提高色标的分辨率，使值接近零 [英] Increase resolution of color scale for values close to zero

问题描述

我想在这个图中使小额回报更加明显。最合适的函数似乎是 scale_colour_gradient2 ，但是这洗掉了经常发生的小额收益。使用 limits 很有帮助，但我无法弄清楚如何设置oob（超出范围），因此它只有一个饱和值，而不是灰色。对数转换只是使较小的值突出。

I'd like to make small returns in this plot more visible. The most appropriate function seems to be scale_colour_gradient2, but this washes out the small returns, which happen most often. Using limits helped but I couldn't work out how to set oob (out of bounds) so it would just have a "saturated" value rather than be grey. And the log transform just made small values stand out. Has someone else figured out how to do this elegantly?

library(zoo)
library(ggplot2)
library(tseries)

spx <- get.hist.quote(instrument="^gspc", start="2000-01-01",
                      end="2013-12-14", quote="AdjClose",
                      provider="yahoo", origin="1970-01-01",
                      compression="d", retclass="zoo")
spx.rtn <- diff(log(spx$AdjClose)) * 100
rtn.data <- data.frame(x=time(spx.rtn),yend=spx.rtn)

p <- ggplot(rtn.data) +
  geom_segment(aes(x=x,xend=x,y=0,yend=yend,colour=yend)) +
  xlab("") + ylab("S&P 500 Daily Return %") +
  theme(legend.position="null",axis.title.x=element_blank())

# low returns invisible
p + scale_colour_gradient2(low="blue",high="red")
# extreme values are grey
p + scale_colour_gradient2(low="blue",high="red",limits=c(-3,3))

# log transform returns has opposite problem
max_val <- max(log(abs(spx.rtn)))
values <- seq(-max_val, max_val, length = 11)

library(RColorBrewer)
p + scale_colour_gradientn(colours = brewer_pal(type="div",pal="RdBu")(11),
                           values = values
                           , rescaler = function(x, ...) sign(x)*log(abs(x)), oob = identity)

推荐答案

这是另一种可能性，使用 scale_colour_gradientn 。使用 values = rescale（...）设置颜色的映射，因此对于接近零的值，分辨率更高。我在这里查看了一些色阶： http://colorbrewer2.org 。我选择了5级发散配色方案RdBu，从红色到接近白色的蓝色。可能还有其他更适合您需求的秤，这只是为了展示基本原理。

Here is another possibility, using scale_colour_gradientn. Mapping of colours is set using values = rescale(...) so that resolution is higher for values close to zero. I had a look at some colour scales here: http://colorbrewer2.org. I chose a 5-class diverging colour scheme, RdBu, from red to blue via near-white. There might be other scales that suit your needs better, this is just to show the basic principles.

# check the colours
library(RColorBrewer)
# cols <- brewer_pal(pal = "RdBu")(5) # not valid in 1.1-2
cols <- brewer.pal(n = 5, name = "RdBu") 
cols
# [1] "#CA0020" "#F4A582" "#F7F7F7" "#92C5DE" "#0571B0"
# show_col(cols) # not valid in 1.1-2
display.brewer.pal(n = 5, name = "RdBu")

使用重新缩放，- 10对应于蓝色＃0571B0； -1 =浅蓝色＃92C5DE; 0 =浅灰色＃F7F7F7; 1 =浅红色＃F4A582; 10 =红色＃CA0020。介于-1和1之间的值插在浅蓝色和浅红色之间，等等。因此，映射不是线性的，并且对于较小的值，分辨率更高。

Using rescale, -10 corresponds to blue #0571B0; -1 = light blue #92C5DE; 0 = light grey #F7F7F7; 1 = light red #F4A582; 10 = red #CA0020. Values between -1 and 1 are interpolated between light blue and light red, et c. Thus, mapping is not linear and resolution is higher for small values.

library(ggplot2)
library(scales) # needed for rescale
ggplot(rtn.data) +
  geom_segment(aes(x = x, xend = x, y = 0, yend = yend, colour = yend)) +
  xlab("") + ylab("S&P 500 Daily Return %") +
  scale_colour_gradientn(colours = cols, 
                         values = rescale(c(-10, -1, 0, 1, 10)),
                         guide = "colorbar", limits=c(-10, 10)) +
  theme(legend.position = "null", axis.title.x = element_blank())

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