Hi all,
I am somewhat new to PDL, but I love Perl and am looking to use
Perl/PDL for some statistical/machine learning based financial
analysis. I've seen lot's of code in Python and R for these purposes,
but not much yet for Perl/PDL. I hope to correct that!
Anyway, one stumbling block has been graphing date/time series. There
are a bunch of good graphing options for PDL, but I have not been able
to figure out how put dates on the x-axis for any of them. So far I
have been gravitating towards PLplot, but I like Prima and am
certainly not committed to anything yet.
I did see some documentation refering to "pltimefmt", but I really
don't know where to start with that.
Just to be complete, here is a snippet of code. Ideally, $x would be a
list of dates:
sub plot_returns {
my ( $values, $mkt_values ) = @_;
my $pl = PDL::Graphics::PLplot->new( DEV => "xwin", );
my $x = sequence( nelem($values) );
my $returns = $values / $values->(0) - 1;
my $mkt_returns = $mkt_values / $mkt_values->(0) - 1;
$pl->xyplot(
$x, $returns,
TITLE => 'Portfolio Return',
XBOX => 'anst',
COLOR => 'BLUE',
CHARSIZE => 0.75,
YLAB => 'Returns',
BOX => [ $x->minmax, cat( $returns, $mkt_returns )->minmax ],
);
$pl->xyplot( $x, $mkt_returns, COLOR => 'BLACK', );
$pl->close;
}
Thanks,
Mark
_______________________________________________
Perldl mailing list
[email protected]
http://mailman.jach.hawaii.edu/mailman/listinfo/perldl
