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Map of the Market
5 messages · Kyle Campbell, BBands, Peter Carl +2 more
On 6/7/06, Kyle Campbell <Kyle.W.Campbell at williams.edu> wrote:
Hello all, I am trying to design an R function to display the Map of Market graphic for a given portfolio of stocks (something like this, though not so interactive: http://www.smartmoney.com/marketmap/ ). Does anyone know a good algorithm I could use for positioning the different rectangles once I know the relative area that each one should occupy? Any help on this, or any other suggestions for this project would be much appreciated.
This is a tiling problem a very interesting area. (It is actually a nested tiling problem.) Long a source of interesting mathematical diversions, tiling was examined on several occasions by Martin Gardiner in his Mathematical Recreations column in Scientific American. I couldn't find much in R at present, but here is a link to a site that should get you started. http://www.ics.uci.edu/~eppstein/junkyard/tiling.html Implementation in R ought to be pretty straight forward. Have fun, jab
John Bollinger, CFA, CMT www.BollingerBands.com If you advance far enough, you arrive at the beginning.
Another place to look, with an open-source java implementation, is: http://www.cs.umd.edu/hcil/treemap/ This has proven to be very useful for portfolio visualization. pcc
On Wednesday 07 June 2006 09:28, BBands wrote:
On 6/7/06, Kyle Campbell <Kyle.W.Campbell at williams.edu> wrote:
Hello all, I am trying to design an R function to display the Map of Market graphic for a given portfolio of stocks (something like this, though not so interactive: http://www.smartmoney.com/marketmap/ ). Does anyone know a good algorithm I could use for positioning the different rectangles once I know the relative area that each one should occupy? Any help on this, or any other suggestions for this project would be much appreciated.
This is a tiling problem a very interesting area. (It is actually a nested tiling problem.) Long a source of interesting mathematical diversions, tiling was examined on several occasions by Martin Gardiner in his Mathematical Recreations column in Scientific American. I couldn't find much in R at present, but here is a link to a site that should get you started. http://www.ics.uci.edu/~eppstein/junkyard/tiling.html Implementation in R ought to be pretty straight forward. Have fun, jab
Peter Carl 145 Scottswood Rd Riverside, IL 60546
The visualization is called a treemap: http://www.cs.umd.edu/hcil/treemap-history/index.shtml KCachegrind uses a very nice Qt-based treemap widget to display program profile information: http://kcachegrind.sourceforge.net/cgi-bin/show.cgi/KcacheGrindTreeMap http://kcachegrind.sourceforge.net/cgi-bin/show.cgi/KcacheGrindShot There are various other implementations of treemap widgets floating around for use in Perl, Java, etc. Regards, Bill Rugolsky
On Wed, 7 Jun 2006 10:56:35 -0400 Bill Rugolsky Jr. wrote:
The visualization is called a treemap:
Treemaps are also closely related to mosaic displays. In package "vcd" there is a very flexible implementation of mosaics provided by mosaic() (based on the workhorse function strucplot()). We've been playing around with providing a simple treemap implementation based on strucplot(), but did not get around to put it into a user-friendly interface. However, it is not so difficult to produce simple treemaps with mosaic() by setting up a table with the splitting variables and corresponding areas. Best, Z
http://www.cs.umd.edu/hcil/treemap-history/index.shtml KCachegrind uses a very nice Qt-based treemap widget to display program profile information: http://kcachegrind.sourceforge.net/cgi-bin/show.cgi/KcacheGrindTreeMap http://kcachegrind.sourceforge.net/cgi-bin/show.cgi/KcacheGrindShot There are various other implementations of treemap widgets floating around for use in Perl, Java, etc. Regards, Bill Rugolsky
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