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calendarheatmap.R
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##############################################################################
# Calendar Heatmap #
# by #
# Paul Bleicher #
# an R version of a graphic from: #
# http://stat-computing.org/dataexpo/2009/posters/wicklin-allison.pdf #
# requires lattice, chron, grid packages #
##############################################################################
## calendarHeat: An R function to display time-series data as a calendar heatmap
## Copyright 2009 Humedica. All rights reserved.
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2 of the License, or
## (at your option) any later version.
## This program is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
## You can find a copy of the GNU General Public License, Version 2 at:
## http://www.gnu.org/licenses/gpl-2.0.html
calendarHeat <- function(dates,
values,
ncolors=99,
color="r2g",
varname="Values",
date.form = "%Y-%m-%d", ...) {
require(lattice)
require(grid)
require(chron)
if (class(dates) == "character" | class(dates) == "factor" ) {
dates <- strptime(dates, date.form)
}
caldat <- data.frame(value = values, dates = dates)
min.date <- as.Date(paste(format(min(dates), "%Y"),
"-1-1",sep = ""))
max.date <- as.Date(paste(format(max(dates), "%Y"),
"-12-31", sep = ""))
dates.f <- data.frame(date.seq = seq(min.date, max.date, by="days"))
# Merge moves data by one day, avoid
caldat <- data.frame(date.seq = seq(min.date, max.date, by="days"), value = NA)
dates <- as.Date(dates)
caldat$value[match(dates, caldat$date.seq)] <- values
caldat$dotw <- as.numeric(format(caldat$date.seq, "%w"))
caldat$woty <- as.numeric(format(caldat$date.seq, "%U")) + 1
caldat$yr <- as.factor(format(caldat$date.seq, "%Y"))
caldat$month <- as.numeric(format(caldat$date.seq, "%m"))
yrs <- as.character(unique(caldat$yr))
d.loc <- as.numeric()
for (m in min(yrs):max(yrs)) {
d.subset <- which(caldat$yr == m)
sub.seq <- seq(1,length(d.subset))
d.loc <- c(d.loc, sub.seq)
}
caldat <- cbind(caldat, seq=d.loc)
#color styles
greyhue <- c("#f7f7f7", "#cccccc", "#969696", "#525252")
purplehue <- c("#f2f0f7", "#cbc9e2", "#9e9ac8", "#6a51a3")
orangehue <- c("#feedde", "#fdbe85", "#fd8d3c", "d94701")
redhue <- c("#fee5d9", "#fcae91", "#fb6a4a", "#cb181d")
greenhue <- c("#edf8e9", "#bae4b3", "#74c476", "#238b45")
bluehue <- c("#eff3ff", "#bdd7e7", "#6baed6", "#2171b5")
r2b <- c("#0571B0", "#92C5DE", "#F7F7F7", "#F4A582", "#CA0020") #red to blue
r2g <- c("#D61818", "#FFAE63", "#FFFFBD", "#B5E384") #red to green
w2b <- c("#045A8D", "#2B8CBE", "#74A9CF", "#BDC9E1", "#F1EEF6") #white to blue
g2r <- c("#B5E384", "#FFFFBD", "#FFAE63", "#D61818") #green to red
assign("col.sty", get(color))
calendar.pal <- colorRampPalette((col.sty), space = "Lab")
def.theme <- lattice.getOption("default.theme")
cal.theme <-
function() {
theme <-
list(
strip.background = list(col = "transparent"),
strip.border = list(col = "transparent"),
axis.line = list(col="transparent"),
par.strip.text=list(cex=0.8))
}
lattice.options(default.theme = cal.theme)
yrs <- (unique(caldat$yr))
nyr <- length(yrs)
print(cal.plot <- levelplot(value~woty*dotw | yr, data=caldat,
as.table=TRUE,
aspect=.12,
layout = c(1, nyr%%7),
between = list(x=0, y=c(1,1)),
strip=TRUE,
main = paste("Calendar Heat Map of ", varname, sep = ""),
scales = list(
x = list(
at= c(seq(2.9, 52, by=4.42)),
labels = month.abb,
alternating = c(1, rep(0, (nyr-1))),
tck=0,
cex = 0.7),
y=list(
at = c(0, 1, 2, 3, 4, 5, 6),
labels = c("Sunday", "Monday", "Tuesday", "Wednesday", "Thursday",
"Friday", "Saturday"),
alternating = 1,
cex = 0.6,
tck=0)),
xlim =c(0.4, 54.6),
ylim=c(6.6,-0.6),
cuts= ncolors - 1,
col.regions = (calendar.pal(ncolors)),
xlab="" ,
ylab="",
colorkey= list(col = calendar.pal(ncolors), width = 0.6, height = 0.5),
subscripts=TRUE
) )
panel.locs <- trellis.currentLayout()
for (row in 1:nrow(panel.locs)) {
for (column in 1:ncol(panel.locs)) {
if (panel.locs[row, column] > 0)
{
trellis.focus("panel", row = row, column = column,
highlight = FALSE)
xyetc <- trellis.panelArgs()
subs <- caldat[xyetc$subscripts,]
dates.fsubs <- caldat[caldat$yr == unique(subs$yr),]
y.start <- dates.fsubs$dotw[1]
y.end <- dates.fsubs$dotw[nrow(dates.fsubs)]
dates.len <- nrow(dates.fsubs)
adj.start <- dates.fsubs$woty[1]
for (k in 0:6) {
if (k < y.start) {
x.start <- adj.start + 0.5
} else {
x.start <- adj.start - 0.5
}
if (k > y.end) {
x.finis <- dates.fsubs$woty[nrow(dates.fsubs)] - 0.5
} else {
x.finis <- dates.fsubs$woty[nrow(dates.fsubs)] + 0.5
}
grid.lines(x = c(x.start, x.finis), y = c(k -0.5, k - 0.5),
default.units = "native", gp=gpar(col = "grey", lwd = 1))
}
if (adj.start < 2) {
grid.lines(x = c( 0.5, 0.5), y = c(6.5, y.start-0.5),
default.units = "native", gp=gpar(col = "grey", lwd = 1))
grid.lines(x = c(1.5, 1.5), y = c(6.5, -0.5), default.units = "native",
gp=gpar(col = "grey", lwd = 1))
grid.lines(x = c(x.finis, x.finis),
y = c(dates.fsubs$dotw[dates.len] -0.5, -0.5), default.units = "native",
gp=gpar(col = "grey", lwd = 1))
if (dates.fsubs$dotw[dates.len] != 6) {
grid.lines(x = c(x.finis + 1, x.finis + 1),
y = c(dates.fsubs$dotw[dates.len] -0.5, -0.5), default.units = "native",
gp=gpar(col = "grey", lwd = 1))
}
grid.lines(x = c(x.finis, x.finis),
y = c(dates.fsubs$dotw[dates.len] -0.5, -0.5), default.units = "native",
gp=gpar(col = "grey", lwd = 1))
}
for (n in 1:51) {
grid.lines(x = c(n + 1.5, n + 1.5),
y = c(-0.5, 6.5), default.units = "native", gp=gpar(col = "grey", lwd = 1))
}
x.start <- adj.start - 0.5
if (y.start > 0) {
grid.lines(x = c(x.start, x.start + 1),
y = c(y.start - 0.5, y.start - 0.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
grid.lines(x = c(x.start + 1, x.start + 1),
y = c(y.start - 0.5 , -0.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
grid.lines(x = c(x.start, x.start),
y = c(y.start - 0.5, 6.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
if (y.end < 6 ) {
grid.lines(x = c(x.start + 1, x.finis + 1),
y = c(-0.5, -0.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
grid.lines(x = c(x.start, x.finis),
y = c(6.5, 6.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
} else {
grid.lines(x = c(x.start + 1, x.finis),
y = c(-0.5, -0.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
grid.lines(x = c(x.start, x.finis),
y = c(6.5, 6.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
}
} else {
grid.lines(x = c(x.start, x.start),
y = c( - 0.5, 6.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
}
if (y.start == 0 ) {
if (y.end < 6 ) {
grid.lines(x = c(x.start, x.finis + 1),
y = c(-0.5, -0.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
grid.lines(x = c(x.start, x.finis),
y = c(6.5, 6.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
} else {
grid.lines(x = c(x.start + 1, x.finis),
y = c(-0.5, -0.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
grid.lines(x = c(x.start, x.finis),
y = c(6.5, 6.5), default.units = "native",
gp=gpar(col = "black", lwd = 1.75))
}
}
for (j in 1:12) {
last.month <- max(dates.fsubs$seq[dates.fsubs$month == j])
x.last.m <- dates.fsubs$woty[last.month] + 0.5
y.last.m <- dates.fsubs$dotw[last.month] + 0.5
grid.lines(x = c(x.last.m, x.last.m), y = c(-0.5, y.last.m),
default.units = "native", gp=gpar(col = "black", lwd = 1.75))
if ((y.last.m) < 6) {
grid.lines(x = c(x.last.m, x.last.m - 1), y = c(y.last.m, y.last.m),
default.units = "native", gp=gpar(col = "black", lwd = 1.75))
grid.lines(x = c(x.last.m - 1, x.last.m - 1), y = c(y.last.m, 6.5),
default.units = "native", gp=gpar(col = "black", lwd = 1.75))
} else {
grid.lines(x = c(x.last.m, x.last.m), y = c(- 0.5, 6.5),
default.units = "native", gp=gpar(col = "black", lwd = 1.75))
}
}
}
}
trellis.unfocus()
}
lattice.options(default.theme = def.theme)
}
## Example of use: Plot financial data
## This code is not run.
if(FALSE) {
#create faux data; skip this to use data from a file or stock data
#ndays <- 1500 #set number of days
#dates <- as.POSIXlt(seq(Sys.Date()- ndays, Sys.Date() - 1, by="days"))
#vals <- runif(ndays, -100, 100)
#stock data:
stock <- "MSFT"
start.date <- "2006-01-12"
end.date <- Sys.Date()
quote <- paste("http://ichart.finance.yahoo.com/table.csv?s=",
stock,
"&a=", substr(start.date,6,7),
"&b=", substr(start.date, 9, 10),
"&c=", substr(start.date, 1,4),
"&d=", substr(end.date,6,7),
"&e=", substr(end.date, 9, 10),
"&f=", substr(end.date, 1,4),
"&g=d&ignore=.csv", sep="")
stock.data <- read.csv(quote, as.is=TRUE)
# Plot as calendar heatmap
calendarHeat(stock.data$Date, stock.data$Adj.Close, varname="MSFT Adjusted Close")
}