在ggplot2中使用虚拟变量突出显示时段 [英] Highlighting periods using a dummy variable in ggplot2

问题描述

我有两个时间序列收益率和fx，还有一个假人.如何在ggplot中绘制两个序列并突出显示(遮蔽)虚拟对象为1的区域?下面的数据集的标题.

I have two time series yield and fx and a dummy. How can I plot the two series in ggplot and highlight (shade) the areas where the dummy is 1? The header of the data set below.

date    dummy   yield   fx
1/1/1990    0   10.029  1.261184049
1/2/1990    0   10.036  1.261008068
1/3/1990    0   10.119  1.258932591
1/4/1990    0   10.02   1.261410528
1/5/1990    0   10.013  1.261586847
1/6/1990    1   10.066  1.260255526
1/7/1990    1   10.057  1.260481006
1/8/1990    1   10.057  1.260481006
1/9/1990    1   10.067  1.260230488
1/10/1990   1   10.186  1.257272051

我用类似于下面的代码的rect尝试过，但这没用.

I tried it with rect similar to the code below but this did not work.

ggplot(dummies, aes(date)) + 
geom_line(aes(y = yield, colour = "yield")) + 
geom_line(aes(y = fx, colour = "fx")) +
geom_rect(aes(xmin=-Inf, xmax=Inf, ymin=0, ymax=1),
          colour=alpha("grey20", 0.5), fill.alpha=0.5)

我们非常感谢您的帮助.谢谢.

Any help is much appreciated. Thank you.

推荐答案

如果只有这一时期需要阴影处理，我将使用annotate.否则，您可以使用geom_rect并使用某些方法来提取唯一的日期.

If you only have this one period that needs to be shaded, I would just use annotate. Otherwise, you could make use of geom_rect with some means of pulling just unique dates.

我将date列转换为Date对象，以获得更好的格式并能够使用min和max之类的功能.然后，虚拟数据位于单独的数据框中，该数据框已过滤以供观察，其中dummy == 1和日期为dummy == 1日期的第一个或最后一个日期.这将成为注释的xmin和xmax.我将注释的ymin设置为0，但是您可以将其设置为对数据有意义的任何内容.

I converted your date column to Date objects to get better formatting and to be able to use functions like min and max. Then the dummy data is in a separate dataframe that's filtered for observations where dummy == 1 and where the date is either the first or last of the dummy == 1 dates. This makes the xmin and xmax of the annotation. I set the ymin for the annotation to 0, but you could set it to anything that makes sense for your data.

我上面也看到了您关于需要使网格线可见的评论，因此我改用了theme_light.如果有问题，可以更改网格线的颜色.

I also saw your comments above about needing the gridlines to be visible, so I used theme_light instead. You could change the color of your gridlines if it's an issue.

library(tidyverse)

# main data frame
df <- "date    dummy   yield   fx
1/1/1990    0   10.029  1.261184049
1/2/1990    0   10.036  1.261008068
1/3/1990    0   10.119  1.258932591
1/4/1990    0   10.02   1.261410528
1/5/1990    0   10.013  1.261586847
1/6/1990    1   10.066  1.260255526
1/7/1990    1   10.057  1.260481006
1/8/1990    1   10.057  1.260481006
1/9/1990    1   10.067  1.260230488
1/10/1990   1   10.186  1.257272051" %>% 
    read_table2() %>%
    mutate(date2 = lubridate::mdy(date)) %>%
    gather(key = measure, value = value, yield, fx)

head(df)
#> # A tibble: 6 x 5
#>   date     dummy date2      measure value
#>   <chr>    <int> <date>     <chr>   <dbl>
#> 1 1/1/1990     0 1990-01-01 yield    10.0
#> 2 1/2/1990     0 1990-01-02 yield    10.0
#> 3 1/3/1990     0 1990-01-03 yield    10.1
#> 4 1/4/1990     0 1990-01-04 yield    10.0
#> 5 1/5/1990     0 1990-01-05 yield    10.0
#> 6 1/6/1990     1 1990-01-06 yield    10.1

# dummy data frame: dummy == 1, only min & max dates
dummy <- df %>% 
    filter(dummy == 1) %>% 
    filter(date2 %in% c(min(date2), max(date2))) %>%
    select(dummy, date2) %>%
    unique()

ggplot(df, aes(x = date2, y = value, color = measure)) +
    annotate(geom = "rect", xmin = min(dummy$date2), xmax = max(dummy$date2), ymin = 0, ymax = Inf, fill = "gray", alpha = 0.4) +
    geom_line() +
    theme_light() 

由 reprex软件包(v0.2.0)创建于2018-04-18.

Created on 2018-04-18 by the reprex package (v0.2.0).

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