Hi Mark, I use time series a little differently but I believe the suggestion to me would work for you as well. Put the time data in terms of epoch seconds. Then they can be treated as a numerical structure for which PDL was designed - i.e. performing any matrix operations. I don't know of an easy way to go between a date-time model and the epoch seconds for display. Thanks, Cliff.
-----Original Message----- From: Mark Grimes [mailto:[email protected]] Sent: April 26, 2013 9:07 AM To: [email protected] Subject: [Perldl] Graphing Date Series 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 _______________________________________________ Perldl mailing list [email protected] http://mailman.jach.hawaii.edu/mailman/listinfo/perldl
