I have time-series of 2d obsverations that I'm trying to smooth to take out some of the observation variability. I've been applying loess(), but just noticed it doesn't seem to smooth as a function of time but just across the entire pooled coordinates. Am I missing something? Is there a different function I should be using?
df<-structure(list(timestamp = structure(c(1586488380, 1586488440,
1586488560, 1586488620, 1586488680, 1586488740, 1586488800, 1586488860,
1586489520, 1586489580, 1586489700, 1586489820, 1586489880, 1586489940,
1586490000, 1586490060, 1586490120, 1586490180, 1586490240, 1586490300,
1586490360, 1586490420, 1586490480, 1586490540, 1586490600, 1586490660,
1586490720, 1586490780, 1586490840, 1586490900, 1586490960, 1586491020,
1586491200, 1586491260, 1586491320, 1586491380, 1586491440, 1586491500,
1586491560, 1586491620, 1586491680, 1586491740, 1586491800, 1586491860,
1586491920, 1586491980, 1586492040, 1586492100, 1586492160, 1586492220,
1586492280, 1586492340, 1586492400, 1586492460, 1586492520, 1586492580,
1586492640, 1586492700, 1586492760, 1586492820, 1586492880, 1586492940,
1586493000, 1586493060, 1586493120, 1586493180, 1586493240, 1586493300,
1586493360, 1586493420, 1586493480, 1586493540, 1586493600, 1586493660,
1586493720, 1586493780, 1586493840, 1586493900, 1586493960, 1586494020,
1586494200, 1586494260, 1586494320, 1586494380, 1586494440, 1586494500,
1586494560, 1586494620, 1586494680, 1586494740, 1586494800, 1586494860,
1586494920, 1586494980, 1586495040, 1586495100, 1586495160, 1586495220,
1586495280, 1586495340, 1586495400, 1586495460, 1586495520, 1586495580,
1586495640, 1586495700, 1586495760, 1586495820, 1586495880, 1586495940,
1586496000, 1586496060, 1586496120, 1586496180, 1586496240, 1586496300,
1586496360, 1586496420, 1586496480, 1586496540, 1586496600, 1586496660,
1586496720, 1586496780, 1586496840, 1586496900, 1586496960, 1586497020,
1586497080, 1586497140, 1586497200, 1586497260, 1586497320, 1586497380,
1586497440, 1586497500, 1586497560, 1586497620, 1586497680, 1586497740,
1586497800, 1586497860, 1586497920, 1586497980, 1586498040, 1586498100,
1586498160, 1586498220, 1586498280, 1586498340), class = c("POSIXct",
"POSIXt"), tzone = "UTC"), easting = c(740.582355718548, 740.582355718548,
739.726374785548, 739.611045841548, 739.508690311548, 739.398269506548,
739.278804356548, 739.627760514548, 737.913640733548, 738.088450601548,
738.551491861548, 738.957133488548, 739.137345557548, 739.304664573548,
739.460440784548, 739.605842807548, 739.741887116548, 739.719077482548,
739.369420509548, 738.973489249548, 738.521335985548, 739.279305656548,
739.993757669548, 740.085239162548, 740.172262825548, 740.255157063548,
740.334219013548, 740.409718260548, 740.481900024548, 740.550987811548,
740.573883125548, 740.252267406548, 739.261723439548, 738.935233921548,
738.774921432548, 738.615895069548, 738.451107559548, 738.280235586548,
738.493740162548, 738.717501067548, 738.925752666548, 739.120074872548,
739.301840012548, 739.472245999548, 739.632343117548, 739.890965132548,
740.098495936548, 740.293354354548, 740.476683179548, 740.649491986548,
740.678160672548, 740.443560695548, 740.398855065548, 740.451032168548,
740.467918582548, 740.160041067548, 739.819912921548, 739.641686751548,
739.457020461548, 739.265544595548, 739.193281488548, 739.227252654548,
738.995761471548, 738.822890745548, 738.775446949548, 738.726816309548,
738.676941805548, 738.625762928548, 739.254178659548, 739.727445331548,
740.019566884548, 740.129316037548, 740.255273807548, 740.442527947548,
740.615257127548, 740.775140223548, 740.923607252548, 741.055065964548,
741.139279130548, 740.907234314548, 739.290829342548, 739.115359714548,
740.664354207548, 740.589899151548, 740.578913554548, 740.571708783548,
740.568311076548, 740.568740893548, 740.527920123548, 740.358565457548,
740.392277156548, 740.370981239548, 740.289917518548, 740.214089159548,
740.192635592548, 740.176850935548, 740.160315351548, 740.143068630548,
740.103174446548, 740.008327647548, 740.058271768548, 740.205384482548,
740.211048172548, 740.150159818548, 740.122028309548, 740.230164637548,
740.271076846548, 740.075087486548, 739.768752873548, 739.586722485548,
739.940259334548, 740.233576255548, 740.473614136548, 740.495703912548,
740.341935547548, 740.186820856548, 740.204435025548, 740.299218490548,
740.318343269548, 740.238895133548, 739.999671854548, 740.062183564548,
740.196345466548, 740.329697802548, 740.418193609548, 740.311257937548,
740.270203214548, 740.209679752548, 740.146590442548, 740.079785501548,
740.170176300548, 740.268945921548, 740.217498771548, 740.133923060548,
740.117921377548, 740.177771453548, 740.140658663548, 740.080204534548,
740.108449333548, 740.145621912548, 740.182429420548, 740.010376475548,
739.819150336548, 739.616854492548, 739.369690457548, 739.104183601548,
738.938020260548, 738.843359187548, 738.802644324548, 738.761524527548
), northing = c(2307.15134120986, 2307.15134120986, 2307.60836846986,
2307.72110371186, 2307.83015111886, 2307.94605545486, 2308.06963872386,
2307.94323643186, 2308.11539257586, 2307.98516105286, 2307.67209087786,
2307.39795736686, 2307.27544716286, 2307.16124100486, 2307.05447137086,
2306.95438746086, 2306.86033624586, 2306.85049579286, 2307.02449397686,
2307.22230535086, 2307.44905018086, 2306.99878407786, 2306.57790074586,
2306.51052483586, 2306.44607531386, 2306.38433869586, 2306.32512182186,
2306.26824947086, 2306.21356227886, 2306.16091500786, 2306.12077142386,
2306.17964098286, 2306.35042514386, 2306.42512419786, 2306.46180283886,
2306.49818722086, 2306.53588972286, 2306.57498431686, 2306.47587680786,
2306.37665531786, 2306.28431106486, 2306.19814347186, 2306.11754401386,
2306.04198150286, 2305.97099021786, 2305.88981694586, 2305.83737042086,
2305.78847203986, 2305.74280289286, 2305.70008126986, 2305.72436278986,
2305.79211047386, 2305.75001607586, 2305.66373079386, 2305.59454921786,
2305.66723079486, 2305.74826733386, 2305.75631243686, 2305.76412484986,
2305.77169383886, 2305.76318962486, 2305.74988901286, 2305.84052390686,
2305.91140100786, 2305.95786180686, 2306.00518488486, 2306.05340722986,
2306.10256811686, 2305.87083530186, 2305.67745118186, 2305.55808577486,
2305.51324056486, 2305.46177226186, 2305.38525730986, 2305.31467748186,
2305.24934676386, 2305.18868082786, 2305.13496475486, 2305.08628958686,
2305.07937405386, 2305.33244795286, 2305.26640414086, 2304.97847050686,
2304.88865807586, 2304.78121096686, 2304.67333694586, 2304.56517670086,
2304.45687199986, 2304.26299422086, 2303.81398617786, 2303.81772073686,
2303.82576399386, 2303.82937144386, 2303.85166918186, 2303.85679798586,
2303.85841996086, 2303.85934299186, 2303.85962745886, 2303.81418344986,
2303.71268455886, 2303.70396413486, 2303.71187848686, 2303.71241867586,
2303.72409686386, 2303.75626565486, 2303.81432053886, 2303.80604508386,
2303.57280991386, 2303.21896587386, 2303.06912105986, 2303.28351126486,
2303.45378473786, 2303.49375232686, 2303.50460433986, 2303.48302188886,
2303.48174695086, 2303.52692291386, 2303.61686633486, 2303.41139580686,
2303.32679365886, 2303.06984393086, 2303.15017783486, 2303.29293566086,
2303.44528532286, 2303.48203523086, 2302.89274879786, 2302.81440275486,
2302.73512963586, 2302.65410710886, 2302.56757728186, 2302.77320543086,
2303.00846800486, 2303.01932301786, 2302.97477011386, 2303.03742546386,
2303.13970331386, 2303.07628123386, 2302.97297111586, 2303.02123867886,
2303.08476293486, 2303.14766331986, 2303.17026860886, 2303.18249014186,
2303.19025912386, 2303.15218828686, 2303.11064943486, 2302.98849464786,
2302.87632040886, 2302.82807292386, 2302.77934558786)), row.names = 5905:6054, class = "data.frame")
df.fitted<-loess(northing ~ easting, span = .5, data = df)
df$northing.fitted<-df.fitted$fitted
ggplot(df, aes(x=easting,y=northing)) +
geom_path(color='orangered2') +
geom_point(aes(y=northing.fitted))
So, instead of smoothing the "cluster", I'd like to use a rolling average smoothing each x/y pair as a function of time.
You need to regress both easting and northing as functions of time to get smoother x, y values:
df$numtime <- as.numeric(df$timestamp)
df.fitted.northing <-loess(northing ~ numtime, span = .5, data = df)
df.fitted.easting <- loess(easting ~ numtime, span = .5, data = df)
newdat <- data.frame(numtime = seq(min(df$numtime), max(df$numtime), len = 1000))
newdat$northing <- predict(df.fitted.northing, newdat)
newdat$easting <- predict(df.fitted.easting, newdat)
ggplot(df, aes(easting, northing)) +
geom_path(aes(color = "original path"), alpha = 0.6, size = 0.5,
arrow = arrow(length = unit(0.1, "inches"))) +
geom_point(aes(color = "original path"), alpha = 0.6, size = 1) +
geom_path(data = newdat, size = 1, aes(color = "smoothed"),
arrow = arrow(length = unit(0.1, "inches"))) +
coord_equal() +
theme_light() +
scale_color_manual(values = c("original path" = "orangered2",
"smoothed" = "deepskyblue4"), name = "")
> dput(head(inputData))
structure(list(Date = c("2018:07:00", "2018:06:00", "2018:05:00",
"2018:04:00", "2018:03:00", "2018:02:00"), IIP = c(125.8, 127.5,
129.7, 122.6, 140.3, 127.4), CPI = c(139.8, 138.5, 137.8, 137.1,
136.5, 136.4), `Term Spread` = c(1.580025, 1.89438, 2.020112,
1.899074, 1.470544, 1.776862), RealMoney = c(142713.9916, 140728.6495,
140032.2762, 139845.5215, 139816.4682, 139625.865), NSE50 = c(10991.15682,
10742.97381, 10664.44773, 10472.93333, 10232.61842, 10533.10526
), CallMoneyRate = c(6.161175, 6.10112, 5.912088, 5.902226, 5.949956,
5.925538), STCreditSpread = c(-0.4977, -0.3619, 0.4923, 0.1592,
0.3819, -0.1363)), row.names = c(NA, -6L), class = c("tbl_df",
"tbl", "data.frame"))
I want to make my autoregressive plot like this plot:
#------> importing all libraries
library(readr)
install.packages("lubridtae")
library("lubridate")
install.packages("forecast")
library('ggplot2')
library('fpp')
library('forecast')
library('tseries')
#--------->reading data
inputData <- read_csv("C:/Users/sanat/Downloads/exercise_1.csv")
#--------->calculating the lag=1 for NSE50
diff_NSE50<-(diff(inputData$NSE50, lag = 1, differences = 1)/lag(inputData$NSE50))
diff_RealM2<-(diff(inputData$RealMoney, lag = 1, differences = 1)/lag(inputData$RealMoney))
plot.ts(diff_NSE50)
#--------->
lm_fit = dynlm(IIP ~ CallMoneyRate + STCreditSpread + diff_NSE50 + diff_RealM2, data = inputData)
summary(lm_fit)
#--------->
inputData_ts = ts(inputData, frequency = 12, start = 2012)
#--------->area of my doubt is here
VAR_data <- window(ts.union(ts(inputData$IIP), ts(inputData$CallMoneyRate)))
VAR_est <- VAR(y = VAR_data, p = 12)
plot(VAR_est)
I want to my plots to get plotted together in same plot. How do I serparate the var() plots to two separate ones.
Current plot:
My dataset :
dataset
Okay, so this still needs some work, but it should set the right framework for you. I would look more into working with the ggplot2 for future.
Few extra packages needed, namely library(vars) and library(dynlm).
Starting from,
VAR_est <- VAR(y = VAR_data, p = 12)
Now we extract the values we want from the VAR_est object.
y <- as.numeric(VAR_est$y[,1])
z <- as.numeric(VAR_est$y[,2])
x <- 1:length(y)
## second data set on a very different scale
par(mar = c(5, 4, 4, 4) + 0.3) # Leave space for z axis
plot(x, y, type = "l") # first plot
par(new = TRUE)
plot(x, z, type = "l", axes = FALSE, bty = "n", xlab = "", ylab = "")
axis(side=4, at = pretty(range(z)))
mtext("z", side=4, line=3)
I will leave you to add the dotted lines on etc...
Hint: Decompose the VAR_est object, for example, VAR_est$datamat, then see which bit of data corresponds to the part of the plot you want.
Used some of this
I've run a spline through some points from a regression and I would like to plot them with ggplot2 where the x scale are years, but I'm not sure how to do this.
How would I override the x-scale to go from 1920-1950?
Data:
df <- structure(list(x = 1:200, y = c(0.00122973667762024, 6.62098801946071e-05,
-0.000959979058174531, -0.00185343528846307, -0.00261876396164689,
-0.0032605702287019, -0.00378345924060399, -0.00419203614832906,
-0.00449090610285299, -0.00468467425515169, -0.00477794575620104,
-0.00477532575697695, -0.0046814194084553, -0.00450083186161199,
-0.00423816826742291, -0.00389803377686397, -0.00348503354091104,
-0.00300377271054004, -0.00245885643672684, -0.00185488987044735,
-0.00119647878632586, -0.000489056540407894, 0.000259484465636334,
0.00104079719045607, 0.00184653459270055, 0.00266834963101903,
0.00349789526406075, 0.00432682445047494, 0.00514679014891087,
0.00594944531801776, 0.00672644291644486, 0.00746943590284142,
0.00817007723585667, 0.00882001987413988, 0.00941091677634026,
0.00993442090110708, 0.0103821852070896, 0.010745862652937, 0.0110171061972986,
0.0111875687988235, 0.011248928362097, 0.0111981513301005, 0.0110440035734643,
0.0107968475027119, 0.010467045528367, 0.010064960060953, 0.00960095351099359,
0.00908538828901222, 0.00852862680553249, 0.00794103147107794,
0.00733296469617213, 0.00671478889133861, 0.00609686646710094,
0.00548955983398266, 0.00490323140250733, 0.00434824358319851,
0.00383495878657975, 0.00337373942317461, 0.00297494790350662,
0.00264894663809936, 0.00240601257949406, 0.00224981076448868,
0.00217279857375538, 0.00216634775507979, 0.00222183005624753,
0.00233061722504423, 0.00248408100925552, 0.00267359315666704,
0.00289052541506439, 0.00312624953223322, 0.00337213725595915,
0.00361956033402782, 0.00385989051422484, 0.00408449954433585,
0.00428475917214646, 0.00445204114544233, 0.00457771721200906,
0.00465315911963229, 0.00466973861609765, 0.00461882744919076,
0.00449196986691963, 0.0042874160634374, 0.00401212749412751,
0.00367364780262395, 0.0032795206325607, 0.00283728962757174,
0.00235449843129108, 0.00183869068735268, 0.00129741003939055,
0.000738200131038661, 0.000168604605931003, -0.000403832892298435,
-0.000971568720015669, -0.00152705923358671, -0.00206276078937758,
-0.00257112974375428, -0.00304462245308283, -0.00347569527372924,
-0.00385680456205953, -0.00418040667443971, -0.00443922939659004,
-0.00463224338937841, -0.00476466218882034, -0.00484197076028562,
-0.00486965406914401, -0.00485319708076528, -0.00479808476051921,
-0.00470980207377557, -0.00459383398590413, -0.00445566546227465,
-0.00430078146825693, -0.00413466696922072, -0.00396280693053579,
-0.00379068631757193, -0.00362379009569889, -0.00346760323028646,
-0.00332761068670441, -0.0032092974303225, -0.00311814842651051,
-0.00305964864063822, -0.00303897089201381, -0.00305661736998701,
-0.00310949480371679, -0.00319441743464015, -0.00330819950419407,
-0.00344765525381556, -0.00360959892494162, -0.00379084475900925,
-0.00398820699745545, -0.00419849988171722, -0.00441853765323156,
-0.00464513455343546, -0.00487510482376593, -0.00510526270565997,
-0.00533242244055458, -0.00555339826988675, -0.00576500443509349,
-0.00596405517761179, -0.00614736473887866, -0.00631174736033109,
-0.00645423379806727, -0.00657409002222406, -0.00667190065928587,
-0.00674826737916529, -0.00680379185177487, -0.00683907574702718,
-0.0068547207348348, -0.0068513284851103, -0.00682950066776623,
-0.00678983895271517, -0.00673294500986969, -0.00665942050914235,
-0.00656986712044573, -0.00646488651369238, -0.00634508035879489,
-0.00621105032566582, -0.00606339808421773, -0.0059027253043632,
-0.00572963365601479, -0.00554472480908507, -0.0053486844807736,
-0.00514281955026036, -0.00492871530336347, -0.00470795833913992,
-0.0044821352566467, -0.0042528326549408, -0.0040216371330792,
-0.0037901352901189, -0.00355991372511687, -0.00333255903713012,
-0.00310965782521562, -0.00289279668843038, -0.00268356222583137,
-0.00248354103647558, -0.00229431971942, -0.00211748487372163,
-0.00195462309843743, -0.00180732099262442, -0.00167716515533957,
-0.00156574218563988, -0.00147461474880411, -0.00140521605759051,
-0.00135893575805815, -0.00133716346343512, -0.00134128878694955,
-0.00137270134182952, -0.00143279074130315, -0.00152294659859854,
-0.0016445585269438, -0.00179901613956701, -0.00198770904969631,
-0.00221202687055977, -0.00247335921538553, -0.00277309569740165,
-0.00311262592983628, -0.00349333952591749, -0.00391662609887341,
-0.00438387526193212, -0.00489647662832175, -0.00545581981127037
)), .Names = c("x", "y"), row.names = c(NA, -200L), class = "data.frame")
I've tried this, but no luck:
ggplot(df, aes(x = x, y = y)) + geom_line() + scale_x_discrete(breaks = 1:31, labels = seq(1920,1950))
You can use tidyr::seq_range() for this
library(ggplot2)
library(tidyr)
df$x <- seq_range(1920:1950,dim(df)[1])
ggplot(df, aes(x = x, y = y) ) + geom_line()
Let's say I have a saved plot named my_plot, produced with ggplot. Also, let's say that the column in my_plot[[1]] data frame used for horizontal axis is named my_dates
Now, I want to add some vertical lines to the plot, which, of course, can be done by something like that:
my_plot +
geom_vline(aes(xintercept = my_dates[c(3, 8)]))
Since I perform this task quite on a regular basis, I want to write a function for that -- something like that:
ggplot.add_lines <- function(given_plot, given_points) {
finale <- given_plot +
geom_vline(aes(xintercept = given_plot[[1]]$my_dates[given_points]))
return(finale)
}
Which, as it's probably obvious to everyone, doesn't work:
> ggplot.add_lines(my_plot, c(3, 5))
Error in eval(expr, envir, enclos) : object 'given_plot' not found
So, my question would be what am I doing wrong, and how can it be fixed? Below is some data for a reproducible example:
> dput(my_plot)
structure(list(data = structure(list(my_dates = c(1, 2, 3, 4,
5, 6, 7, 8, 9, 10), my_points = c(-2.20176409422924, -1.12872396340683,
-0.259703895194354, 0.634233385649338, -0.678983982973015, -1.83157126614836,
1.33360095418957, -0.120455389285709, -0.969431974863616, -1.20451262626184
)), .Names = c("my_dates", "my_points"), row.names = c(NA, -10L
), class = "data.frame"), layers = list(<environment>), scales = <S4 object of class structure("Scales", package = "ggplot2")>,
mapping = structure(list(x = my_dates, y = my_points), .Names = c("x",
"y"), class = "uneval"), theme = list(), coordinates = structure(list(
limits = structure(list(x = NULL, y = NULL), .Names = c("x",
"y"))), .Names = "limits", class = c("cartesian", "coord"
)), facet = structure(list(shrink = TRUE), .Names = "shrink", class = c("null",
"facet")), plot_env = <environment>, labels = structure(list(
x = "my_dates", y = "my_points"), .Names = c("x", "y"
))), .Names = c("data", "layers", "scales", "mapping", "theme",
"coordinates", "facet", "plot_env", "labels"), class = c("gg",
"ggplot"))
According to this post, below is my solution to this problem. The environment issue in the **ply and ggplot is annoying.
ggplot.add_lines <- function(given_plot, given_points) {
finale <- eval(substitute( expr = {given_plot +
geom_vline(aes(xintercept = my_dates[given_points]))}, env = list(given_points = given_points)))
return(finale)
}
The following code runs well on my machine. (I cannot make your reproducible work on my machine...)
df <- data.frame(my_dates = 1:10, val = 1:10)
my_plot <- ggplot(df, aes(x = my_dates, y = val)) + geom_line()
my_plot <- ggplot.add_lines(my_plot, c(3, 5))
print(my_plot)
Update: The above solution fails when more than two points are used.
It seems that we can easily solve this problem by not including the aes (subsetting together with aescauses problems):
ggplot.add_lines <- function(given_plot, given_points) {
finale <- given_plot + geom_vline(xintercept = given_plot[[1]]$my_dates[given_points])
return(finale)
}
I would take the following approach: extract the data.frame of interest, and pass it to the new layer,
df <- data.frame(my_dates = 1:10, val = rnorm(10))
my_plot <- ggplot(df, aes(x = my_dates, y = val)) + geom_line()
add_lines <- function(p, given_points=c(3,5), ...){
d <- p[["data"]][given_points,]
p + geom_vline(data = d, aes_string(xintercept="my_dates"), ...)
}
add_lines(my_plot, c(3,5), lty=2)