README.Rmd

```{r setup,include=FALSE}
# set the knitr options ... for everyone!
# if you unset this, then vignette build bonks. oh, joy.
#opts_knit$set(progress=TRUE)
opts_knit$set(eval.after='fig.cap')
# for a package vignette, you do want to echo.
# opts_chunk$set(echo=FALSE,warning=FALSE,message=FALSE)
opts_chunk$set(warning=FALSE,message=FALSE)
#opts_chunk$set(results="asis")
opts_chunk$set(cache=TRUE,cache.path="cache/")

#opts_chunk$set(fig.path="figure/",dev=c("pdf","cairo_ps"))
opts_chunk$set(fig.path="man/figures/",dev=c("png"))
opts_chunk$set(fig.width=7,fig.height=6,dpi=100,out.width='700px',out.height='600px')

# doing this means that png files are made of figures;
# the savings is small, and it looks like shit:
#opts_chunk$set(fig.path="figure/",dev=c("png","pdf","cairo_ps"))
#opts_chunk$set(fig.width=4,fig.height=4)
# for figures? this is sweave-specific?
#opts_knit$set(eps=TRUE)

# this would be for figures:
#opts_chunk$set(out.width='.8\\textwidth')
# for text wrapping:
options(width=124,digits=2)
opts_chunk$set(size="small")
opts_chunk$set(tidy=FALSE,tidy.opts=list(width.cutoff=50,keep.blank.line=TRUE))
library(ggplot2)
library(ggallin)
library(dplyr)
library(moments)
library(microbenchmark)
# chicken and egg dept:
# [![CRAN](http://www.r-pkg.org/badges/version/ggallin)](http://cran.rstudio.com/package=ggallin) 
# [![Downloads](http://cranlogs.r-pkg.org/badges/ggallin?color=brightgreen)](http://www.r-pkg.org/pkg/ggallin)
# [![Total](http://cranlogs.r-pkg.org/badges/grand-total/ggallin?color=brightgreen)](http://www.r-pkg.org/pkg/ggallin)
```

# ggallin

[![Build Status](https://github.com/shabbychef/ggallin/workflows/R-CMD-check/badge.svg)](https://github.com/shabbychef/ggallin/actions)
[![codecov.io](http://codecov.io/github/shabbychef/ggallin/coverage.svg?branch=master)](http://codecov.io/github/shabbychef/ggallin?branch=master)
[![CRAN](http://www.r-pkg.org/badges/version/ggallin)](https://cran.r-project.org/package=ggallin)
[![Downloads](http://cranlogs.r-pkg.org/badges/ggallin?color=green)](http://www.r-pkg.org/pkg/ggallin)
[![Total](http://cranlogs.r-pkg.org/badges/grand-total/ggallin?color=green)](http://www.r-pkg.org/pkg/ggallin)

> *If you think I'm into this for the money you're dead wrong because I'm not doing this for the money.  I'm doing it because it lives inside of me.* -- GG Allin

A grab bag of _ggplot2_ extensions and hacks.

-- Steven E. Pav, shabbychef@gmail.com

## Installation

This package can be installed 
from CRAN (not yet), 
via [drat](https://github.com/eddelbuettel/drat "drat"), or
from github:

```{r install,eval=FALSE,echo=TRUE}
# via CRAN: (not yet)
# install.packages("ggallin")
# via drat:
if (require(drat)) {
    drat:::add("shabbychef")
    install.packages("ggallin")
}
# get snapshot from github (may be buggy)
if (require(devtools)) {
  install_github('shabbychef/ggallin')
}
```

## `geom_cloud`

This `geom` acts nearly as a drop-in replacement for `geom_errorbar`,
converting `ymin` and `ymax` into 'clouds' of uncertainty with alpha
proportional to normal density. 

```{r geomcloud,cache=TRUE,eval=TRUE,echo=TRUE,dpi=200,out.width='600px',out.height='500px'}
library(ggplot2)
library(ggallin)
library(dplyr)

nobs <- 1000

set.seed(2134)
mydat <- data.frame(grp=sample(c(0,1),nobs,replace=TRUE),
                    colfac=sample(letters[1:2],nobs,replace=TRUE),
                    rowfac=sample(letters[10 + (1:3)],nobs,replace=TRUE)) %>%
  mutate(x=seq(0,1,length.out=nobs) + 0.33 * grp) %>%
  mutate(y=0.25*rnorm(nobs) + 2*grp) %>%
  mutate(grp=factor(grp)) %>%
  mutate(se=sqrt(x)) %>%
  mutate(ymin=y-se,ymax=y+se)

offs <- 2
ph <- mydat %>%
  mutate(y=y+offs,ymin=ymin+offs,ymax=ymax+offs) %>%
  ggplot(aes(x=x,y=y,ymin=ymin,ymax=ymax,color=grp,fill=grp)) + 
  facet_grid(rowfac ~ colfac) +
  scale_y_sqrt() + geom_line() + 
  geom_cloud(aes(fill=grp),steps=15,max_alpha=0.85,color=NA) +   
  labs(title='geom cloud')
print(ph)
```

## log-like transforms

The square root transform is a good compromise between raw and logarithmic
scales, showing detail across different scales without over-emphasizing very
small variation. However, it does not work for negative numbers. Thus
a signed square root transform is useful. Along similar lines, the 
[pseudo-log transform](http://www.win-vector.com/blog/2012/03/modeling-trick-the-signed-pseudo-logarithm/)
accepts negative numbers while providing a good view across magnitudes.
Some illustrations:

```{r loglike_trans,cache=TRUE,eval=TRUE,echo=TRUE,dpi=200,out.width='600px',out.height='500px'}
library(ggplot2)
library(ggallin)
library(dplyr)

nobs <- 100

# this is a silly example, don't blame me
set.seed(1234)
mydat <- data.frame(x=rnorm(nobs),z=rnorm(nobs)) %>%
  mutate(y=sign(z) * exp(x+z-2)) 
ph <- mydat %>%
  ggplot(aes(x=x,y=y)) + 
  geom_line() + 
  scale_y_continuous(trans=ssqrt_trans)
print(ph)

ph <- mydat %>%
  ggplot(aes(x=x,y=y)) + 
  geom_line() + 
  scale_y_continuous(trans=pseudolog10_trans)
print(ph)
```

## interpolated transforms

Scale transforms are useful for 'straightening out' crooked data graphically.
Sometimes these transforms can not be expressed functionally but instead rely
on data. In this case we can imagine that we have some paired data that
provide the transformation _x -> y_. We provide a scale transformation that
supports linear interpolation. 
We also provide another scale transformation that accepts _x_ and positive 'weights'
_w_, and computes _y_ by taking the cumulative sum of weights, called a 'warp'
transformation. 

Here we illustrate the warp transformation by plotting the cumulative return of
the 'UMD' factor against a time scale that is uniform in cumulative daily VIX
(whatever that means):

```{r interp_trans,cache=TRUE,eval=TRUE,echo=TRUE,dpi=200,out.width='600px',out.height='500px'}
library(ggplot2)
library(ggallin)
library(dplyr)
library(aqfb.data)
library(scales)

data(dvix)
data(dff4)

rr_to_nav <- function(x) {
  exp(cumsum(log(1 + x)))
}

rets <- dff4 %>%
  as.data.frame() %>%
  tibble::rownames_to_column(var='date') %>%
  inner_join(dvix %>%
             as.data.frame() %>%
             setNames(c('VIX')) %>%
             tibble::rownames_to_column(var='date'),by='date') %>%
  mutate(date=as.Date(date,format='%Y-%m-%d')) %>%
  mutate(UMD_nav=rr_to_nav(0.01*UMD),
         SMB_nav=rr_to_nav(0.01*SMB),
         HML_nav=rr_to_nav(0.01*HML))

  ph <- rets %>%
    ggplot(aes(x=date,y=UMD_nav)) +
    geom_line() +
    labs(y='UMD cumulative return') + 
    labs(x='regular date scale')
  print(ph)

  # select breaks automagically
  ph <- rets %>%
    ggplot(aes(x=date,y=UMD_nav)) +
    geom_line() + 
    scale_x_continuous(trans=warp_trans(x=rets$date,w=rets$VIX)) +
    labs(y='UMD cumulative return') + 
    labs(x='warped date scale')
  print(ph)

  # force decade breaks:
  ph <- rets %>%
    ggplot(aes(x=date,y=UMD_nav)) +
    geom_line() + 
    scale_x_continuous(trans=warp_trans(x=rets$date,w=rets$VIX,
                                        breaks=scales::date_breaks('10 years'),
                                        format=scales::date_format('%Y'))) +
labs(y='UMD cumulative return') + 
labs(x='warped date scale')
print(ph)

# reverse scale as well (see composition of transforms)
ph <- rets %>%
  ggplot(aes(x=date,y=UMD_nav)) +
  geom_line() + 
  scale_x_continuous(trans=scales::reverse_trans() %of% warp_trans(x=rets$date,w=rets$VIX)) +
  labs(y='UMD cumulative return') + 
  labs(x='reversed, warped date scale')
print(ph)
```

## composition of transforms

The `%of%` binary operator supports composition of scale transformations. This
is most useful for composing reverse scales with other transforms:

```{r compose_trans,cache=TRUE,eval=TRUE,echo=TRUE,dpi=200,out.width='600px',out.height='500px'}
library(ggplot2)
library(ggallin)

#  reverse and log scale
set.seed(1234)
ph <- ggplot(data.frame(x=rnorm(100),y=exp(rnorm(100,mean=-2,sd=4))),aes(x=x,y=y)) + 
  geom_point() + 
  scale_y_continuous(trans=scales::reverse_trans() %of% scales::log10_trans()) +
  labs(title='reversed and log scaled y')
print(ph)

```