Enrico Schumann

plotseries

Time-Series Plots

Plot financial time-series, such as a portfolio value or stock price. The package provides a single function, plotseries(), that creates high-quality, informative, but uncluttered graphics. Multiple series can be aggregated into quantile and fan plots, the code for which is based on chapter 15 of "Numerical Methods and Optimization in Finance", second edition, by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). Also supported is plotting streaks, i.e. periods of uninterrupted up or down movement.

Version: 0.2.1  (2024-02-23)

source files    manual    NEWS    ChangeLog    GitLab/GitHub

Vignettes

plotseries_examples.pdf

To install the package from a running R session, type:

install.packages('plotseries',
                 repos = c('http://enricoschumann.net/R', getOption('repos')))

return to previous page...

return to main page...