%\VignetteIndexEntry{Plotting 'timeSeries' Objects}
\documentclass[10pt,a4paper]{article}
\usepackage{hyperref}
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\title{\bf Plotting 'timeSeries' Objects}
\author{Diethelm W\"urtz and Tobias Setz\\ETH Zurich and Rmetrics Association Zurich}
\date{May 12, 2014}

\begin{document}
\SweaveOpts{concordance=TRUE}

\maketitle
\tableofcontents

\setlength{\parskip}{20pt}
%\SweaveOpts{strip.white=FALSE}
\setkeys{Gin}{width=0.9\textwidth}


% plot.ts <- function (
%    x, y = NULL, plot.type = c("multiple", "single"), 
%    xy.labels, xy.lines, panel = lines, nc, 
%    yax.flip = FALSE, 
%    mar.multi = c(0, 5.1, 0, if (yax.flip) 5.1 else 2.1), 
%    oma.multi = c(6, 0, 5, 0), axes = TRUE, ...) 

% plot.zoo <- function (
%    x, y = NULL, screens, plot.type, panel = lines, 
%    xlab = "Index", ylab = NULL, main = NULL, 
%    xlim = NULL, ylim = NULL, 
%    xy.labels = FALSE, xy.lines = NULL, 
%    yax.flip = FALSE, 
%    oma = c(6, 0, 5, 0), 
%    mar = c(0, 5.1, 0, if (yax.flip) 5.1 else 2.1), 
%    col = 1, lty = 1, lwd = 1, pch = 1, type = "l", log = "", 
%    nc, widths = 1, heights = 1, ...) 

% plot.xts <- function (
%   x, y = NULL, type = "l", auto.grid = TRUE, 
%   major.ticks = "auto", minor.ticks = TRUE, major.format = TRUE, 
%   bar.col = "grey", candle.col = "white", 
%   ann = TRUE, axes = TRUE, ...) 

% .plot.timeSeries <-function(
%    x, y, FinCenter = NULL, type = NULL, plot.type = c("multiple", "single"),
%    format = "auto", at = c("chic", "pretty"),
%    col, pch, cex, lty, lwd, 
%    grid = FALSE, frame.plot = TRUE, panel = lines,
%    axes = TRUE, ann = TRUE, cex.axis = 1, cex.lab = 1,
%    yax.flip = FALSE, 
%    mar.multi = c(0, 5.1, 0, if (yax.flip) 5.1 else 2.1), 
%    oma.multi = c(7.75, 1.1, 6.1, 1.1),
%    ...)



% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% 1


\newpage\thispagestyle{empty}\mbox{}
\pagebreak
\section{Introduction}


The Rmetrics \texttt{timeDate} and \texttt{timeSeries} packages are
workhorses to deal with chronological objects. Since their inception 
2009 under their original names \texttt{fCalendar} and \texttt{fSeries}
they have been only slightly modified. With version R 3.1. we have
essentially improved the \texttt{plot} function, but we also took
care that the functionality is almost upward compatible.

In this vignette we show how to work with the recently updated S4 generic 
plot function \texttt{plot}. The function is written to display Rmetrics 
S4 \texttt{timeSeries} objects.
The basic functionality of the \texttt{plot} function is to display single
and multiple views on univariae and multivariate \texttt{timeSeries} objects.
The function \texttt{plot.ts} from R's base environment, which displays basic
\texttt{ts} time series objects, served as a model for our design of the
generic S4 \texttt{plot} function for \texttt{timeSeries} objects. 
Similarily, \texttt{plot.ts} can be considered as the prototype for
the S3 \texttt{plot.zoo} method. The \texttt{xts} plot function was build
to display univariate \texttt{xts} time series objects which inherit from
\texttt{zoo}'s objects for ordered time series objects.


The generic S4 time series plotting function can dispay \emph{univariate} 
and \emph{multivariate} time series in \emph{single} and \emph{multiple} 
frames. The plots can be tailored with respect to several viewing 
components: colors (col), line types (lty), plot symbols (pch), line 
widths (lwd), symbol sizes (cex), axis layout (pretty, chic, tailored), 
minor tick mark appearence, font styles and font sizes, frame positioning 
(mar, oma), as well as tailored panel functions (panel).


\noindent\emph{General Plot Settings and Design Apects}:


\noindent\emph{Plot Type}: 
Univariate time series are displayed by default in \texttt{plot.type="single"}
frames, multivariate time series are displayed by default in 
\texttt{plot.type="multiple"} frames. The default line style for a plot
is \texttt{type ="l"} is drawn with "lines".


\noindent\emph{Time Axis Layout}:
For the time axis layout the function \texttt{pretty} determines in
an automative way the \texttt{at="pretty"} positions of the ticks. The 
\texttt{format="auto"} is extracted from the time stamps of the time 
series object or can be overwritten by the user with a POSIX format 
string. Alternatively, one can select \texttt{"chic"} to generate time
axis styles. We called this method "chic" to give reference to the 
underlying function \texttt{axTicksByTime} from the Chicago \texttt{xts} 
package which generates tick positions and axis labels. Furthermore,
a "tailored" method can be applied which allows for fully arbitrary
user defined positions and formatted labels. Minor ticks can be added
in several fashions.


\noindent\emph{Annotations}:
The annotations of the plots are reduced to the y-label. These are 
taken by default from the column names of the time series object.
This gives the user the freedom to have full control about his views 
how the plot should be look like. Note, multivariate time series in 
single plots show the string \texttt{"Values"} as label on the y-axis. 
Main title, sub title, and the x-label on the time axis are not 
shown by default. We prefer and recommend to add these decorations
calling the function \texttt{title}. This allows also much more
flexibility compared to passing the arguments through the plot 
functions. All default annotations (including the y-label) can be 
suppressed setting the plot function argument to \texttt{ann=FALSE}.
The argument \texttt{axes=FALSE} suppresses to draw both axes on 
the plot frame.


\noindent\emph{Decorations}:
There are several options to decorate the plot: These include 
colors (col), plotting symbols (pch), scaling factor of plotting
characters and symbols (cex), line types (lty), and lindwidths (lwd).
Note, all these parameters may be vectors of the same length as the
number of time series, so that each series can be addressed to its
own individual style, color, and size. A grid and the plot frame (box)
can be added or suppresse specifying the arguments \texttt{grid} and 
\texttt{frame.plot} in the argument list of the \texttt{plot}
function.


\noindent\emph{Panel Function}:
In the case of multiple plots the plot frames, are also called 
\emph{panels}. By default in each panel the appropriate curve is 
drawn calling R's \texttt{lines} function \texttt{panel=lines}. 
This function can be replaced by a user defined function. This 
offers a wide range of new views on your time series. So for example 
yo can show zero or any other reference lines on the panels, or 
you can add rugs to (return) charts, or you can add for an example
an EMA indicator (or any other kind of indicator) to curves 
shown in individual panels. 


\noindent\emph{Example "timeSeries" Objects}:
To demonstrate the wide range of options to dispaly S4 \texttt{timeSeries}
objects, we use the the daily index values from the Swiss Pension Fund 
Benchmark \emph{LPP2005}. The time series is part of the \texttt{timeSeries}
package. For this we have introduced some abbreviations:

<<environment, include=FALSE>>=
Sys.setlocale("LC_ALL", "C")
@

<<library>>=
require(timeSeries)
require(xts)
require(PerformanceAnalytics)
require(fTrading)
tS1 <- 100 * cumulated(LPP2005REC[, 1])     # SBI (univariate)
tS2 <- 100 * cumulated(LPP2005REC[, 1:2])   # SBI & SPI (bivariate)
tS3 <- 100 * cumulated(LPP2005REC[, 1:3])   # SBI, SPI, SWIIT (Swiss Market)
tS6 <- 100 * cumulated(LPP2005REC[, 1:6])   # Swiss and Foreign Market Indexes
@


% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% 2


\newpage\thispagestyle{empty}\mbox{}
\newpage\thispagestyle{empty}\mbox{}
\pagebreak
\section{Standard Time Series Plots}


The \texttt{plot} function from the \texttt{timeSeries} package allows for 
five different views on standard plot layouts. These include


\begin{itemize}
    \item Univeriate single plots
    \item Multivariate single plots
    \item One column multiple plots
    \item Two column multiple plots
    \item Scatter plots
\end{itemize}


\noindent
The only argument we have to set is the \texttt{plot.type} parameter to
determine the layout of the plot.
The default value is \texttt{"multiple"}, and the alternative value
is \texttt{"single"}. The arguments can be abbreviated as \texttt{"m"} 
or \texttt{"s"}, respectively.


\noindent
\emph{Univariate Single Plots} were designed to plot univariate 
\texttt{timeSeries} objects in one single graph frame. Nothing then 
the \texttt{timeSeries} object has to be specified, the \texttt{plot.type}
is forced to \texttt{"s"}.


\noindent
\emph{Multivariate Single Plots} will be used when a set of multivariate 
\texttt{timeSeries} objects should be drawn in one common data frame.
For this argument the vlue \texttt{plot.type="s"} has to be specified.


\noindent
\emph{One Column Multiple Plots} display multivariate \texttt{timeSeries} 
objects, such that each series is plotted in its own frame. Up to four 
series, the frames are displayed in one column, for more series the 
frames are arranged in a two colum column display.


\noindent
\emph{Two Column Multiple Plots} handel the case of more than four 
\texttt{timeSeries} objects. Then the the series are displayed 
in two colums. In total, the number of rows is not restricted.


% ----------------------------------------------------------------------------
\pagebreak
\subsection{Univariate Single Plots}

 
The most simple time series plot shows an univariate curve in a single
plot. The axis is designed from "pretty" positions calculated from R's
base function \texttt{pretty}. The labels are printed in the ISO 8601 
standard date/time format.


<<univariateSingle,keep.source=TRUE>>=
par(mfrow=c(1, 1))
plot(tS1) 
@
\medskip


\begin{center}
\begin{figure}[h]
<<univariateSinglePlot, fig=TRUE, echo=FALSE>>=
<<univariateSingle>>
@
\caption{The chart shows an univariate time series (here the Swiss Bond 
Index) in a single frame. For all plot options default values have been 
chosen. You can decorate the plot, making it more conveniant to your needs, 
e.g.: change the color (col), add a main title and x-label calling the 
function \texttt{title}, or remove the grid lines setting the argument 
\texttt{grid=FALSE}. You can also design the minor tick marks, setting
instead of the value \texttt{"auto"} oe of the following spreads: 
\texttt{"day"}, the default, \texttt{"week"}, or \texttt{"month"}. }
\end{figure}
\end{center}


% ----------------------------------------------------------------------------
\pagebreak
\subsection*{}


Two other plot function implementations for \texttt{xts} time series 
objects can be found in the contributesd R packages \texttt{xts} and
\texttt{PerformanceAnalytics}. Let us compare how they generate plot
positions and time label formats.
\vspace{-0.3cm}

 
<<univariateSingle2,keep.source=TRUE>>=
require(PerformanceAnalytics)
par(mfrow=c(3, 1))
xts::plot.xts(as.xts(tS1)) 
PerformanceAnalytics::chart.TimeSeries(as.xts(tS1)) 
plot(tS1) 
@
\medskip


\begin{center}
\begin{figure}[h]
<<univariateSingle2Plot, fig=TRUE, echo=FALSE>>=
<<univariateSingle2>>
@
\caption{The group of the three charts shows an univariate time series 
in a single frame for the plot functions as implemented in the packages 
\texttt{xts}, \texttt{PerformanceAnalytics}, and \texttt{timeSeries}.
For example in the case of daily time series records \texttt{xts} uses 
U.S. style labels whereas \texttt{PerformanceAnalytics} and 
\texttt{timeSeries} use ISO standard date labels \texttt{YYYY-mm-dd}. The plot
decorations are those from default settings.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Multivariate Single Plots}


Multivariate time series plots in a single panel are constructed by
default in the way that the first curve is plotted calling the function 
\texttt{plot} and the remaining curves by calling the function \texttt{lines}.
 
 
<<multivariateSingle>>=
par(mfrow=c(1, 1))             
plot(tS3, plot.type="s")   
@
\medskip


\begin{center}
\begin{figure}[h]
<<multivariateSinglePlot, fig=TRUE, echo=FALSE>>=
<<multivariateSingle>>
@
\caption{This chart shows a multivariate time series in a single 
frame. Note, we have to set the argument \texttt{plot.type="s"}. Again, 
for all plot options the default settings have been used. You can 
decorate the plot, making it more conveniant to your needs, e.g.: 
change the color vector (col), add a main title and x-label calling the 
function \texttt{title}, or remove grid lines setting the argument 
\texttt{grid=FALSE}. Note, to change the color settings you can set the
argument \texttt{col=1:3} which would result in "black", "red", "green"
for the three curves, or you can just set the colors by name, or selecting
them from a color palette.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection*{}


Now let us compare the plot function from the \texttt{timeSeries} 
package with the \texttt{chart.TimeSeries} plotting function from
the \texttt{PerformanceAnalytics} function. (Note, the \texttt(xts)
has no multivariate plot function implemented.)
 
 
<<multivariateSingle2>>=
par(mfrow=c(2, 1))       
require(PerformanceAnalytics)
PerformanceAnalytics::chart.TimeSeries(as.xts(tS3))   
plot(tS3, plot.type="s")   
@
\medskip


\begin{center}
\begin{figure}[h]
<<multivariateSingle2Plot, fig=TRUE, echo=FALSE>>=
<<multivariateSingle2>>
@
\caption{The two charts show a multivariate time series plotted in a 
single frame. We use for the plot the functions as implemented in the 
packages \texttt{PerformanceAnalytics}, and \texttt{timeSeries}.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Multiple Plots}


Multiple plots enormously simplify the display of different curves 
in multiple panels. These are the ideal plots when it comes to the task
to create a quick overview over several time series. Multiple plotting
is exclusive to \texttt{timeSeries} objects, \texttt(xts) and 
\texttt{PerformanceAnalytics} offer no multiple plotting tool.

 
<<oneColMultiple>>=
par(mfrow=c(1, 1))                
plot(tS3, plot.type="m")  
@


\begin{center}
\begin{figure}[h]
<<oneColMultiplePlot, fig=TRUE, echo=FALSE>>=
<<oneColMultiple>>
@
\caption{As long as we plot less than 4 time series in a multivariate
frame, we get a one column layout. Annotations show by default only the
y-labels which are taken from the colmun names of the time series to be
drawn. Feel free to add main title, sub title, and x-label calling the
function \texttt{title}}.
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection*{}


For more than four curves the frames of the plot design are
arranged in two columns. 


<<twoColMultiple>>=
par(mfrow=c(1, 1))
plot(tS6, plot.type="m")  
@
\medskip


\begin{center}
\begin{figure}[h]
<<twoColMultiplePlot, fig=TRUE, echo=FALSE>>=
<<twoColMultiple>>
@
\caption{The graph shows the layout how it is created for six
curves. There are two columns with three panels to the left and
also three panels to the right. Note, it is easily possible to 
adapt the margin sizes and the gap between the two columns of 
plots calling the function \texttt{mar} and \texttt{oma}.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection*{}


If you like a design with a small gap between the panel rows, you can
modify the \texttt{mar} parameter to introduce a small gap, here with 
a width of 0.3. Feel free to modify it.


<<gapMultiple>>=
par(mfrow=c(1, 1))
plot(tS3, plot.type="m", mar=c(gap=0.3, 5.1, gap=0.3, 2.1)) 
@
\medskip


\begin{center}
\begin{figure}[h]
<<gapMultiplePlot, fig=TRUE, echo=FALSE>>=
<<gapMultiple>>
@
\caption{One can use in a multiple plot the \texttt{mar} parameter setting 
to create a small gap between the rows of the individual charts. This lets
a plot look more elegant.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Combining Single Plots}


You can also create your own multiple panel plots. Just combine single
panels in an array of rows and columns using the parameter settings
for \texttt{mfrow}, \texttt{mfcol}, and \texttt{mar}.


<<combineSingle>>=
par(mfrow=c(2, 1))
par(mar = c(bottom=1.5, 5.1, top=4, 2.1))
plot(tS2[, 1])
par(mar = c(bottom=4, 5.1, top=1.5, 2.1))
plot(tS2[, 2])
@


\begin{center}
\begin{figure}[h]
<<combineSinglePlot, fig=TRUE, echo=FALSE>>=
<<combineSingle>>
@
\caption{One can use in single plots the \texttt{mfrow} and \texttt{mar}
parameter settings to place single plots either row by row or column by
column. Here, \texttt{mfrow} and \texttt{mfcol} to the job. In this case
a vector of the form \texttt{c(nr, nc)} draws subsequent figures in an 
nr-by-nc array on the device by columns (mfcol) or rows (mfrow), 
respectively.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Layout of Single Plots}


There is another option in R to create panel layouts, not necessarilly
in an rectangular array. Have a look to the help page of the function
\texttt{layout}, her comes a simple example.


<<layoutSingle>>=
nf <- layout(mat=matrix(c(1, 1, 2, 3), byrow = TRUE, nrow=2))
par(mar = c(bottom=2, 5.1, top=3, 2.1))
plot(tS3[, 1])
par(mar = c(bottom=3, 5.1, top=2, 1.1))
plot(tS3[, 2])
par(mar = c(bottom=3, 4.1, top=2, 2.1))
plot(tS3[, 3])
@
\medskip


\begin{center}
\begin{figure}[h]
<<layoutSinglePlot, fig=TRUE, echo=FALSE>>=
<<layoutSingle>>
@
\caption{With the function \texttt{layout} you can devide the plot
device in rows and columns expressed in matrix form defined by the
argument \texttt{mat}. }
\end{figure}
\end{center}


%To be more specific, the graph \texttt{i} is allocated a region composed 
%from a subset of these rows and columns, based on the rows and columns 
%in which \texttt{i} occurs in the matrix \texttt{mat}.

%The argument \texttt{layout.show(n)} plots (part of) the current layout, 
%namely the outlines of the next \texttt{n} figures.


% -----------------------------------------------------------------------------
\pagebreak
\subsection*{}


In addition widths and heights of the layout can be different from row
to row, and/or from column to column. The sizes are expressed by the
arguments \texttt{widths} and \texttt{heights} of the function
\texttt{layout}.


<<layout2Single>>=
nf <- layout(mat=matrix(c(1, 1, 2, 3), byrow=TRUE, nrow=2), heights=c(2.5,1))
par(mar = c(bottom=2, 5.1, top=3, 2.1))
plot(tS3[, 1])
par(mar = c(bottom=3, 5.1, top=1.5, 1.1))
plot(tS3[, 2])
par(mar = c(bottom=3, 4.1, top=1.5, 2.1))
plot(tS3[, 3])
@


\begin{center}
\begin{figure}[h]
<<layout2SinglePlot, fig=TRUE, echo=FALSE>>=
<<layout2Single>>
@
\caption{With the function \texttt{layout} one can also define the 
widths and heights of the columns and rows.}
\end{figure}
\end{center}



% -----------------------------------------------------------------------------
\pagebreak
\subsection{Bivariate Scatter Plots}


For historical reasons, like in the function \texttt{plot.ts}, there is
also the option to create an scatter plot from two univariaye time series.
Since this is not a "true" time series plot, we will not go in further
detail for this display.


<<scatter>>=
par(mfrow=c(1,1))
plot(tS2[, 1], tS2[, 2])
@

\begin{center}
\begin{figure}[h]
<<scatterPlot, fig=TRUE, echo=FALSE>>=
<<scatter>>
@
\caption{If \texttt(x) and \texttt(y) are univariate time series, then
the plot function will display a scatter plot.}
\end{figure}
\end{center}


% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% 3


\newpage\thispagestyle{empty}\mbox{}
\newpage\thispagestyle{empty}\mbox{}
\pagebreak
\section{Time Axis Layout}


The function \texttt{plot} comes with three options to design the time axis
layout: \texttt{"pretty"}, \texttt{"chic"}, and \emph{<tailored>} (note 
this not a string argument. \emph{<tailored>} should just abbreviate
that we have to input character strings of fully arbitray \texttt{at}
positions. For the first two options the style of the axis annotation
is generated in a fully automated way, whereas in the tailored case each 
tick on the axis to be user defined.


\noindent
The \emph{"pretty"} time axis layout is the default setting for the 
argument \texttt{at}. Internally the function \texttt{pretty} is used 
to compute a sequence of about \texttt{n+1} equally spaced round values 
which cover the range of the values in the time stamps \texttt{time(x)} 
of the series \texttt{x}. The values are chosen so that they are 1, 2 or 
5 times a power of 10.


\noindent
The \emph{"chic"} time axis layout is the alternative setting for the 
argument \texttt{at}. Internally the function \texttt{axTicksByTime}
from the package \texttt{xts} is used to compute the sequence of
axis positions and the format labels.


\noindent
The \emph{<tailored>} time axis layout leaves it to the user to specify
by himself the positions (at), the time label formatting (format), and the
minor tick marks (minor.ticks).


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Time Axis: "pretty" or "chic"?}


Our plotting function comes with two axis-styles. The first is called 
\texttt{"pretty"}, which is the default style, and calculates positions
from R's base function \texttt{pretty}. The other is called \texttt{"chic"} 
to remember its origin, arising from the "Chicago" \texttt{xts} package.
\vspace{-0.7cm}


<<pretty>>=
par(mfcol = c(2, 1))
plot(tS1, at = "pretty")
plot(tS1, at = "chic")  
@
\vspace{-0.3cm}


\begin{center}
\begin{figure}[h]
<<prettyPlot, fig=TRUE, echo=FALSE>>=
<<pretty>>
@
\caption{The graph shows the two flavours from the \texttt{at="pretty"} and
the \texttt{"chic"} axis designs. The first style uses the function 
\texttt{pretty} from R's \texttt{base} environment to compute the positions
for the major ticks. The second style uses the function \texttt{axTicksByTime}
from the \texttt{xts} package to compute x-axis tick mark locations by time.
In the upper graph the minor ticks are calendar days, whereas in the
lower graph weekdays are drawn (therefore the small gaps between the minor
ticks become visible). Note, the time series is in both cases an object of 
class \texttt{timeSeries}.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection*{}


Now let us plot a multivariate 3-column time series in a single panel.
Again we compare the outcome of the \texttt{"pretty"} and the \texttt{"chic"}
axis style.


<<chicUnivariateSingle>>=
par(mfcol=c(2, 1))
plot(tS3, plot.type="s", at="pretty")
plot(tS3, plot.type="s", at="chic")
@
\medskip


\begin{center}
\begin{figure}[h]
<<chicUnivariateSinglePlot, fig=TRUE, echo=FALSE>>=
<<chicUnivariateSingle>>
@
\caption{The only difference of this graph compared to the previous is
the fact that we consider here a multivariate time series. Three curves
are shown in a common plot. Note, when using the \texttt{"chic"} style, 
then the vertical gridlines are narrower compared to the \texttt{"pretty"} 
style.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Time Axis - Selecting Minor Tick Marks}


The \texttt{"pretty"} style allows to draw the minor tick marks on different
time scales. These are: \texttt{"day"}, \texttt{"week"}, and \texttt{"month"}.


<<minorTicks>>=
par(mfrow=c(3, 1))                
plot(tS1, minor.ticks="day", at="pretty")
plot(tS1, minor.ticks="week", at="pretty")
plot(tS1, minor.ticks="month", at="pretty")
@
\medskip


\begin{center}
\begin{figure}[h]
<<minorTicksPlot, fig=TRUE, echo=FALSE>>=
<<minorTicks>>
@
\caption{It is worth to note that a good selection of minor tick marks makes 
a plot much better readable.}
\end{figure}
\end{center}



% -----------------------------------------------------------------------------
\pagebreak
\subsection{Time Axis - One Column Multiple Plot Layout}


In the multiple plot layout the axis are drawn along the same principles
as they are drawn in the case of the single plot layout.


<<chicOneColMultiple>>=
par(mfrow=c(1, 1))                
plot(tS3, plot.type="m", at="pretty")
@
\medskip


\begin{center}
\begin{figure}[h]
<<chicOneColMultiplePlot,fig=TRUE,echo=FALSE>>=
<<chicOneColMultiple>>
@
\caption{This graph shows a one column multiple plot layout. The one column
layout is generated for up to four time series. When the multivariate time
series has more then four time series then a two column layout is displayed.
It is up to you which axis style you prefer, \texttt{at="pretty"} or 
\texttt{at="chic".}}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Time Axis - Two Column Multiple Plot Layout}


Concerning the style of the axis, there is now difference between the
one and two column plot designs.


<<chicTwoColMultiple>>=
par(mfrow=c(1, 1)) 
plot(tS6, plot.type="m", at="chic")  
@
\medskip


\begin{center}
\begin{figure}[h]
<<chicTwoColMultiplePlot,fig=TRUE,echo=FALSE>>=
<<chicTwoColMultiple>>
@
\caption{When we have more then four time series, then the display will be
generated in two columns. Note, it is possible to modify the width of the
gap between the two columns.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Tick and Format Layout: The <tailored> axis style}


The third alternative to style the axis offers the users to define format
positions according to his preferences. Here comes an example:


<<tailoredAxis>>=
par(mfrow=c(2, 1))
at <- paste0("200", c("6-01", "6-04", "6-07", "6-10", "7-01", "7-04"), "-01")
plot(tS3, plot.type="s", format="%B\n%Y", at=at)
plot(tS3, plot.type="s", format="%b/%y", at=at)
@
\medskip


\begin{center}
\begin{figure}[h]
<<tailoredAxisPlot, fig=TRUE, echo=FALSE>>=
<<tailoredAxis>>
@
\caption{This graph shows plots with user tailored positions and formatted
axis labels.}
\end{figure}
\end{center}



% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% 4


\newpage\thispagestyle{empty}\mbox{}
%\newpage\thispagestyle{empty}\mbox{}
\pagebreak
\section{Annotations}


Plot annotations are elelents which can be added to plots or completely
discarded. To discard all annotations you have to set \texttt{ann=FALSE}
in the argument list of the timSeries \texttt{plot} function. To display
annotation you can call the function \texttt{title}. This allows to add
the main title, the sub title, and the x- and y-labels to a plot. Together 
with the appropriate character strings, you can also specify the placement 
of these annotations by the arguments \texttt{line} and \texttt{outer}.

There are additional functions to add annotations to a plot. These are
\texttt{text} and \texttt{mtext}.


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Discarding all Annotations}


In a default plot we display only the value-label(s) which are taken from 
the units or column names of the time time series object. Title, sub title,
and time-label are not shown. To discard the appearance of all annotations
on a plot you have to set the plot argument \texttt{ann=FALSE}.


<<annSingle>>=
par(mfrow=c(2, 2))
plot(tS1, ann=FALSE)                
plot(tS3, plot.type="s", ann=FALSE, at="pretty")                                   
plot(tS6, plot.type="s", ann=FALSE, at="pretty")
@

\begin{center}
\begin{figure}[h]
<<annSinglePlot, fig=TRUE, echo=FALSE>>=
<<annSingle>>
@
\caption{This graph shows a plot where all annotations have been
discarded. Now feel free to add your own annotations.}
\end{figure}
\end{center}



% -----------------------------------------------------------------------------
\pagebreak
\subsection{Adding Title and Labels}


To add a main title, a sub, title, and x- and y-labels you can call the
function \texttt{title}.


<<titleSingle>>= 
par(mfrow=c(2, 2))
plot(tS1); title(main = "Index") 
plot(tS3, plot.type="s"); title(main = "Index") 
plot(tS3, plot.type="s"); title(main = "Index", xlab = "Date")                              
plot(tS6, plot.type="s"); title(main = "Index", xlab = "Date")  
@
\medskip


\begin{center}
\begin{figure}[h]
<<titleSinglePlot, fig=TRUE, echo=FALSE>>=
<<titleSingle>>
@
\caption{This graph displays in a two by two array four single plots.
We have added title and x-lable annotations.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Changing Axis Font Size}


Sometimes the axis font size may be considered as too small or too large.
Then you can use the plot argument \texttt{cex.axis} to upsize or downsize
the font.


<<axisFontSize>>=
par(mfrow=c(3, 1))
plot(tS3, at="chic", plot.type="s", cex.axis=0.75)                            
plot(tS3, at="chic", plot.type="s", cex.axis=1.00)                                   
plot(tS3, at="chic", plot.type="s", cex.axis=1.25)
@
\medskip


\begin{center}
\begin{figure}[h]
<<axisFontSizePlot, fig=TRUE, echo=FALSE>>=
<<axisFontSize>>
@
\caption{This is an example how to change the size of the axis labels
relatively to its default value. The upper graph shows a font size
decreased by 20\%, the lower graph a font size increased by 25\%.
You can proceed in the same way when using the \texttt{"pretty"}
axis style.}
\end{figure}
\end{center}



% -----------------------------------------------------------------------------
\pagebreak
\subsection{Flipping Value Axes}


Flipping every second axis label in a multiple plot from left to 
rigth might be meaningful in the case when axis labels overwrite themselves.


<<flipAxisOne>>=
par(mfrow=c(1, 1))                
plot(tS3, plot.type="m", yax.flip = TRUE)                                    
@
\medskip


\begin{center}
\begin{figure}[h]
<<flipAxisOnePlot, fig=TRUE, echo=FALSE>>=
<<flipAxisOne>>
@
\caption{The graph shows an one column multiple plot, where the axis
of the middle panel is flipped from the left to the right. Note, the 
same procedure can also be applied two two column multiple plots.}
\end{figure}
\end{center}


% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% 5


\newpage\thispagestyle{empty}\mbox{}
%\newpage\thispagestyle{empty}\mbox{}
\pagebreak
\section{Decorations}


There exist several options to decorate plots in different ways. Plot
types (lines, points, horizontal bars, etc.) can be modified, colors
can be changed, lines can be modified by style and seize, points can
be selected by symbol and size.


\noindent
In the following we will give some examples 


\begin{itemize}
  \item Modifying Types
  \item Changing Colors by Names
  \item Changing Colors by Color Palettes
  \item Changing Line Styles
  \item Modifying Line Widths
  \item Changing Plot Symbols
  \item Modifying Plot Symbol Sizes
  \item Discarding Grid Lines
  \item Drawing a Box
\end{itemize}


\noindent
to show a few of the many
types of cdecorations. Play around to achieve your perfect layout.


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Modifying Types}


<<typeMultiple>>=
par(mfrow=c(1, 1))                                                
plot(tS3, plot.type="m", type=c("l", "p", "h"), at="pretty")
@
\medskip


\begin{center}
\begin{figure}[h]
<<typeMultiplePlot, fig=TRUE, echo=FALSE>>=
<<typeMultiple>>
@
\caption{If we like to consider in a multiple plot for each panel its own
plot style then we can set the parameter \texttt{type}.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Changing Colors by Names}


Colors can be changed in several ways. Just by their numbers, 
e.g. 1 (black), 2 (red), 3 (green) etc., or by name, e.g.
"black", "red", "green", etc. or by using well designed color
palettes.


<<colorNamesMultiple>>=
par(mfrow=c(1, 1))                                                
plot(tS3, plot.type="m", col=c("blue", "orange", "darkgreen"))
@
\medskip


\begin{center}
\begin{figure}[h]
<<colorNamesMultiplePlot, fig=TRUE, echo=FALSE>>=
<<colorNamesMultiple>>
@
\caption{This graph shows how to assign colors by name in the case of a
multiple plot. You can do it in the same way setting \texttt{plot.type="s"}
if you like to display all three curves in a common single plot.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Changing Colors by Color Palettes}


When the number of curves increases, then it can become quite difficult
to find a set of nice colors. In such cases it is convenient
to select the colors from color palettes.


<<palettesMultiple>>=
par(mfrow=c(1, 1))                                                
plot(tS6, plot.type="s", col=heat.colors(n=6, alpha = 1), 
  at="chic", format = "%B\n%Y")
@
\medskip


\begin{center}
\begin{figure}[h]
<<palettesMultiplePlot, fig=TRUE, echo=FALSE>>=
<<palettesMultiple>>
@
\caption{This graph shows an example of six curves diplayed in a sequence
of reds. For this we called the function \texttt{seqPalette}.}
\end{figure}
\end{center}

\pagebreak
\begin{verbatim}
FUNCTION:        COLOUR PALETTE

 rainbowPalette   Contiguous rainbow colour palette
 heatPalette      Contiguous heat colour palette
 terrainPalette   Contiguous terrain colour palette
 topoPalette      Contiguous topo colour palette
 cmPalette        Contiguous cm colour palette
 greyPalette      R's gamma-corrected gray palette
 timPalette       Tim's MATLAB-like colour palette
 rampPalette      Colour ramp palettes
 seqPalette       Sequential colour brewer palettes
 divPalette       Diverging colour brewer palettes
 qualiPalette     Qualified colour brewer palettes
 focusPalette     Red, green and blue focus palettes
 monoPalette      Red, green and blue mono palettes
\end{verbatim}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Changing Line Styles}


In multiple plot to each curve an own line style \texttt{lty} can be 
assigned: 0 "blank", 1 "solid", 2 "dashed", 3 "dotted", 4 "dotdash", 
5 "longdash", or 6 "twodash".


<<ltyMultiple>>=
par(mfrow=c(1, 1))                                                
plot(tS3, plot.type="m", col=1, lty=1:3, at="chic")
@
\medskip


\begin{center}
\begin{figure}[h]
<<ltyMultiplePlot, fig=TRUE, echo=FALSE>>=
<<ltyMultiple>>
@
\caption{When we like to print plots in black and white, then its makes
much sense to use different line types so that we can distinguish the 
curves one from each other.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Modifying Line Widths}


Not only the line type, but also the line width can be modified for each
curve in an individual kind.

<<lwdMultiple>>=
par(mfrow=c(1, 1))                                                
plot(tS3, plot.type="m", col=1, lwd=3:1, at="chic")
@
\medskip


\begin{center}
\begin{figure}[h]
<<lwdMultiplePlot, fig=TRUE, echo=FALSE>>=
<<lwdMultiple>>
@
\caption{The graph shows three line widths, the upper's curve width is
thick, the middle's curve width is medium, and the lowest's curve width
is the thinnest one.}
\end{figure}
\end{center}



% -----------------------------------------------------------------------------
\pagebreak
\subsection{Changing Plot Symbols}

To use different plot symbols we can assign them by the parameter 
\texttt{pch}. Don't forget also to set \texttt{type="p"}.


%<<symbolsMultiple>>=
%par(mfrow=c(1, 1))   
%tS3weekly <- align(tS3, by="1w")
%plot(tS3weekly, plot.type="s", type="p", col=1:3, pch=21:23, at="chic")
%@
\medskip


%\begin{center}
%\begin{figure}[h]
%<<symbolsMultiplePlot,fig=TRUE,echo=FALSE>>=
%<<symbolsMultiple>>
%@
%\caption{This plot shows how to assign different plot symbols to the curves
%in a single plot.}
%\end{figure}
%\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Modifying Plot Symbol Sizes}


The argument \texttt{cex.pch} allows to increase or decrease plot symbol
sizes with respect to the current plot symbol size.


<<symbolsSizeMultiple>>=
par(mfrow=c(1, 1))    
plot(tS3, plot.type="s", type="p", 
  col=1:3, pch=21:23, cex.pch=c(0.2, 0.2, 0.2), at="pretty")
@
\medskip


\begin{center}
\begin{figure}[h]
<<symbolsSizeMultiplePlot, fig=TRUE, echo=FALSE>>=
<<symbolsSizeMultiple>>
@
\caption{This plot show how to change the size of plot symbols in a single
plot setting the argument \texttt{cex.pch}. Note, for each curve its own
size can be set. The same approach can be used also for multiple plots.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Discarding Grid Lines}


By default grid lines are displayed. To discard the grid lines from
the plot set the arguments \texttt{grid=FALSE}.


<<gridSingle>>=
par(mfrow=c(1, 1))    
plot(tS3, plot.type="s", grid=FALSE)
@
\medskip


\begin{center}
\begin{figure}[h]
<<gridSinglePlot, fig=TRUE, echo=FALSE>>=
<<gridSingle>>
@
\caption{By default a grid is drawn on top of the plot. You can remove it
by setting the argument \texttt{grid=FALSE}}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Drawing a Box}


<<noBoxSingle>>=
par(mfrow=c(1, 1))    
plot(tS3, plot.type="s", frame.plot=FALSE, grid=FALSE)
box()
box(bty = "7", col = "white") # boxL
grid(NA, NULL, col = "darkgrey") # hgrid
@
\medskip


\begin{center}
\begin{figure}[h]
<<gridSinglePlot, fig=TRUE, echo=FALSE>>=
<<gridSingle>>
@
\caption{By default the plots are displayed as frame plots. This means
that the graphs are surrounded by a box. This box can be discarded setting
the plot argument \texttt{frame.plot=FALSE}.}
\end{figure}
\end{center}


% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% 6


\newpage\thispagestyle{empty}\mbox{}
%\newpage\thispagestyle{empty}\mbox{}
\pagebreak
\section{The Panel Function}


Multiple plots are very powerful plotting designs. Each panel in a graph
can individually tailored by the user. By default each curve in a panel
is generated by the function \texttt{lines}. You can define your own
panel function(s) by setting the plot argument \texttt{panel} to a user
dfined functions.

In the following we will show three examples.


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Adding a Horizental Zero Line}


In this example we show how to write a panel function which allows to
add a horizontal zero line to each plot panel.


<<horizMultiple>>=
par(mfrow=c(1, 1))
lines2 <- function(X, Y, type, xlab, ylab, col, pch, lty, lwd, cex) {
  lines(x=X, y=Y, col=col)
  abline(h=0, col = "brown", lwd=2)}
plot(returns(tS3), plot.type="m", col = .colorwheelPalette(3),
  panel=lines2, at="pretty")
@


\begin{center}
\begin{figure}[h]
<<horizMultiplePlot, fig=TRUE, echo=FALSE>>=
<<horizMultiple>>
@
\caption{This multiple plot shows panels with curves having a horizontal
zero reference line.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Adding an Rug to Multiple Return Plots}


This example shows how to add in each panel rugs to the righ Y-axis.

<<rugMultiple>>=
par(mfrow=c(1, 1))
lines2 <- function(X, Y, type, xlab, ylab, col, pch, lty, lwd, cex) {
  lines(x=X, y=Y, type="h", col=col)
  rug(Y, side=4, col="steelblue") }
plot(returns(tS6), plot.type="m", col = .colorwheelPalette(6), 
  panel=lines2, at="pretty")
@


\begin{center}
\begin{figure}[h]
<<rugMultiplePlot, fig=TRUE, echo=FALSE>>=
<<rugMultiple>>
@
\caption{This multiple plot shows panels with rugs on the right Y-axis.}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Adding an EMA to Multiple Index Plots}


This example shows how to add an EMA indicator to each plot panel. The
\texttt{emaTA()} function is provided by the \texttt{fTrading} package.

<<emaMultiple>>=
par(mfrow=c(1, 1))
lines2 <- function(X, Y, type, xlab, ylab, col, pch, lty, lwd, cex) {
  lines(x=X, y=Y, type="l", col=col)
  lines(x=X, y=emaTA(Y), col="black") }
plot(tS3, plot.type="m", col = .colorwheelPalette(3), panel=lines2, 
  grid=TRUE, at="pretty")
@


\begin{center}
\begin{figure}[h]
<<emaMultiplePlot, fig=TRUE, echo=FALSE>>=
<<emaMultiple>>
@
\caption{A multiple graph with EMA indicators in each panel.}
\end{figure}
\end{center}


% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% 7
\newpage\thispagestyle{empty}\mbox{}
\newpage\thispagestyle{empty}\mbox{}
\pagebreak
\section{Conclusions}


The \texttt{plot} function in the \texttt{timeSeries} package is a very 
powerful tool to create plots from time series objects. This includes 
to display univariate and multivariate time series in single and multiple 
panels, to select from two styles for the time-axis or even to tailor 
positions and formats according to his own needs, and to modifiy annotations 
and decorations of plots.


% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% 8
\newpage\thispagestyle{empty}\mbox{}
\pagebreak
\section{Appendix}


In the appendix we have summarized graphs and tables which are useful 
tools to create plots. We have reprinted the default color table from R, 
we have summarized several color palettes as available in the 
\texttt{fBasics} package and other contributed R packages, and two tables 
with font characters and plot symbols.


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Margins: mar and oma}


<<margins,keep.source=TRUE>>=
# Plot:
# - oma stands for 'Outer Margin Area'
# - mar represents the 'figure Margins'  
# - The default size is c(5,4,4,2) + 0.1
# - The axes tick marks will go in the first lines 
par(mfrow=c(1, 1))
par(oma=c(3,3,3,3))  # all sides have 3 lines of space  
par(mar=c(5,4,4,2) + 0.1)    
plot(x=1:10, y=1:10, type="n", xlab="X", ylab="Y")   
  
# Add Text tot the Plot Part - red
text(5,5, "Plot", col="red", cex=2)  
text(5,4, "text(5,5, \"Plot\", col=\"red\", cex=2)", col="red", cex=1)  
box("plot", col="red", lwd=2) 

# Add text to thebThe Figure Part - grey
mtext("Margins", side=3, line=2, cex=1.5, col="grey")  
mtext("par(mar=c(5,4,4,2) + 0.1)", side=3, line=1, cex=1, col="grey")  
mtext("Line 0", side=3, line=0, adj=1.0, cex=1, col="grey")  
mtext("     1", side=3, line=1, adj=1.0, cex=1, col="grey")  
mtext("Line 2", side=3, line=2, adj=1.0, cex=1, col="grey")  
mtext("Line 3", side=3, line=3, adj=1.0, cex=1, col="grey")  
mtext("Line 0", side=2, line=0, adj=1.0, cex=1, col="grey")  
mtext("Line 1", side=2, line=1, adj=1.0, cex=1, col="grey")  
mtext("Line 2", side=2, line=2, adj=1.0, cex=1, col="grey")  
mtext("Line 3", side=2, line=3, adj=1.0, cex=1, col="grey")  
box("figure", col="grey")  

# The title will fit in the third line on the top of the graph.   
title("Ttitle - Third Line") 
   
# Note 'outer=TRUE' moves us from the figure to the outer margins.  
mtext("Outer Margin Area", side=1, line=1, cex=1.8, col="brown", outer=TRUE)  
mtext("par(oma=c(3,3,3,3))", side=1, line=2, cex=1, col="orange", outer=TRUE)  
mtext("Line 0", side=1, line=0, adj=0.0, cex=0.8, col="orange", outer=TRUE)  
mtext("Line 1", side=1, line=1, adj=0.0, cex=1, col="orange", outer=TRUE)  
mtext("Line 2", side=1, line=2, adj=0.0, cex=1, col="orange", outer=TRUE)  
box("outer", col="orange") 
@


\pagebreak
\subsection*{}


\begin{center}
<<marginsPlot, fig=TRUE, echo=FALSE>>=
<<margins>>
@
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Character Table}

\begin{center}
\begin{figure}[h]
\includegraphics[width=\textwidth]{characterTableFig.pdf}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Color Table}

\begin{center}
\begin{figure}[h]
\includegraphics[width=\textwidth]{colorTableFig.pdf}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Color Palettes I}

\medskip

\begin{center}
\begin{figure}[h]
\includegraphics[width=\textwidth]{colorPalettes1Fig.pdf}
\end{figure}
\end{center}


\pagebreak
\subsection{Color Palettes II}

\medskip


\begin{center}
\begin{figure}[h]
\includegraphics[width=\textwidth]{colorPalettes2Fig.pdf}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Symbol Table}

\begin{center}
\begin{figure}[h]
\includegraphics[width=\textwidth]{symbolTableFig.pdf}
\end{figure}
\end{center}


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Axis Style "pretty"}


<<prettyAppendix>>=
FORMAT <- tS1@format
FORMAT
POSITIONS <- pretty(tS1)
POSITIONS
LABELS <- pretty(tS1)
LABELS
@


% -----------------------------------------------------------------------------
\pagebreak
\subsection{Axis Style "chic"}


<<axTicks>>=
axTicksByTime <-
function (x, ticks.on = "auto", k = 1, labels = TRUE, format.labels = TRUE, 
    ends = TRUE, gt = 2, lt = 30) 
{
    if (timeBased(x)) x <- xts(rep(1, length(x)), x)
    tick.opts <- c("years", "months", "weeks", "days", "hours", "minutes", "seconds")
    tick.k.opts <- c(10, 5, 2, 1, 6, 1, 1, 1, 4, 2, 1, 30, 15, 1, 1)
    if (ticks.on %in% tick.opts) {
        cl <- ticks.on[1]
        ck <- k
    } else {
        tick.opts <- paste(rep(tick.opts, c(4, 2, 1, 1, 3, 3, 1)), tick.k.opts)
        is <- structure(rep(0, length(tick.opts)), .Names = tick.opts)
        for (i in 1:length(tick.opts)) 
        {
            y <- strsplit(tick.opts[i], " ")[[1]]
            ep <- endpoints(x, y[1], as.numeric(y[2]))
            is[i] <- length(ep) - 1
            if (is[i] > lt) break
        }
        nms <- rev(names(is)[which(is > gt & is < lt)])[1]
        cl <- strsplit(nms, " ")[[1]][1]
        ck <- as.numeric(strsplit(nms, " ")[[1]][2])
    }
    if (is.null(cl)) ep <- NULL else ep <- endpoints(x, cl, ck)
    if (ends) ep <- ep + c(rep(1, length(ep) - 1), 0)
    if (labels) 
    {
        if (is.logical(format.labels) || is.character(format.labels)) 
        {
            unix <- ifelse(.Platform$OS.type == "unix", TRUE, FALSE)
            time.scale <- periodicity(x)$scale
            fmt <- ifelse(unix, "%n%b%n%Y", "%b %Y")
            if (time.scale == "weekly" | time.scale == "daily") 
                fmt <- ifelse(unix, "%b %d%n%Y", "%b %d %Y")
            if (time.scale == "minute" | time.scale == "hourly") 
                fmt <- ifelse(unix, "%b %d%n%H:%M", "%b %d %H:%M")
            if (time.scale == "seconds") 
                fmt <- ifelse(unix, "%b %d%n%H:%M:%S", "%b %d %H:%M:%S")
            if (is.character(format.labels)) 
                fmt <- format.labels
            names(ep) <- format(index(x)[ep], fmt)
        } else {
           names(ep) <- as.character(index(x)[ep])
        }
      ep
   }
}
@

<<axTicks2>>=
ticks <- axTicksByTime(as.xts(tS1))
ticks
@


% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\pagebreak
\section*{About the Authors}


% -----------------------------------------------------------------------------
% Diethelm Wuertz


\noindent\textbf{Diethelm W\"urtz} 
is professor at the Institute for Theoretical Physics, ITP, and for 
the Curriculum Computational Science and Engineering, 
CSE, at the Swiss Federal Institute of Technology in Zurich. He teaches 
Econophysics at ITP and supervises seminars in Financial Engineering. 
Diethelm is senior partner of Finance Online, an ETH spin-off company in 
Zurich, and co-founder of the Rmetrics Association in Zurich.\\


% -----------------------------------------------------------------------------
% Tobias Setz


\noindent \textbf{Tobias Setz} 
has a Bachelor and Master in Computational Science 
from ETH in Zurich and has contributed with his Thesis projects on wavelet 
analytics and Bayesian change point analytics to this handbook. He is now a 
PhD student in the Econophysics group at ETH Zurich at the Institute for 
Theoretical Physics.\\


% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\pagebreak
\section*{About Rmetrics}


\noindent\emph{Rmetrics Open Source Project}

With hundreds of functions built on modern methods, the Rmetrics open 
source software combines exploratory data analysis, statistical modelling 
and rapid model prototyping. The R/Rmetrics packages are embedded in R, 
building an environment which creates a first class system for applications 
in teaching statistics and finance. Rmetrics covers Time Series Econometrics, 
Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme 
Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design 
and Optimization, and much more.


\noindent\emph{The Rmetrics Association}\\
is a non-profit taking association working in the public interest. The 
Rmetrics Association provides support for innovations in financial 
computing. We believe that the Rmetrics Open Source software has become 
a valuable educational tool and that it is worth ensuring its continued 
development and the development of future innovations in software for 
statistical and computational research in finance. Rmetrics provides a 
reference point for individuals and institutions that want to support or 
interact with the Rmetrics development community. Rmetrics encourages 
students to participate in Rmetrics' activities in the context of Student 
Internships.


\noindent\emph{Rmetrics Software Evalution}\\
If you like to get an impression of the size and quality of the Open 
Source Rmetrics Program have a look on the Ohloh Rmetrics Software 
Evaluation. The Evalutions gives an overview about the Software Development 
(Code Analysis, Estimated Cost), the people behind it, and its community.


\noindent\emph{Contributions to Rmetrics}\\
are coming from several educuational institutions world wide. These include
the Rmetrics web site and documentation project supported by ITP/CSE ETH 
Zurich, the organization of Summerschools and Workshops supported by ITP/CSE 
ETH Zurich, the R-sig-Finance Help and Mailing List, supported by SfS ETH 
Zurich, the R-forge development server, supported by University of Economics 
in Vienna, CRAN Test and Distribution Server for R software, supported by 
University of Economics Vienna, the Debian Linux integration supported by
the Debian Association. Many thanks to all behind these projects who gave 
us continuous support over the last years.\\


\noindent
Rmetrics Association\\
www.rmetrics.org


% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
\pagebreak
% References


\begin{thebibliography}{99}
\bibitem{zoo} Achim Zeileis and Gabor Grothendieck (2005):
\emph{ zoo: S3 Infrastructure for Regular and Irregular Time Series.}
Journal of Statistical Software, 14(6), 1-27. URL http://www.jstatsoft.org/v14/i06/

\bibitem{tseries} Adrian Trapletti and Kurt Hornik (2007):
\emph{tseries: Time Series Analysis and Computational Finance.} R package version 0.10-11.

\bibitem{rmetrics} Diethelm W\"urtz et al. (2007):
\emph{Rmetrics: Rmetrics - Financial Engineering and Computational Finance.}
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\bibitem{ISO} International Organization for Standardization (2004):
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\bibitem{R} R Development Core Team:
\emph{R: A Language and Environment for Statistical Computing},
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\bibitem{quantmod} Jeffrey A. Ryan (2008):
\emph{quantmod: Quantitative Financial Modelling Framework.}
R package version 0.3-5. URL http://www.quantmod.com
URL http://r-forge.r-project.org/projects/quantmod

\end{thebibliography}
\end{document}

        
 
