hist from a list

Mon, Aug 3, 2020 2:44 PM

Hello,

Thanks for the data in dput format.
If you run

str(bwchist)

you will see that what you have is a data.frame, yes, but, with columns 
of class "list", not vectors.
So the first step is to make them vectors, to unlist the lists. I will 
do it applying function unlist() to each of the columns. Since lapply 
returns a list, I remake a data.frame. The original is kept unchanged, 
the new object is bwch.

bwch <- lapply(bwchist, unlist, recursive = FALSE)
bwch <- do.call(cbind.data.frame, bwch)
str(bwch)


Now that everything is as it should, here are two ways of plotting bar 
graphs.

#--- base R
x11(width = 11.5, height = 6)
old_par <- par(mar =? par("mar") + c(1, 0, 0, 0))
bp <- barplot(bwch$reval, yaxt = "n", ylim = c(-1, 0.4))
axis(1, at = bp, labels = bwch$Accion, las = 2)
axis(2, at = pretty(bwch$reval))
par(old_par)


#--- package ggplot2
library(ggplot2)

x11(width = 11.5, height = 6)
ggplot(bwch, aes(factor(Accion, levels = Accion), reval)) +
 ? geom_col() +
 ? theme(axis.text.x = element_text(angle = 60, hjust = 1))


Hope this helps,

Rui Barradas

?s 19:48 de 03/08/2020, Pedro p?ramo escreveu:

Hi Rasmus, Josh and Rui,

First of all many thanks?in advance about your help.

The first thig?is sometimes?you say " you are posting in HTML and that 
makes the
post unreadable as this is a plain text list" how can I put the code 
in the correct way, not html (attaching in txt?)

The second?about the code:

I have used this:

bwc <- cbind(bwfinal2,bwfinal)
colnames(bwc)=c("Accion","reval")
df <- matrix(unlist(bwc), nrow=nrow(bwc), byrow=F)
colnames(bwchist)=c("Accion","reval")
bwchist <-as.data.frame(bwc[order(df[,2]), ])

bwchist is the ordered cum stock returns in the year but because is a 
list it is not possible to plot and histogram with x (names of stocks) 
and the x axist?the value of cum stocks (reval)

when I put dput(bwchist) the console says:

dput(bwchist)
structure(list(Accion = list("REE", "Enagas", "Grifols", "Ferrovial",
? ? "Acerinox", "Naturgy", "Inditex", "Bankia", "ENCE", "Aena",
? ? "Bankinter", "Mapfre", "CaixaBank", "CIE", "Colonial", "Almirall",
? ? "Indra", "ArcelorMittal", "ACS", "Telefonica", "Amadeus",
? ? "BBVA", "Merlin", "Santander", "Repsol", "Melia", "Sabadell",
? ? "IAG", "Acciona", "Endesa", "MasMovil", "Iberdrola", "SGamesa",
? ? "Viscofan", "Cellnex"), reval = list(-0.0200827282700085,
? ? -0.0590294115600855, -0.214126598790964, -0.220773677809979,
? ? -0.229653300324357, -0.257944379583984, -0.283942789063822,
? ? -0.285159347392533, -0.303814713896458, -0.30734460425763,
? ? -0.309408155539818, -0.319912221435868, -0.322790949659181,
? ? -0.344047579452905, -0.347919538415482, -0.356898907103825,
? ? -0.374263261296661, -0.40147247119078, -0.405150043834815,
? ? -0.406022775042175, -0.413786100987797, -0.440679109311707,
? ? -0.442603156492871, -0.491634140733524, -0.499254932434042,
? ? -0.6, -0.709737357505148, -0.724461258850966, 0.0220528711420083,
? ? 0.0462767672643172, 0.115044247787611, 0.238734548714937,
? ? 0.274578114644054, 0.343422896082666, 0.387826126094928)), class = 
"data.frame", row.names = c(NA,
-35L))

I try to make an hist or barplot but because it is a list no way to 
obtain the plot.

Many thanks again for your help.

I have printed two manuals to improve my level, but if you can help 
me, I would be very very gratefull.



El vie., 31 jul. 2020 a las 18:28, Rasmus Liland (<jral at posteo.no 
<mailto:jral at posteo.no>>) escribi?:

    On 2020-07-31 10:07 -0500, Joshua Ulrich wrote:
    | On Fri, Jul 31, 2020 at 9:55 AM Rui Barradas wrote:
    | | ?s 15:44 de 31/07/2020, Michael Dewey escreveu:
    | | | Dear Pedro
    | | |
    | | | Some comments in-line
    | | |
    | | | On 30/07/2020 21:16, Pedro p?ramo wrote:
    | | | | Hi all,
    | | | |
    | | | | I attach my code, the think is I
    | | | | want to make a bar plot the last
    | | | | variable called "bwchist" so the
    | | | | X axis are "Accion" and the y
    | | | | axis are "reval" values.
    | | | |
    | | | | I have prove class(bwchist) and
    | | | | says dataframe but its still a
    | | | | list because it says me I have
    | | | | prove to unlist, but it doesnt
    | | | | work
    | | | |
    | | | | hist(bwchist)
    | | | | Error in hist.default(bwchist) : 'x' must be numeric
    | | |
    | | | So bwchist is not a numeric
    | | | variable as hist needs. Aboce you
    | | | said it is a data frame but data
    | | | frames are not numeric.
    | | |
    | | | For future reference your example
    | | | is way too long for anyone to go
    | | | through and try to help you. Try
    | | | next time to reduce it to the
    | | | absolute minimum by removing
    | | | sections while you still get the
    | | | error.? It is also easier to get
    | | | help if you can remove unnecessary
    | | | packages.
    | | |
    | | | It is also unreadable because you
    | | | are posting in HTML and that makes
    | | | the post unreadable as this is a
    | | | plain text list.
    | |
    | | Hello,
    | |
    | | I second Michael's opinion. When the
    | | post's code is very long, there is a
    | | tendency to have less answers.
    | |
    | | Please post the output of
    | |
    | |? ? ?dput(head(bwchist, 30))
    | |
    | | It's much shorter code and it
    | | recreates the data so we will be
    | | able to see what's wrong and try to
    | | find a solution.
    |
    | Hi Pedro,
    |
    | Another 'best practice' and polite
    | thing to do is link to other places
    | you may have cross-posted.? That will
    | give people the opportunity to see if
    | your questions has been answered in
    | another forum.
    |
    | I saw your post on R-SIG-Finance
    | (https://stat.ethz.ch/pipermail/r-sig-finance/2020q3/014979.html),
    | and started to work on a solution.
    |
    | I don't know how to do this in
    | tidyquant, but here's how you can do
    | it with quantmod:
    |
    | # all tickers
    | tk <- c("ANA.MC <http://ANA.MC>", "ACS.MC <http://ACS.MC>",
    "AENA.MC <http://AENA.MC>", "AMS.MC <http://AMS.MC>", "MTS.MC
    <http://MTS.MC>", "BBVA.MC <http://BBVA.MC>", "SAB.MC
    <http://SAB.MC>",
    |? ?"SAN.MC <http://SAN.MC>", "BKT.MC <http://BKT.MC>", "CABK.MC
    <http://CABK.MC>", "CLNX.MC <http://CLNX.MC>", "ENG.MC
    <http://ENG.MC>", "ENC.MC <http://ENC.MC>", "ELE.MC <http://ELE.MC>",
    |? ?"FER.MC <http://FER.MC>", "GRF.MC <http://GRF.MC>", "IBE.MC
    <http://IBE.MC>", "ITX.MC <http://ITX.MC>", "COL.MC
    <http://COL.MC>", "IAG.MC <http://IAG.MC>", "MAP.MC <http://MAP.MC>",
    |? ?"MEL.MC <http://MEL.MC>", "MRL.MC <http://MRL.MC>", "NTGY.MC
    <http://NTGY.MC>", "REE.MC <http://REE.MC>", "REP.MC
    <http://REP.MC>", "SGRE.MC <http://SGRE.MC>", "TEF.MC
    <http://TEF.MC>",
    |? ?"VIS.MC <http://VIS.MC>", "ACX.MC <http://ACX.MC>", "BKIA.MC
    <http://BKIA.MC>", "CIE.MC <http://CIE.MC>", "MAS.MC
    <http://MAS.MC>", "ALM.MC <http://ALM.MC>", "IDR.MC <http://IDR.MC>")
    |
    | # download them into an environment ('e')
    | require(quantmod)
    | getSymbols(tk, from = "2019-12-31", env = (e <- new.env()))
    |
    | # extract adjusted close column
    | adj <- lapply(e, Ad)
    | # calculate daily returns from adjusted data,
    | # merge into a xts matrix, and fill NA with 0
    | ret <- do.call(merge, c(lapply(adj, dailyReturn), fill = 0))
    | # cumulative returns
    | cumret <- cumprod(1 + ret) - 1
    | # set names
    | colnames(cumret) <- names(adj)
    | last(cumret)
    | # calculate histogram for period-to-date returns
    | hist(drop(last(cumret)))
    |
    | I'm not sure that's the histogram
    | you're looking for, but I hope it
    | gives you a start toward a solution.
    |
    | Best,
    | Josh

    Wow Josh!? That's very elegant.

    Myself now, I just plowed through the
    original code to make it simpler, but am
    at a loss as to how this histogram looks
    ...

    ? ? ? ? x <- c("ANA.MC <http://ANA.MC>", "ACS.MC <http://ACS.MC>",
    "AENA.MC <http://AENA.MC>", "AMS.MC <http://AMS.MC>", "MTS.MC
    <http://MTS.MC>", "BBVA.MC <http://BBVA.MC>",
    ? ? ? ? ? "SAB.MC <http://SAB.MC>", "SAN.MC <http://SAN.MC>",
    "BKT.MC <http://BKT.MC>", "CABK.MC <http://CABK.MC>", "CLNX.MC
    <http://CLNX.MC>", "ENG.MC <http://ENG.MC>",
    ? ? ? ? ? "ENC.MC <http://ENC.MC>", "ELE.MC <http://ELE.MC>",
    "FER.MC <http://FER.MC>", "GRF.MC <http://GRF.MC>", "IBE.MC
    <http://IBE.MC>", "ITX.MC <http://ITX.MC>",
    ? ? ? ? ? "COL.MC <http://COL.MC>", "IAG.MC <http://IAG.MC>",
    "MAP.MC <http://MAP.MC>", "MEL.MC <http://MEL.MC>", "MRL.MC
    <http://MRL.MC>", "NTGY.MC <http://NTGY.MC>",
    ? ? ? ? ? "REE.MC <http://REE.MC>", "REP.MC <http://REP.MC>",
    "SGRE.MC <http://SGRE.MC>", "TEF.MC <http://TEF.MC>", "VIS.MC
    <http://VIS.MC>", "ACX.MC <http://ACX.MC>",
    ? ? ? ? ? "BKIA.MC <http://BKIA.MC>", "CIE.MC <http://CIE.MC>",
    "MAS.MC <http://MAS.MC>", "ALM.MC <http://ALM.MC>", "IDR.MC
    <http://IDR.MC>")
    ? ? ? ? stock.prices <-
    ? ? ? ? ? lapply(x, function(stock) {
    ? ? ? ? ? ? tidyquant::tq_get(x=stock,from = '2019-12-31',get =
    "stock.prices")
    ? ? ? ? ? })
    ? ? ? ? names(stock.prices) <- x

    ? ? ? ? library(tidyquant)

    ? ? ? ? returns <- lapply(stock.prices, function(data) {
    ? ? ? ? ? tab <-
    ? ? ? ? ? ? tq_transmute(
    ? ? ? ? ? ? ? data = data,
    ? ? ? ? ? ? ? select = adjusted,? ? ? ? ? ?# this specifies which
    column to select
    ? ? ? ? ? ? ? mutate_fun = periodReturn,? ?# This specifies what
    to do with that column
    ? ? ? ? ? ? ? period = "daily",? ? ? ? ? ? # This argument
    calculates Daily returns
    ? ? ? ? ? ? ? col_rename = "idr_returns")? # renames the column
    ? ? ? ? ? tab[,"cr"] <- cumprod(1 + tab[,"idr_returns"])
    ? ? ? ? ? tab[,"cumulative_returns"] <- tab[,"cr"] - 1

    ? ? ? ? ? dplyr::pull(
    ? ? ? ? ? ? tab[nrow(tab[,"cumulative_returns"]),
    ? ? ? ? ? ? ? ? ? ? ? ? ? "cumulative_returns"]
    ? ? ? ? ? )
    ? ? ? ? })

    ? ? ? ? bestworst <- simplify2array(returns)

    ? ? ? ? namebw <-
    ? ? ? ? ? c("Acciona", "ACS", "Aena", "Amadeus",
    ? ? ? ? ? ? "ArcelorMittal", "BBVA", "Sabadell",
    ? ? ? ? ? ? "Santander", "Bankinter",
    ? ? ? ? ? ? "CaixaBank", "Cellnex", "Enagas",
    ? ? ? ? ? ? "ENCE", "Endesa", "Ferrovial",
    ? ? ? ? ? ? "Grifols", "Iberdrola", "Inditex",
    ? ? ? ? ? ? "Colonial", "IAG", "Mapfre",
    ? ? ? ? ? ? "Melia", "Merlin", "Naturgy", "REE",
    ? ? ? ? ? ? "Repsol", "SGamesa", "Telefonica",
    ? ? ? ? ? ? "Viscofan", "Acerinox", "Bankia",
    ? ? ? ? ? ? "CIE", "MasMovil", "Almirall",
    ? ? ? ? ? ? "Indra")

    ? ? ? ? bwc <- data.frame(
    ? ? ? ? ? symbol=names(bestworst),
    ? ? ? ? ? Accion=namebw,
    ? ? ? ? ? reval=bestworst)

    | | | | bwc<-cbind(bwfinal2,bwfinal)
    | | | | colnames(bwc)=c("Accion","reval")
    | | | | bwc <- as.data.frame(bwc)

    ... aaaand you know something's
    happening between here (where bwchist is
    created), but you don't know what it is,
    do you, Mr p?ramo?

    | | | | colnames(bwchist)=c("Accion","reval")
    | | | | bwchist <-as.data.frame(bwc[order(bwc$reval), ])

    Best,
    Rasmus

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