見出し画像

ggplot spx vs. vix diff その2 さまざまな分布図

them_dark()
scale_color_gradient2()


m <- merge(dailyReturn(GSPC)["2021::"], dailyReturn(VIX)["2020::"][index(dailyReturn(GSPC)["2021::"])], VIX[,4][index(dailyReturn(GSPC)["2021::"])])
# m <- merge(weeklyReturn(GSPC)["2011::"], weeklyReturn(VIX)["2011::"][index(weeklyReturn(GSPC)["2011::"])], apply.weekly(VIX[,4],mean)[index(weeklyReturn(GSPC)["2011::"])])
colnames(m) <- c('spx','vixdiff','vix')
df <- m
p <- ggplot(df, aes(x=vixdiff,y=spx,color=vix))
p <- p + geom_point(alpha=1)
p <- p + scale_color_gradient(low = "green", high = "blue",name = "vix")
p <- p + stat_smooth(aes(x=vixdiff,y=spx),method = loess, formula = y ~ x,se=F)
# p <- p + geom_point(aes(x=last(df$vixdiff),y=last(df$spx)))
# p <- p + scale_shape_manual(values=c(18))
# p <- p + scale_color_manual(values=c("black"))
# p <- p + scale_size(name = "spx return")
p <- p + annotate("text", x=last(df$vixdiff),y=last(df$spx)+0.0001, label = "◇",family = "HiraKakuProN-W3",alpha=1,color='white')

p <- p + theme_dark(base_family = "HiraKakuPro-W3")
p <- p + guides(color = guide_legend(title="VIX"))
p  <- p + scale_color_gradient2( low = "#FF0000",mid="#FFFF00" , high = "#0000FF",midpoint=26)
p <- p + xlab("VIX日次変化率") + ylab("SPX日次収益率")
plot(p)

scale_color_gradientn()


m <- merge(dailyReturn(GSPC)["2021::"], dailyReturn(VIX)["2020::"][index(dailyReturn(GSPC)["2021::"])], VIX[,4][index(dailyReturn(GSPC)["2021::"])])
# m <- merge(weeklyReturn(GSPC)["2011::"], weeklyReturn(VIX)["2011::"][index(weeklyReturn(GSPC)["2011::"])], apply.weekly(VIX[,4],mean)[index(weeklyReturn(GSPC)["2011::"])])
colnames(m) <- c('spx','vixdiff','vix')
df <- m
p <- ggplot(df, aes(x=vixdiff,y=spx,color=vix))
p <- p + geom_point(alpha=1)
p <- p + scale_color_gradient(low = "green", high = "blue",name = "vix")
p <- p + stat_smooth(aes(x=vixdiff,y=spx),method = loess, formula = y ~ x,se=F)
# p <- p + geom_point(aes(x=last(df$vixdiff),y=last(df$spx)))
# p <- p + scale_shape_manual(values=c(18))
# p <- p + scale_color_manual(values=c("black"))
# p <- p + scale_size(name = "spx return")
p <- p + annotate("text", x=last(df$vixdiff),y=last(df$spx)+0.0001, label = "◇",family = "HiraKakuProN-W3",alpha=1,color='white')

p <- p + theme_dark(base_family = "HiraKakuPro-W3")
# p <- p + guides(size = guide_legend(title="接種総数"))
p <- p + guides(color = guide_legend(title="VIX"))
p <- p + scale_colour_gradientn(colours = terrain.colors(10))
p <- p + xlab("VIX日次変化率") + ylab("SPX日次収益率")
plot(p)


この記事が気に入ったらサポートをしてみませんか?