[R] Multiple graphs
Dear R helpers,
Last week Mr. Ista Zahn has taken lots of efforts and helped me with the
following code generating basel_asset_wise (e.g. bank, corporate, sovereign)
graphs. The code works excellently and assetwise grahs are aslo genereated.
I have tried to customize the code as per my need.
However, there is only one small problem with the graphs. The graph doesn't
give me the asset names. I.e. in the graph which is meant for bank doesn't
show me the name bank. Under the X - label i.e. Rating, it gives me number
1, Similarly for corporate and sovereign it gives the numbers 2 and 3
respectively.
I understand it is like a spoon feeding, but I have really taken the efforts
to find the solution and invested myself on whole of Saturday and Sunday and
tried different options but just couldn't find the way.
I will be grateful if someone guides me. I understand the
default_probability should be between 0 and 1. However, just for disply
checking purpose I have taken different figures.
Regards
Akshata
# Here is the part of my code which generates the graphs -
library(plyr)
internal_scale = c("AAA","AA","A","BBB","BB","B","CCC")
# internal_scale_id <- c(1:length(internal_scale))
# basel_asset_class <- c("Bank", "Corporate", "Sovereign")
# basel_asset_class_id <- c(1:length(basel_asset_class))
output = data.frame(basel_asset_class_id =
c(1,1,1,1,1,1,1,2,2,2,2,2,2,2,3,3,3,3,3,3,3),
internal_scale_id =
c(1,2,3,4,5,6,7,1,2,3,4,5,6,7,1,2,3,4,5,6,7),
default_probability =
c(10,28,32,44,57,62,78,14,23,38,47,56,65,74,1,9,16,25,36,49,64))
#
# Generation of Graphs
DP_graphs <- function(Data = output, class.var="basel_asset_class_id",
ratings="internal_scale_id", IPD="default_probability")
{
class <- unique(as.character(Data[[class.var]]))[1]
png(filename=sprintf("%s%s%s%s%s", "Curve ", "( ", class," )",".png"),
width=480,height=480)
par('bg'= "#CC")
par(xaxt="n")
plot(as.numeric(factor(Data[[ratings]])), Data[[IPD]], "b",
ylab="PD", xlab="Rating",
fg="#804000", font.main=2,cex.main=1,col="Red",
col.main="black",col.axis="black" ,col.lab = "black")
title("Exponential Curve", sub = paste("(", class,")"), cex.main=1.2,
font.main= 2, col.main= "black", cex.sub = 1, font.sub = 2,
col.sub ="black")
par(xaxt="s")
axis(1,at=1:length(unique(output$internal_scale_id)), labels =
internal_scale)
box(which="outer",bty = "o", col = "#804000")
dev.off()
}
d_ply(output, .(basel_asset_class_id), DP_graphs)
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Re: [R] How to plot multiple graphs?
Dear sir,
Thanks a lot for your great help. The graph is amazing. However, considering
the number of classes (Here for an example purpose I have taken only 3 and
in reality I will be dealing with even 25 classes), will it be possible (a)
to generate separate graphs for each of these classes? (b) How do I draw a
line connecting the plot points?
Kindly advise. Thanks again sir.
Regards
Akshata
On Tue, Mar 8, 2011 at 7:16 PM, John Kane wrote:
> I renamed your dataset to df1 (df is a reserved word and changed the column
> names to make typing easier.
>
> Using gggplot2 does this give you something like what you want?
> =
> library(ggplot2)
> names(df1) <- c("class", "rate", "default")
>
> p <- ggplot(df1, aes(rate, default)) + geom_point() + facet_grid(class ~.)
> p
> ==============
>
>
>
> --- On Tue, 3/8/11, Akshata Rao wrote:
>
> > From: Akshata Rao
> > Subject: [R] How to plot multiple graphs?
> > To: r-help@r-project.org
> > Received: Tuesday, March 8, 2011, 7:40 AM
> > Dear R helpers,
> >
> > I have following data.frame giving asset class (i.e. bank,
> > corporate,
> > sovereign etc. as there could be number of classes) and
> > rating-wise default
> > frequency.
> >
> > I need to plot graphs for each of these classes i.e. bank,
> > corporate and
> > sovereign where I will be plotting ratings (AAA, AA, etc)
> > on the x-axis and
> > their respective default probabilities on Y-axis.
> >
> > I have tried to write a function as given below, but it
> > produces only one
> > graph and that too just a straight line. I have recently
> > started my R
> > venture and trying to learn through the help I receive from
> > various R forum
> > helpers and through old R mails which are achieved.
> >
> > My code is as given below.
> >
> > library(plyr)
> >
> > df = data.frame(basel_asset_class =
> >
> c("bank","bank","bank","bank","bank","bank","bank","corporate","corporate","corporate","corporate","corporate","corporate","corporate","sovereign","sovereign","sovereign","sovereign","sovereign","sovereign","sovereign"),
> > ratings =
> >
> c("AAA","AA","A","BBB","BB","B","CCC","AAA","AA","A","BBB","BB","B","CCC","AAA","AA","A","BBB","BB","B","CCC"),
> > default_probability =
> >
> c(0.0027,0.0029,0.0031,0.0034,0.0037,0.004,0.0043,0.0025,0.0024,0.0024,0.0023,0.0022,0.0021,0.0021,0.003,0.0031,0.0032,0.0033,0.0034,0.0035,0.0036))
> >
> > n_name = as.character(unique(df$basel_asset_class))
> >
> > IPD = df$default_probability
> >
> > internal_category = c(1:7) # Total
> > types of ratings
> >
> > DP_yearly_graphs = function(class, ratings, IPD)
> >
> > {
> > flname = paste("Exponential Curve For " ,
> > n_name)
> > png(filename=sprintf("%s%s%s%s%s", "Curve ",
> > "( ", n_name," )",
> > ".png"),width=480,height=480)
> >
> > par('bg'= "#CC")
> > par(xaxt="n")
> >
> > plot(internal_category, IPD, "b", ylab="PD",
> > xlab="Rating", fg=
> > "#804000", font.main=2,cex.main=1,col="Red",col.main=
> > "black",col.axis="black" ,col.lab = "black")
> > title("Exponential Curve", sub = paste("(",
> > n_name,")"), cex.main =
> > 1.2, font.main= 2, col.main= "black",
> > cex.sub = 1, font.sub = 2, col.sub =
> > "black")
> > par(xaxt="s")
> > axis(1,at=1:7)
> > box(which="outer",bty = "o", col =
> > "#804000")
> > dev.off()
> >
> > }
> >
> > output_graph <- ddply(.data=ons1, .variables =
> > "basel_asset_class",
> > .fun=function(x) DP_yearly_graphs(class = x$n_name,
> > ratings=x$ratings, IPD = x$IPD))
> >
> > Don't understand where I am going wrong. Will be too
> > grateful if someone can
> > guide me through.
> >
> > Thanking in advance.
> >
> > Regards
> >
> > Akshata
> >
> > [[alternative HTML version deleted]]
> >
> > __
> > R-help@r-project.org
> > mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained,
> > reproducible code.
> >
>
>
>
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[R] How to plot multiple graphs?
Dear R helpers,
I have following data.frame giving asset class (i.e. bank, corporate,
sovereign etc. as there could be number of classes) and rating-wise default
frequency.
I need to plot graphs for each of these classes i.e. bank, corporate and
sovereign where I will be plotting ratings (AAA, AA, etc) on the x-axis and
their respective default probabilities on Y-axis.
I have tried to write a function as given below, but it produces only one
graph and that too just a straight line. I have recently started my R
venture and trying to learn through the help I receive from various R forum
helpers and through old R mails which are achieved.
My code is as given below.
library(plyr)
df = data.frame(basel_asset_class =
c("bank","bank","bank","bank","bank","bank","bank","corporate","corporate","corporate","corporate","corporate","corporate","corporate","sovereign","sovereign","sovereign","sovereign","sovereign","sovereign","sovereign"),
ratings =
c("AAA","AA","A","BBB","BB","B","CCC","AAA","AA","A","BBB","BB","B","CCC","AAA","AA","A","BBB","BB","B","CCC"),
default_probability =
c(0.0027,0.0029,0.0031,0.0034,0.0037,0.004,0.0043,0.0025,0.0024,0.0024,0.0023,0.0022,0.0021,0.0021,0.003,0.0031,0.0032,0.0033,0.0034,0.0035,0.0036))
n_name = as.character(unique(df$basel_asset_class))
IPD = df$default_probability
internal_category = c(1:7) # Total types of ratings
DP_yearly_graphs = function(class, ratings, IPD)
{
flname = paste("Exponential Curve For " , n_name)
png(filename=sprintf("%s%s%s%s%s", "Curve ", "( ", n_name," )",
".png"),width=480,height=480)
par('bg'= "#CC")
par(xaxt="n")
plot(internal_category, IPD, "b", ylab="PD", xlab="Rating", fg=
"#804000", font.main=2,cex.main=1,col="Red",col.main=
"black",col.axis="black" ,col.lab = "black")
title("Exponential Curve", sub = paste("(", n_name,")"), cex.main =
1.2, font.main= 2, col.main= "black", cex.sub = 1, font.sub = 2, col.sub =
"black")
par(xaxt="s")
axis(1,at=1:7)
box(which="outer",bty = "o", col = "#804000")
dev.off()
}
output_graph <- ddply(.data=ons1, .variables = "basel_asset_class",
.fun=function(x) DP_yearly_graphs(class = x$n_name,
ratings=x$ratings, IPD = x$IPD))
Don't understand where I am going wrong. Will be too grateful if someone can
guide me through.
Thanking in advance.
Regards
Akshata
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[R] Applying function to multiple data
Dear R helpers,
I know R language at a preliminary level. This is my first post to this R
forum. I have recently learned the use of function and have been successful
in writing few on my own. However I am not able to figure out how to apply
the function to multiple sets of data.
# MY QUERY
Suppose I am having following data.frame
df = data.frame(k = c(1:8), ratings = c("A", "B", "C", "D", "E", "F", "G",
"H"),
default_frequency =
c(0.00229,0.01296,0.01794,0.04303,0.04641,0.06630,0.06862,0.06936))
# ---
DP = function(k, ODF, ratings)
{
n <- length(ODF)
tot_klnODF<- sum(k*log(ODF))
tot_k <- sum(k)
tot_lnODF <- sum(log(ODF))
tot_k2 <- sum(k^2)
slope<- exp((n * tot_klnODF - tot_k * tot_lnODF)/(n * tot_k2 -
tot_k^2))
intercept <- exp((tot_lnODF - log(slope)* tot_k)/n)
IPD <- intercept * slope^k
return(data.frame(ratings = ratings, default_probability = round(IPD, digits
= 4)))
}
result = DP(k = df$k, ODF = df$default_frequency, ratings = df$ratings)
#
The above code fetches me following result. However, I am dealing with only
one set of data here as defined in 'df'.
> result
ratings default_probability
1 A 0.0061
2 B 0.0094
3 C 0.0145
4 D 0.0222
5 E 0.0342
6 F 0.0527
7 G 0.0810
8 H 0.1247
# MY PROBLEM
Suppose I have data as given below
Classk rating default_frequency
Bank1 A0.00229
2 B 0.01296
3 C 0.01794
4 D 0.04303
5 E 0.04641
6 F 0.06630
7 G 0.06862
8 H 0.06936
Corporate1 A 0.00101
2 B 0.01433
3 C 0.02711
4 D 0.03701
5 E 0.04313
6 F 0.05600
7 G 0.06041
8 H 0.07112
Sovereign1 A 0.00210
2 B 0.01014
3 C 0.02001
4 D 0.04312
5 E 0.05114
6 F 0.06801
7 G 0.06997
8 H 0.07404
So I need to use the function "DP" defined above to generate three sets of
results viz. for Bank, Corporate, Sovereign and save each of these results
as diffrent csv files say as bank.csv, corporate.csv etc. Again please note
that there could be say 'm' number of classes. I was trying to use the apply
function but things are not working for me. I will really apprecaite the
guidenace. I hope I am able to put up my query in a neat manner.
Regards and thanking you all in advance.
Akshata Rao
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