416, 79471, 79915, 80077, 80111, 80189, 80262, 80409, 80470, 80529, 80539, 80838, 81272, 81513, 81658, 81740, 81743, 81762, 81843, 82001, 82070, 82106, 82342, 82472, 82719, 83670, 84009, 84151, 84299, 84430, 84450, 84460, 84945, 86411, 86443, 86446, 86668, 86942, 87286, 87317, 87624, 87785, 88023, 88517, 88696, 88787, 88868, 88977, 89206, 90108, 90440, 90734, 90802, 90849, 90920, 90931, 91011, 91031, 91133, 91777, 91949, 92162, 92494, 93012, 93172, 94300, 94517, 95142, 95410, 95559, 95859, 96112, 97255, 97787, 97986, 98240, 98817, 99050, 99198, 99222, 99241, 99295, 99326, 99335, 99503, 99603, 99643, 99803, 99968}"
string as list of characters:
string_as_list_char <- as.list(strsplit(gsub('\\{|\\}', '', string), ", "))[[1]]
or converted to numeric:
string_as_list_num <- as.list(as.numeric(strsplit(gsub('\\{|\\}', '', string), ", ")[[1]]))

R - Color or shade area between lines

I'm trying to replicate with R a chart I made on Excel, which should represent a 95% Confidence Interval (CI) around a time series forecast. The Excel chart looks like this:
So, basically, the original historical time series and from a certain point in time the forecast of what it could be with its respective CI.
They way it's done on Excel is a bit inefficient:
I have four time series which overlap much of the time;
The actual/historical time series (blue line above) simply stops when the forecast begins;
The forecast (dotted red above) is simply hidden below the blue one until the forecast period begins;
Then I have a time series representing the difference between the the upper bound and the lower bound of the CI, which playing around with Excel Stacked Areas charts, becomes the shaded area in the chart above.
Obviously, the computation to generate the forecast and the CIs is much faster and easier to generalize and use with R, and while I could complete the task on R and then simply copy the output on Excel to draw the chart, doing everything in R would be much nicer.
At the end of the question I provided the raw data with dput() as suggested by #MLavoie.
Here the packages I loaded (not sure you need them all here, but they are the ones I usually work with):
require(zoo)
require(xts)
require(lattice)
require(latticeExtra)
My data looks like this for the first 100 rows:
> head(data)
fifth_percentile Median nintyfifth_percentile
2017-06-18 1.146267 1.146267 1.146267
2017-06-19 1.134643 1.134643 1.134643
2017-06-20 1.125664 1.125664 1.125664
2017-06-21 1.129037 1.129037 1.129037
2017-06-22 1.147542 1.147542 1.147542
2017-06-23 1.159989 1.159989 1.159989
Then after the 100 data point, the time series start to diverge and at the end they look like this:
> tail(data)
fifth_percentile Median nintyfifth_percentile
2017-12-30 0.9430930 1.125844 1.341603
2017-12-31 0.9435227 1.127391 1.354928
2018-01-01 0.9417235 1.124625 1.355527
2018-01-02 0.9470077 1.124088 1.361420
2018-01-03 0.9571596 1.127299 1.364005
2018-01-04 0.9515535 1.127978 1.369536
Solution provided by DaveTurek
Thanks to DaveTurek I've found the answer. However, only difference is that for my xts dataframe, apparently, I need first to convert each column to numbers (with as.numeric()). No idea if that stems from me doing something wrong with xts and lattice, or it is the only way to achieve it using DaveTurek suggestion. Will try to investigate it further.
Here is the code to generate the chart:
x = index(data[1:100,2])
y = as.numeric(data[1:100,2])
ex.x = index(data[101:200,2])
ex.y = as.numeric(data[101:200,2])
ex.lo = as.numeric(data[101:200,1])
ex.hi = as.numeric(data[101:200,3])
xyplot(y~x, ylim = c(0.9,1.4),
panel=function(x,y,...) {
panel.lines(x,y,lwd=2,col=4)
panel.polygon(c(ex.x,rev(ex.x)),c(ex.lo,rev(ex.hi)),border=NA,col=5)
panel.lines(ex.x,ex.y,lwd=2,col=2)
})
And here the final result:
Here is the final dataset, from dput(), that I'm trying to plot:
> dput(data)
structure(c(1.14626724930899, 1.13464279067717, 1.12566420479952,
1.12903662366847, 1.14754211999921, 1.15998855701439, 1.15274364578958,
1.16226441955745, 1.16169992687419, 1.16520028734587, 1.16823402018407,
1.19832130049664, 1.18411773220697, 1.18531274215286, 1.16421444455115,
1.17108139956539, 1.18392357740377, 1.20103911352579, 1.17791736605905,
1.18277944964829, 1.20162550199013, 1.19665058179752, 1.19411188122108,
1.19367558590966, 1.19803272562951, 1.20600155861871, 1.22189449901607,
1.22072774140118, 1.22312376195254, 1.25355505518571, 1.25895911759195,
1.2613354420716, 1.24440525381363, 1.24444079462029, 1.24168652168112,
1.24154936710117, 1.23440527301777, 1.22592718438811, 1.21709102449773,
1.21448030929365, 1.23109601090898, 1.24401127451953, 1.23953314346685,
1.21863565024168, 1.20834325548551, 1.20281193695583, 1.20405850724191,
1.19608032796923, 1.22008184095742, 1.21675995421116, 1.20198916403093,
1.20029121301547, 1.18822375424598, 1.19007923345344, 1.19285965857709,
1.1971013197471, 1.1776860331227, 1.18028531916998, 1.18394951589397,
1.16712430930941, 1.17827461393349, 1.18751430033172, 1.21482260909863,
1.2167262724184, 1.21729489152574, 1.21847062594996, 1.21932070698031,
1.19678189566773, 1.17678214957629, 1.17586968485613, 1.16903708967946,
1.16967697995898, 1.14498266161799, 1.12782282645368, 1.11540004479973,
1.12639853863918, 1.11402516325222, 1.10511837662567, 1.10600107687395,
1.10243149863659, 1.10404564773364, 1.12949458422398, 1.11679224666313,
1.11338078540871, 1.10762728498848, 1.12437898939299, 1.11572706259347,
1.1148111967932, 1.12358625045939, 1.11169207274881, 1.13009253108247,
1.13772927166761, 1.12550770863279, 1.13062401691547, 1.12821231512428,
1.13174620070443, 1.13072790983063, 1.1428325334377, 1.12739171867048,
1.1214997813059, 1.11870510839984, 1.096148222775, 1.08805136310032,
1.08701594286129, 1.08047984136855, 1.07939438148434, 1.0684082570972,
1.06497159411023, 1.05820047926833, 1.06322519359802, 1.06234781015662,
1.05431808916504, 1.054405104791, 1.05330182895869, 1.04787681441803,
1.041698698458, 1.03870702538097, 1.03300007904201, 1.02741553353049,
1.03525701392318, 1.0339774223954, 1.0328464056954, 1.03100871401712,
1.03348765946373, 1.03473218333386, 1.02942612874379, 1.02109481188296,
1.02301597272716, 1.01553904377803, 1.0031650628692, 1.00779708136199,
1.01322764666693, 1.01964272925677, 1.02125480865504, 1.02300342204156,
1.02563993245866, 1.02972111884963, 1.02048756192688, 1.00481457379443,
1.00512607721887, 1.01094340128446, 1.01377432300649, 1.01170553705668,
1.00551128145228, 1.00612634442438, 1.00735643866839, 1.0080606590012,
0.985706701720841, 0.982234200010558, 0.975314534071082, 0.973611418201841,
0.968118612511537, 0.973092829667201, 0.975599110408158, 0.967214930243667,
0.968569928969912, 0.963572085616274, 0.964901787179726, 0.957782708788541,
0.951868416101986, 0.956694066411684, 0.956937537219092, 0.956303331651844,
0.947880835881923, 0.956308493824626, 0.948146077843001, 0.945939091828748,
0.945082701640947, 0.937222489932819, 0.937989843132858, 0.948712728941467,
0.939050882255992, 0.946264846068344, 0.944926693194716, 0.946825914432391,
0.939070104432721, 0.950666108330947, 0.949365988007735, 0.943616625744159,
0.946600795357699, 0.941276090147603, 0.939957902451166, 0.941523527816784,
0.946611480333791, 0.959236316317354, 0.96165367272139, 0.957508302724503,
0.954774123925477, 0.960811125123549, 0.956525507301749, 0.948237690612711,
0.951299123137395, 0.945212566792479, 0.94507842203255, 0.942735006048921,
0.943093032220433, 0.943522672031737, 0.941723495992432, 0.947007713852018,
0.95715960245335, 0.951553478810637, 1.14626724930899, 1.13464279067717,
1.12566420479952, 1.12903662366847, 1.14754211999921, 1.15998855701439,
1.15274364578958, 1.16226441955745, 1.16169992687419, 1.16520028734587,
1.16823402018407, 1.19832130049664, 1.18411773220697, 1.18531274215286,
1.16421444455115, 1.17108139956539, 1.18392357740377, 1.20103911352579,
1.17791736605905, 1.18277944964829, 1.20162550199013, 1.19665058179752,
1.19411188122108, 1.19367558590966, 1.19803272562951, 1.20600155861871,
1.22189449901607, 1.22072774140118, 1.22312376195254, 1.25355505518571,
1.25895911759195, 1.2613354420716, 1.24440525381363, 1.24444079462029,
1.24168652168112, 1.24154936710117, 1.23440527301777, 1.22592718438811,
1.21709102449773, 1.21448030929365, 1.23109601090898, 1.24401127451953,
1.23953314346685, 1.21863565024168, 1.20834325548551, 1.20281193695583,
1.20405850724191, 1.19608032796923, 1.22008184095742, 1.21675995421116,
1.20198916403093, 1.20029121301547, 1.18822375424598, 1.19007923345344,
1.19285965857709, 1.1971013197471, 1.1776860331227, 1.18028531916998,
1.18394951589397, 1.16712430930941, 1.17827461393349, 1.18751430033172,
1.21482260909863, 1.2167262724184, 1.21729489152574, 1.21847062594996,
1.21932070698031, 1.19678189566773, 1.17678214957629, 1.17586968485613,
1.16903708967946, 1.16967697995898, 1.14498266161799, 1.12782282645368,
1.11540004479973, 1.12639853863918, 1.11402516325222, 1.10511837662567,
1.10600107687395, 1.10243149863659, 1.10404564773364, 1.12949458422398,
1.11679224666313, 1.11338078540871, 1.10762728498848, 1.12437898939299,
1.11572706259347, 1.1148111967932, 1.12358625045939, 1.11169207274881,
1.13009253108247, 1.13772927166761, 1.12550770863279, 1.13062401691547,
1.12821231512428, 1.13174620070443, 1.13072790983063, 1.1428325334377,
1.12739171867048, 1.1214997813059, 1.11870510839984, 1.11811303551412,
1.11855383782522, 1.11981261957516, 1.12096887905804, 1.12162710713999,
1.12015553029278, 1.12189306008921, 1.1236834173899, 1.12204149206779,
1.12075809542535, 1.12116672935174, 1.12216772364685, 1.11821915571021,
1.12117719223463, 1.11896003906963, 1.11563621625852, 1.1183625095638,
1.12053072892388, 1.1216348268255, 1.12317377733957, 1.11873136428952,
1.12267083202989, 1.12642930089215, 1.13027646770951, 1.13129632891931,
1.12700346009603, 1.12060488827701, 1.12390899402613, 1.13129350591169,
1.12786650327192, 1.1274201121913, 1.13101906643359, 1.12727135093377,
1.12458327192256, 1.12259738972645, 1.12097982776572, 1.12073621452193,
1.12364872830763, 1.12644326299714, 1.12556263098661, 1.12797963752343,
1.12734519199847, 1.1261793072762, 1.12911407446825, 1.12754878937943,
1.12777579027467, 1.12554965831588, 1.12324469267853, 1.12231558194992,
1.12135908710208, 1.11923353817423, 1.12345300992675, 1.12186883237389,
1.12173652640663, 1.12488148969114, 1.12664301925369, 1.12294230775256,
1.12393650688095, 1.13038044949978, 1.12822226676967, 1.12934384230215,
1.1217648908055, 1.12218158739803, 1.12302651609468, 1.12682187689922,
1.13537701046932, 1.13172108462183, 1.1374053505525, 1.13498257452656,
1.12692005654471, 1.13210629725645, 1.12868775509168, 1.13073909215368,
1.13098804355869, 1.13353301668386, 1.13336476594698, 1.13233873705211,
1.12667020676157, 1.12133152301322, 1.12418759586717, 1.12048022460741,
1.12798162212357, 1.13053093896994, 1.12019367019997, 1.12422483586498,
1.11303086301782, 1.11986711815552, 1.12504718249418, 1.11341517044014,
1.12495096618792, 1.12995127061511, 1.13538401552385, 1.13145536081928,
1.1264465959783, 1.12584386458867, 1.1273908895838, 1.12462482614994,
1.1240880626286, 1.12729907535003, 1.12797751377714, 1.14626724930899,
1.13464279067717, 1.12566420479952, 1.12903662366847, 1.14754211999921,
1.15998855701439, 1.15274364578958, 1.16226441955745, 1.16169992687419,
1.16520028734587, 1.16823402018407, 1.19832130049664, 1.18411773220697,
1.18531274215286, 1.16421444455115, 1.17108139956539, 1.18392357740377,
1.20103911352579, 1.17791736605905, 1.18277944964829, 1.20162550199013,
1.19665058179752, 1.19411188122108, 1.19367558590966, 1.19803272562951,
1.20600155861871, 1.22189449901607, 1.22072774140118, 1.22312376195254,
1.25355505518571, 1.25895911759195, 1.2613354420716, 1.24440525381363,
1.24444079462029, 1.24168652168112, 1.24154936710117, 1.23440527301777,
1.22592718438811, 1.21709102449773, 1.21448030929365, 1.23109601090898,
1.24401127451953, 1.23953314346685, 1.21863565024168, 1.20834325548551,
1.20281193695583, 1.20405850724191, 1.19608032796923, 1.22008184095742,
1.21675995421116, 1.20198916403093, 1.20029121301547, 1.18822375424598,
1.19007923345344, 1.19285965857709, 1.1971013197471, 1.1776860331227,
1.18028531916998, 1.18394951589397, 1.16712430930941, 1.17827461393349,
1.18751430033172, 1.21482260909863, 1.2167262724184, 1.21729489152574,
1.21847062594996, 1.21932070698031, 1.19678189566773, 1.17678214957629,
1.17586968485613, 1.16903708967946, 1.16967697995898, 1.14498266161799,
1.12782282645368, 1.11540004479973, 1.12639853863918, 1.11402516325222,
1.10511837662567, 1.10600107687395, 1.10243149863659, 1.10404564773364,
1.12949458422398, 1.11679224666313, 1.11338078540871, 1.10762728498848,
1.12437898939299, 1.11572706259347, 1.1148111967932, 1.12358625045939,
1.11169207274881, 1.13009253108247, 1.13772927166761, 1.12550770863279,
1.13062401691547, 1.12821231512428, 1.13174620070443, 1.13072790983063,
1.1428325334377, 1.12739171867048, 1.1214997813059, 1.11870510839984,
1.14162401974592, 1.15630966411729, 1.15992199767135, 1.16683144867851,
1.16928280999155, 1.17287782220285, 1.18184525262982, 1.17555305757354,
1.18031492211593, 1.18142628277888, 1.18307577052783, 1.18257404220722,
1.19421117710041, 1.19403330560815, 1.19510080390052, 1.2058940348108,
1.19848571699109, 1.20138771250604, 1.20660682710938, 1.20790011589089,
1.20963951875753, 1.21572259411602, 1.21379678812156, 1.220302087399,
1.22062959185172, 1.22743877731977, 1.23135277550334, 1.24075667733246,
1.24169498945046, 1.23529301399753, 1.2399941777708, 1.24823732280171,
1.23861121958778, 1.24816319854615, 1.25252933549084, 1.25133386983018,
1.24512546001264, 1.2617641352045, 1.25486018976211, 1.25424601859098,
1.25820538036104, 1.25968528498312, 1.26939611029084, 1.27883933177157,
1.27926882841012, 1.27951234203094, 1.28997494816278, 1.29391898267335,
1.2971442938215, 1.29733541086814, 1.30376525837809, 1.31025722802128,
1.29718190520268, 1.27919305871102, 1.28685138548374, 1.28594279969497,
1.28695233433419, 1.30277136510213, 1.29178316107299, 1.29586799884087,
1.30076586308517, 1.30881154838964, 1.32171887794143, 1.3197588324899,
1.3121332301804, 1.31744410759858, 1.31402945919721, 1.30926303329755,
1.32019231597949, 1.31449633135152, 1.31730801686101, 1.31834557852015,
1.3175761022299, 1.33430488507454, 1.34091614601639, 1.33606628597812,
1.33180446732765, 1.33630738683041, 1.33449101077219, 1.32521028784732,
1.32241490851887, 1.31488015995544, 1.31913131799656, 1.32901121011698,
1.33177659436063, 1.32577077582349, 1.31960627618725, 1.31307169067904,
1.32148403094167, 1.33104893196281, 1.33491831741272, 1.3386091981919,
1.35730874062825, 1.3460340606746, 1.34160318929376, 1.35492848895938,
1.35552729646417, 1.36141957863605, 1.36400538435282, 1.369536167295),
.indexCLASS = "Date", tclass = "Date", .indexTZ = "UTC", tzone = "UTC",
class = c("xts", "zoo"), index = structure(c(1497744000, 1497830400, 1497916800,
1498003200, 1498089600, 1498176000, 1498262400, 1498348800, 1498435200,
1498521600, 1498608000, 1498694400, 1498780800, 1498867200, 1498953600,
1499040000, 1499126400, 1499212800, 1499299200, 1499385600, 1499472000,
1499558400, 1499644800, 1499731200, 1499817600, 1499904000, 1499990400,
1500076800, 1500163200, 1500249600, 1500336000, 1500422400, 1500508800,
1500595200, 1500681600, 1500768000, 1500854400, 1500940800, 1501027200,
1501113600, 1501200000, 1501286400, 1501372800, 1501459200, 1501545600,
1501632000, 1501718400, 1501804800, 1501891200, 1501977600, 1502064000,
1502150400, 1502236800, 1502323200, 1502409600, 1502496000, 1502582400,
1502668800, 1502755200, 1502841600, 1502928000, 1503014400, 1503100800,
1503187200, 1503273600, 1503360000, 1503446400, 1503532800, 1503619200,
1503705600, 1503792000, 1503878400, 1503964800, 1504051200, 1504137600,
1504224000, 1504310400, 1504396800, 1504483200, 1504569600, 1504656000,
1504742400, 1504828800, 1504915200, 1505001600, 1505088000, 1505174400,
1505260800, 1505347200, 1505433600, 1505520000, 1505606400, 1505692800,
1505779200, 1505865600, 1505952000, 1506038400, 1506124800, 1506211200,
1506297600, 1506384000, 1506470400, 1506556800, 1506643200, 1506729600,
1506816000, 1506902400, 1506988800, 1507075200, 1507161600, 1507248000,
1507334400, 1507420800, 1507507200, 1507593600, 1507680000, 1507766400,
1507852800, 1507939200, 1508025600, 1508112000, 1508198400, 1508284800,
1508371200, 1508457600, 1508544000, 1508630400, 1508716800, 1508803200,
1508889600, 1508976000, 1509062400, 1509148800, 1509235200, 1509321600,
1509408000, 1509494400, 1509580800, 1509667200, 1509753600, 1509840000,
1509926400, 1510012800, 1510099200, 1510185600, 1510272000, 1510358400,
1510444800, 1510531200, 1510617600, 1510704000, 1510790400, 1510876800,
1510963200, 1511049600, 1511136000, 1511222400, 1511308800, 1511395200,
1511481600, 1511568000, 1511654400, 1511740800, 1511827200, 1511913600,
1.512e+09, 1512086400, 1512172800, 1512259200, 1512345600, 1512432000,
1512518400, 1512604800, 1512691200, 1512777600, 1512864000, 1512950400,
1513036800, 1513123200, 1513209600, 1513296000, 1513382400, 1513468800,
1513555200, 1513641600, 1513728000, 1513814400, 1513900800, 1513987200,
1514073600, 1514160000, 1514246400, 1514332800, 1514419200, 1514505600,
1514592000, 1514678400, 1514764800, 1514851200, 1514937600, 1515024000
), tzone = "UTC", tclass = "Date"), .Dim = c(201L, 3L), .Dimnames = list(
NULL, c("fifth_percentile", "Median", "nintyfifth_percentile"
)))
I haven't tried with your data, but if the question is how to shade the forecast area, maybe this simple example will help.
library(lattice)
x = 1:12 # base data
y = x
ex.x = 12:16 # extrapolated data
ex.y = 12:16
ex.lo = 12+0:4*.3 # lower bound
ex.hi = 12+0:4*1.6 # upper bound
xyplot(y~x,xlim=c(0:18),ylim=c(0:20),
panel=function(x,y,...) {
panel.lines(x,y,lwd=2,col=4)
panel.polygon(c(ex.x,rev(ex.x)),c(ex.lo,rev(ex.hi)),border=NA,col=5)
panel.lines(ex.x,ex.y,lwd=2,col=2)
})
You can add the shaded polygon to the lattice plot in a panel function. I used c(ex.x,rev(ex.x)) and c(ex.lo,rev(ex.hi)) to construct the polygon boundary.

Calculating Time Weighted Rate of Return in R

Is there an R function or library that will give me the monthly (or any other specified timeframe) time weighted rate of return (twrr) for my portfolio?
I am including a dput dump of sample data below of the date and portfolio ending balance below. Not sure why the dates were dput'ed the way they were, but the first date 12053 is '2003-01-01' and the last date 12195 is '2003-05-23'.
portfolio.df <- structure(
list(
Date = structure(c(12053, 12054, 12055, 12058,
12059, 12060, 12061, 12062, 12065, 12066, 12067, 12068, 12069,
12073, 12074, 12075, 12076, 12079, 12080, 12081, 12082, 12083,
12086, 12087, 12088, 12089, 12090, 12093, 12094, 12095, 12096,
12097, 12101, 12102, 12103, 12104, 12107, 12108, 12109, 12110,
12111, 12114, 12115, 12116, 12117, 12118, 12121, 12122, 12123,
12124, 12125, 12128, 12129, 12130, 12131, 12132, 12135, 12136,
12137, 12138, 12139, 12142, 12143, 12144, 12145, 12146, 12149,
12150, 12151, 12152, 12153, 12156, 12157, 12158, 12159, 12163,
12164, 12165, 12166, 12167, 12170, 12171, 12172, 12173, 12174,
12177, 12178, 12179, 12180, 12181, 12184, 12185, 12186, 12187,
12188, 12191, 12192, 12193, 12194, 12195),
class = "Date"),
Ending_Balance = c(56250000L,
56852500L, 57080000L, 57355000L, 57477500L, 56817500L, 57885000L,
57810000L, 57732500L, 57670000L, 57520000L, 57285000L, 57270000L,
56655000L, 55802500L, 56337500L, 55642500L, 54510000L, 54987500L,
55802500L, 56065000L, 56865000L, 56635000L, 56497500L, 56640000L,
56155000L, 55757500L, 55972500L, 55865000L, 55535000L, 55885000L,
56840000L, 56902500L, 56945000L, 56622500L, 57012500L, 57200000L,
58072500L, 57612500L, 57447500L, 57157500L, 57032500L, 57405000L,
57502500L, 56785000L, 57007500L, 56342500L, 55697500L, 56655000L,
56900000L, 57002500L, 57465000L, 57467500L, 57382500L, 57982500L,
56562500L, 58065000L, 58935000L, 58502500L, 58200000L, 57767500L,
57757500L, 58055000L, 58305000L, 58277500L, 58295000L, 59047500L,
58907500L, 59125000L, 59072500L, 59107500L, 59315000L, 59690000L,
58957500L, 59407500L, 59385000L, 59965000L, 60297500L, 59890000L,
59822500L, 60367500L, 60407500L, 60380000L, 60815000L, 61155000L,
61080000L, 61132500L, 61265000L, 60912500L, 61107500L, 61445000L,
61345000L, 61137500L, 61035000L, 60707500L, 61340000L, 61365000L,
61402500L, 61640000L, 61675000L)),
.Names = c("Date", "Ending_Balance"),
row.names = c(NA, 100L),
class = "data.frame")

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