as.pplot: Coerce into a '`pplot`' object

Description

Coerce into a 'pplot' object. This function allows (1) to overlay and colorize multiple plots of IRF and confidence bands in a single 'ggplot' object and (2) to overwrite shock and variable names in verbatim LaTeX math mode suitable for the export via tikzDevice.

Usage

as.pplot(
  ...,
  names_k = NULL,
  names_s = NULL,
  names_g = NULL,
  color_g = NULL,
  shape_g = NULL,
  n.rows = NULL,
  scales = "free_y",
  Latex = FALSE
)

Value

A list of class 'pplot'. Objects of this class contain the elements:

F.plot: 'ggplot' object for the merged plot.
L.plot: List of 'ggplot' objects containing all \(G\) plots.
args_pplot: List of characters and integers indicating the specifications used for creating F.plot.

Arguments

...: A single ggplot or list(s) of ggplots to be transformed.
names_k: Vector. Names of the variables \(k=1,\ldots,K\). If NULL (the default), the names of the first plot are reused. For LaTeX exports, use e.g. paste0("y_{ ", 1:dim_K, " }").
names_s: Vector. Names of the shocks \(s=1,\ldots,S\). If NULL (the default), the names of the first plot are reused. For LaTeX exports, use e.g. paste0("\\epsilon_{ ", 1:dim_S, " }").
names_g: Vector. Names of the layered plots \(g=1,\ldots,G\). If NULL (the default), the names of the plots given in ... are reused.
color_g: Vector. Colors of the layered plots \(g=1,\ldots,G\).
shape_g: Vector. Shapes of the layered plots \(g=1,\ldots,G\), see ggplot2's geom_point for shapes. If NULL (the default), no points will be set on the IRF-lines.
n.rows: Integer. Number of rows in facet_wrap. If NULL (the default), the dimensions of the facet plots given in ... are reused.
scales: Character. Should scales be fixed ("fixed"), free ("free"), or free in one dimension ("free_x", "free_y", the default)? See facet_wrap.
Latex: Logical. If TRUE, the arrows of the facet labels are written in LaTeX math mode.

Details

as.pplot is used as an intermediary in the 'pplot' functions to achieve compatibility with different classes. Equivalently to as.pvarx for panels of \(N\) VAR objects, as.pplot summarizes panels of \(G\) plot objects that have been returned from the 'plot' method for class 'svarirf' or 'sboot'. If the user wishes to extend the compatibility of the 'pplot' functions with further classes, she may simply specify accordant as.pplot-methods instead of altering the original 'pplot' functions.

Examples

Run this code

### gallery of merged IRF plots ###
# \donttest{
library("ggplot2")
data("PCAP")
names_k = c("g", "k", "l", "y")  # variable names
names_i = levels(PCAP$id_i)      # country names 
L.data  = sapply(names_i, FUN=function(i) 
  ts(PCAP[PCAP$id_i==i, names_k], start=1960, end=2019, frequency=1), 
  simplify=FALSE)
L.vars = lapply(L.data, FUN=function(x) vars::VAR(x, p=2, type="both"))
L.chol = lapply(L.vars, FUN=function(x) svars::id.chol(x))

# overlay all IRF to get an overview on the stability #
L.irf = lapply(L.chol, FUN=function(x) plot(irf(x, n.ahead=30)))
summary(as.pvarx(L.vars))
as.pplot(L.irf)

# overlay IRF of selected countries and quantiles of all countries #
F.mg  = plot(sboot.mg(L.chol, n.ahead=30), lowerq=0.05, upperq=0.95)
R.irf = as.pplot(MG=F.mg, L.irf[c("DEU", "FRA", "ITA", "JPN")])
plot(R.irf)  # emphasize MG-IRF in next step
R.irf = as.pplot(R.irf, color_g="black", shape_g=c(20, rep(NA, 4)))
R.irf$F.plot + guides(fill="none") + labs(color="Country", shape="Country")

# compare two mean-groups and their quantiles #
idx_nord = c(5, 6, 10, 17, 20)  # Nordic countries
R.irf = as.pplot(color_g=c("black", "blue"), 
  Other  = plot(sboot.mg(L.chol[-idx_nord])), 
  Nordic = plot(sboot.mg(L.chol[ idx_nord])))
plot(R.irf)
 
# compare different shock ordering for MG-IRF #
R.pid1 = pid.chol(L.vars)
R.pid2 = pid.chol(L.vars, order_k=4:1)
R.pid3 = pid.chol(L.vars, order_k=c(1,4,2,3))

R.pal = RColorBrewer::brewer.pal(n=8, name="Spectral")[c(8, 1, 4)]
R.irf = as.pplot(color_g=R.pal, shape_g=c(2, 3, 20), 
  GKLY = plot(irf(R.pid1, n.ahead=25)), 
  YLKG = plot(irf(R.pid2, n.ahead=25)), 
  GYKL = plot(irf(R.pid3, n.ahead=25)))
R.mg = as.pplot(color_g=R.pal, shape_g=c(2, 3, 20), 
  GKLY = plot(sboot.mg(R.pid1, n.ahead=25), lowerq=0.05, upperq=0.95), 
  YLKG = plot(sboot.mg(R.pid2, n.ahead=25), lowerq=0.05, upperq=0.95), 
  GYKL = plot(sboot.mg(R.pid3, n.ahead=25), lowerq=0.05, upperq=0.95))
         
# colorize and export a single sub-plot to Latex #
library("tikzDevice")
textwidth = 15.5/2.54  # LaTeX textwidth from "cm" into "inch"
file_fig  = file.path(tempdir(), "Fig_irf.tex")

R.irf = as.pplot(
  DEU = plot(irf(L.chol[["DEU"]], n.ahead=50), selection=list(4, 1)), 
  FRA = plot(irf(L.chol[["FRA"]], n.ahead=50), selection=list(4, 1)),
  color_g = c("black", "blue"),
  names_g = c("Germany", "France"),
  names_k = "y", 
  names_s = "\\epsilon_{ g }", 
  Latex   = TRUE)

tikz(file=file_fig, width=1.2*textwidth, height=0.8*textwidth)
  R.irf$F.plot + labs(color="Country") + theme_minimal()
dev.off()
# }