R 中 PerformanceAnalytics 的并排图答案

【问题标题】：Side by side plots for PerformanceAnalytics in RR 中 PerformanceAnalytics 的并排图
【发布时间】：2017-12-20 00:18:36
【问题描述】：

以下脚本并排绘制 2 个图表：

require(xts)
par(mfrow=c(1,2))
XTS1 <- structure(c(12, 7, 7, 22, 24, 30, 26, 23, 27, 30), .indexCLASS = c("POSIXct", "POSIXt"), .indexTZ = "", tclass = c("POSIXct", "POSIXt"), tzone = "", class = c("xts", "zoo"), .CLASS = structure("double", class = "CLASS"), formattable = structure(list(formatter = "formatC", format = structure(list(format = "f", digits = 2), .Names = c("format", "digits")), preproc = "percent_preproc", postproc = "percent_postproc"), .Names = c("formatter", "format", "preproc", "postproc")), index = structure(c(1413981900, 1413982800, 1413983700, 1413984600, 1413985500, 1413986400, 1413987300, 1413988200, 1413989100, 1413990000), tzone = "", tclass = c("POSIXct", "POSIXt")), .Dim = c(10L, 1L))
XTS2 <- XTS1 ^ 0.2
plot(XTS1)
plot(XTS2)

以下脚本无法并排绘制 2 个图表：

require(PerformanceAnalytics)
require(xts)
par(mfrow=c(1,2))
XTS1 <- structure(c(12, 7, 7, 22, 24, 30, 26, 23, 27, 30), .indexCLASS = c("POSIXct", "POSIXt"), .indexTZ = "", tclass = c("POSIXct", "POSIXt"), tzone = "", class = c("xts", "zoo"), .CLASS = structure("double", class = "CLASS"), formattable = structure(list(formatter = "formatC", format = structure(list(format = "f", digits = 2), .Names = c("format", "digits")), preproc = "percent_preproc", postproc = "percent_postproc"), .Names = c("formatter", "format", "preproc", "postproc")), index = structure(c(1413981900, 1413982800, 1413983700, 1413984600, 1413985500, 1413986400, 1413987300, 1413988200, 1413989100, 1413990000), tzone = "", tclass = c("POSIXct", "POSIXt")), .Dim = c(10L, 1L))
XTS2 <- XTS1 ^ 0.2
charts.PerformanceSummary(XTS1)
charts.PerformanceSummary(XTS2)

有人知道如何让后一个脚本并排绘制 2 个图表吗？

如果可能，我想避免使用其他包。谢谢。

【问题讨论】：

看起来charts.PerformanceSummary 在内部使用layout 来设置它的三个图。我认为让两个并排的最好办法是将它们保存为图像，然后将它们放在一起。

标签： r plot xts performanceanalytics

【解决方案1】：

chart.PerformanceSummary 实际上只是几个图表的包装。

您可以这样做，如果您愿意，可以将其横向扩展到任意数量的符号（如果您愿意，可以扩展到 2 个以上的符号）:

par(mfrow=c(3,2))
# First row
chart.CumReturns(XTS1, ylab = "Cumulative Return", main = "give me a title")
chart.CumReturns(XTS2, ylab = "Cumulative Return", main = "give me a title2")
# second row
chart.BarVaR(XTS1)
chart.BarVaR(XTS2)

# third row
chart.Drawdown(XTS1, main = "DD title", ylab = "Drawdown", 
)
chart.Drawdown(XTS2, main = "", ylab = "Drawdown", 
)

您需要为每个绘图添加适当的参数，例如颜色和标题（留给您），但您可以灵活地添加来自精彩 xts、quantmod、performanceAnalytics 包的任何图表（和其他人）。

【讨论】：