Many thanks Jim.
What I,m trying to show with the fhist plot is the empirical distribution
of the values of the left plot simulation.
You say:
However, I don't think that this plot illustrates quite what you think it
does.
Can you give me a clue to try to illustrate better if it is not showing
what I believe it shows a better way to show it?
Many thanks in advance.
El 7 jun. 2017 12:08, "Jim Lemon" <drjimlemon at gmail.com> escribi?:
Hi Pedro,
As a one-off, you just shove the coordinates around a bit:
par(mar=c(11,0,6,6))
barplot(fhist$counts,axes=FALSE, space=0,horiz=TRUE,col="lightgray",
ylim=c(0,24))
However, I don't think that this plot illustrates quite what you think it
does.
Jim
On Wed, Jun 7, 2017 at 4:01 PM, Pedro p?ramo <percentil101 at gmail.com>
wrote:
Please, I'm trying to put the right plot higher and centered on the left
values but I don't achive.
I would appreciate so much your help
El 6 jun. 2017 22:37, "Pedro p?ramo" <percentil101 at gmail.com> escribi?:
Hi all,
I have this code, but the marginal distribution plot doesn?t appear
aligned with the left plot.
I think could be something about layout or par() mar.
The code was programmed by me time ago.
Can anyone help me to get the marginal distribution on the center (more
higher centered)
id.txt
Could have this code:
05/01/2016;9335,200195
06/01/2016;9197,400391
07/01/2016;9059,299805
08/01/2016;8909,200195
11/01/2016;8886,099609
12/01/2016;8915,400391
13/01/2016;8934,5
14/01/2016;8787,700195
15/01/2016;8543,599609
18/01/2016;8469,299805
19/01/2016;8554,900391
20/01/2016;8281,400391
21/01/2016;8444,200195
22/01/2016;8722,900391
25/01/2016;8567,700195
26/01/2016;8692,5
27/01/2016;8741
g<-read.table("id.txt", col.names=c("Dateh","LAST"), sep=";", dec=",")
N=5000
B=24
ghy<-nrow(g)
r<-as.numeric(as.character(g$LAST[ghy]))
nf<-layout(matrix(c(1,1,1,1,2,2),1,6,byrow=TRUE))
par(mar=c(6,6,6,0.5))
A<-matrix(1:B,B,N);
sigma<-0.06;
mu<-0.00;
Z<-r*exp((mu-0.5*((sigma)^2)*A) +sigma*(sqrt(A))*matrix(
B, N))
real1<-g$LAST[1:nrow(g)]
real2<-matrix(NA,nrow(g),N-1)
real<-cbind(real1,real2)
Po<-r*matrix(1,1,N);
Sim<-rbind(Po,Z)
Simulation<-rbind(real,Z)
par(mar=c(10,6,6,6))
matplot(Simulation,type="l",ylim=c(0,40000))
abline(h = 8000, lwd = 2, col = "black")
abline(h = 12000, lwd = 2, col = "black")
title("Dinamic Montecarlo Simulation 2 years ahead",font=4)
fhist<-hist(Simulation,plot=FALSE)
par(mar=c(6,0,6,6))
barplot(fhist$counts,axes=FALSE, space=0,horiz=TRUE,col="lightgray")
grid()
title("Marginal Distribution",font=4)
rect(0, 0, 0, 0) # transparent
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