map of the market
Kyle:
I've put together an R function for drawing a basic map of the market. It's designed to take data from a portfolio object, but the variables can also be set manually to any appropriate data vectors. Credit goes to David Brahm for writing the code underlying the treemap algorithm. Also thanks to John Bollinger, Bill Rugolsky, Peter Carl, Vincent, and Achim Zelleis for valuable background on treemaps, and to David Kane for giving me this project. The code is below, followed by a short example.
Interesting, looks very nice. I'll try to have a closer look after useR!. One quick remark though: perceptually better palettes can be chosen based on HCL colors. See ?diverge_hcl in "vcd" for some examples. Best wishes, Z