On 02.02.2010 16:01, walter.dju...@chello.at wrote:
Here they are for now for you.
And I will put them somewhere in a few minutes and poost the link.
No need to do so. If you really want to use 3D plots (which I doubt you
really want since you could do better in 2D using dotcharts or so):
setwd('d:/')
#READ IN Contracts
NG.contracts <- read.csv('NG_contracts.csv', header=FALSE, sep=";",
na.string="")
NG.contracts$V1 <- as.Date(NG.contracts$V1,format='%d.%m.%Y')
#READ IN Values
NG.values <- read.csv('NG_values.csv', header=FALSE, sep=";", na.string="?")
NG.values$V1 <- as.Date(NG.values$V1, format='%d.%m.%Y')
## new stuff by UL:
NG.valuesl <- reshape(NG.values, direction="long", varying=list(2:32),
idvar="V1")
NG.contractsl <- reshape(NG.contracts, direction="long",
varying=list(2:32), idvar="V1")
NG <- NG.valuesl[,c("V1","V2")]
colnames(NG) <- c("Date", "value")
rownames(NG) <- NULL
NG$contract <- NG.contractsl[,"V2"]
## two ways, one for nice viewing, one for easier printout:
library(rgl)
plot3d(NG$Date, NG$contract, NG$value)
library(scatterplot3d)
scatterplot3d(NG$Date, NG$contract, NG$value, pch=20)
Now you need to prettify exes etc.
Uwe Ligges
Greetings,
Walter
---- Uwe Ligges<lig...@statistik.tu-dortmund.de> schrieb:
Since your files did not come through the mail list, I'd suggest to put
them on some webside and provide a link.
Uwe Ligges
On 02.02.2010 13:01, walter.dju...@chello.at wrote:
Hello R-experts,
I am having difficulties with 3D plotting (i.e. the evolution of various
forward curves through time).
I have two comma seperated files both ordered by date (in the first column) one containing contracts
(meaning forward delivery months from YEAR_& Letter "F" ... January through letter
"Z" ... December) and the other holding the closing price of the respective contract on the
day also defined in the first column (see attachments).
What I would like to do is plot a three dimensional figure with trade day
(date) on the X-axis, contract on the Y-axis and the price of the forward
contract being the z-value.
I am quite a newbie and did not manage to merge these two files in a logic way,
so that R could do a 3D plot.
Any help would be appreciated.
--
WD
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--
mfg
WD
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
