将时间序列数据从宽格式重塑为高格式(用于绘图) [英] Reshaping time series data from wide to tall format (for plotting)

问题描述

我有一个数据框，其中包含多个时间序列的回报，存储在列中.

I have a data frame containing multiple time series of returns, stored in columns.

第一列包含日期，随后的列是独立的时间序列，每个都有一个名称.列标题是变量名.

The first column contains dates, and subsequent columns are independent time series each with a name. The column headers are the variable names.

## I have a data frame like this
t <- seq(as.Date('2009-01-01'),by='days',length=10)
X <- rnorm(10,0,1)
Y <- rnorm(10,0,2)
Z <- rnorm(10,0,4)

dat <- data.frame(t,X,Y,Z)

## which appears as
           t          X          Y         Z
1 2009-01-01 -1.8763317 -0.1885183 -6.655663
2 2009-01-02 -1.3566227 -2.1851226 -3.863576
3 2009-01-03 -1.3447188  2.4180249 -1.543931

我想将每个时间序列绘制为单独的图上的一条线，在一个格子中，每个图都由变量名称标记.

I want to plot each time series as a line on a separate plot, in a lattice, with each plot labeled by the variable names.

要使用格子绘制此图，数据必须采用高格式，例如:

To plot this with lattice, the data must be in a tall format, as such:

           t symbol       price
1 2009-01-01      X -1.8763317
2 2009-01-02      Y -0.1885183
2 2009-01-02      Z -6.655663

什么是一个好的函数调用来做到这一点?

What is a good function call to do this?

推荐答案

你也可以使用 'reshape' 库中的 melt() (我认为它比 reshape() 本身更容易使用) - 这将为你节省必须在...中添加时间列的额外步骤...

you can also use melt() from the 'reshape' library (I think it's easier to use than reshape() itself) - that'll save you the extra step of having to add the time column back in...

> library(reshape)
> m <- melt(dat,id="t",variable_name="symbol")
> names(m) <- sub("value","price",names(m))
> head(m)
           t symbol       price
1 2009-01-01      X -1.14945096
2 2009-01-02      X -0.07619870
3 2009-01-03      X  0.01547395
4 2009-01-04      X -0.31493143
5 2009-01-05      X  1.26985167
6 2009-01-06      X  1.31492397
> class(m$t)
[1] "Date"
> library(lattice)                                                              
> xyplot( price ~ t | symbol, data=m ,type ="l", layout = c(1,3) )

但是，对于这个特定的任务，我会考虑使用动物园"库，它不需要您重塑数据框:

For this particular task, however, I would consider using the 'zoo' library, which would not require you to reshape the data frame:

> library(zoo)                                                                  
> zobj <- zoo(dat[,-1],dat[,1])                                                 
> plot(zobj,col=rainbow(ncol(zobj))) 

R 开发人员/贡献者(在本例中为 Gabor 和 Hadley)为我们提供了许多很棒的选择.(并且不能忘记格子包的 Deepayan)

R developers/contributors (Gabor and Hadley in this case) have blessed us with many great choices. (and can't forget Deepayan for the lattice package)

这篇关于将时间序列数据从宽格式重塑为高格式(用于绘图)的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！