我该如何使用ggplot2包在R中创建这个图表。相关性图?

Question

我很想使用纯ggplot2方法重新创建这个图，因为我希望解决所有绘图问题都使用该软件包。

以下是生成此特定图的代码。

library(PerformanceAnalytics)
library(quantmod)
getSymbols(c('SPY','LQD','GLD'))
Data <- cbind(Cl(SPY),Cl(LQD),Cl(GLD))
Year <- as.factor(format(index(Data),'%Y'))
chart.Correlation(Data,bg=seq(1:5)[Year],pch=21)
par(xpd=TRUE)
legend(0, 1, as.vector(unique(Year)), fill=seq(1:5))

您可以在此网站上了解更多相关信息。

我创建了一个小数据集来进行实验。以下代码定义了一个data.frame，并将其融合成ggplot通常喜欢的格式。

library(ggplot2)
library(reshape2)
mydf<-structure(list(SPY = c(141.37, 141.67, 140.54, 141.19, 141.07, 
                   141.54, 142.16, 143.24, 142.96, 143.02, 142.54, 142.82, 142.38, 
                   142.8, 143.95, 142.26, 142.13, 142.05, 142.79, 143.75, 144.86, 
                   141.31, 141.19, 138.91, 140.37, 141.29, 140.15, 141.28, 138.17, 
                   136.98, 133.43, 132.06, 130.72, 133.86, 134.99, 133.04, 135.24, 
                   135.91, 134.91, 137.37, 92.96, 92.85, 93.47, 90.67, 91.04, 89.09, 
                   86.95, 87.11, 84.37, 84.4, 85.06, 80.57, 84.05, 82.75, 83.11, 
                   83.68, 84.53, 87.39, 84.55, 82.83), 
           LQD = c(106.45, 107.25, 107.19, 107.15, 107.17, 107.03, 106.7, 106.59, 
                   106.71, 106.56, 106.87, 
                   106.81, 106.88, 106.59, 106.64, 106.3, 106.23, 106.18, 106.33, 
                   106.78, 105.73, 106.6, 106.47, 106.27, 106.05, 105.74, 106.51, 
                   106.07, 106.64, 106.48, 106.98, 106.8, 107.03, 107.17, 106.26, 
                   107.41, 107.38, 107.2, 107.18, 107.53, 100.61, 101.3, 101.47, 
                   100.62, 101.34, 102.6, 102.07, 101.85, 101.4, 101.6, 101.6, 100.1, 
                   99.6, 99.23, 98.57, 97.69, 99.53, 100.32, 99.12, 99.82), 
           GLD = c(62.28, 61.65, 60.17, 60.48, 60.85, 60.59, 60.63, 62.17, 61.97, 62.64, 
                   62.26, 63, 62.72, 64.23, 64.33, 64.06, 64.17, 63.77, 64.22, 64.83, 
                   85.57, 85.13, 84.77, 86.78, 86.55, 88.25, 88.58, 89.54, 87.99, 
                   86.7, 86.5, 87.42, 88.17, 87.89, 90.08, 90.3, 91.75, 91.15, 92.06, 
                   91.4, 86.23, 84.48, 85.13, 82.75, 84.46, 83.92, 80.76, 80.88, 
                   79.79, 80.39, 82.71, 84.52, 84.15, 84.58, 88.53, 88.95, 88.38, 
                   87.42, 89.5, 91.31), 
           Year = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 
                              1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 
                              2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 
                              2L, 2L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 
                              3L, 3L, 3L, 3L, 3L, 3L), 
                            .Label = c("2007", "2008", "2009"), 
                            class = "factor")), 
      .Names = c("SPY", "LQD", "GLD", "Year"), 
      row.names = c("2007-01-02", "2007-01-03", 
                    "2007-01-04", "2007-01-07", "2007-01-08", "2007-01-09", "2007-01-10", 
                    "2007-01-11", "2007-01-15", "2007-01-16", "2007-01-17", "2007-01-18", 
                    "2007-01-21", "2007-01-22", "2007-01-23", "2007-01-24", "2007-01-25", 
                    "2007-01-28", "2007-01-29", "2007-01-30", "2008-01-02", "2008-01-03", 
                    "2008-01-06", "2008-01-07", "2008-01-08", "2008-01-09", "2008-01-10", 
                    "2008-01-13", "2008-01-14", "2008-01-15", "2008-01-16", "2008-01-17", 
                    "2008-01-21", "2008-01-22", "2008-01-23", "2008-01-24", "2008-01-27", 
                    "2008-01-28", "2008-01-29", "2008-01-30", "2009-01-01", "2009-01-04", 
                    "2009-01-05", "2009-01-06", "2009-01-07", "2009-01-08", "2009-01-11", 
                    "2009-01-12", "2009-01-13", "2009-01-14", "2009-01-15", "2009-01-19", 
                    "2009-01-20", "2009-01-21", "2009-01-22", "2009-01-25", "2009-01-26", 
                    "2009-01-27", "2009-01-28", "2009-01-29"), 
      class = "data.frame")
mydf<-data.frame(ID=rownames(mydf), mydf)
moltdf<-melt(mydf)

现在我知道这个moltdf可以传递给ggplot，但我不知道如何在上面生成不同的部分，因为这个图表信息密集。

- Dr. Mike

---

我尝试过这种方法（http://theatavism.blogspot.dk/2009/05/plotting-correlation-matrix-with.html），但这不是我想要的。我想要的就是附图中的图形。我不知道如何在ggplot2中创建它。因此，我的问题。 - Dr. Mike

如果你想要这个图，我不太明白为什么你要使用 ggplot2。只是为了使用 ggplot2 吗？ - Roland

我非常想发布一个解决方案，如果你能将数据基本工作完成并放入数据框中，准备好处理并传递给ggplot，我可能会实际上采取行动。 - Andrie

我希望在我正在开发的软件包中保持一致性。我只想要一个绘图库依赖项。我的软件包相当大，我不想引入另一个依赖项。 - Dr. Mike

如果您不想加载PerformanceAnalytics，为什么不使用基本图形呢？chart.Correlation函数只是稍微装饰了一下来自example(pairs)的代码，该代码也可以在这里找到。 - GSee

Answer 1

我认为你需要使用ggpairs - 可能还需要一些微调。例如：

> library(GGally)
> ggpairs(mtcars)

---

更新: 基于问题的最新数据更新:

> ggpairs(mydf[, 2:5])

- daroczig

---

确实是一个有趣的包，它几乎提供了相同的信息。但我必须承认，我更喜欢由chart.Correlation函数生成的呈现方式。 - Dr. Mike

Answer 2

library(PerformanceAnalytics)
mydata <- mtcars[, c(1,3,4,5,6,7)]
chart.Correlation(mydata, histogram=TRUE, pch=19)

- Hala Nabti

---

欢迎来到SO，特别感谢您分享答案。我建议您考虑增加一些内容。否则可能会有很多人给您的回答点踩。原始问题是“我需要一个ggplot替代PerformanceAnalytics”，但您只提供了一个PerformanceAnalytics的解决方案，几乎与问题中已发表的解决方案相同。这不算是一个完整的答案。 - PavoDive