Hi Mark: PLplot has some decent utilities for plotting date/time series.
You use (say) UNIX epoch seconds as the time variable and tell PLplot how
to display it on the plot: YYYY.DDD.HH.MM, YY/MM/DD HH:SS, etc.
The 'low level' PDL::Graphics::PLplot interface supports this.
Regards,
Doug
[email protected]
Software Engineer
UCAR - COSMIC, Tel. (303) 497-2611
On Fri, 26 Apr 2013, Clifford Sobchuk wrote:
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
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