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I want to run the optimization function fmincon() over thousands of different input parameters. Briefly, the aim of the optimization is to find the optimal consumption and investment strategy that give the highest utility for a given wealth. The basic set up and functions are given as follows:
library(pracma)
library(NlcOptim)
# individual preference parameters
gamma <- 5
beta <- 0.02
Y <- 1
# financial market parameters
r <- 0.02
mu <- 0.06
sigma <- 0.2
lambda <- (mu-r)/sigma
# Merton fraction
w_star <- lambda / (gamma*sigma)
# fix random seed
set.seed(85)
scenarios <- 1000
Z_omega <- array(rnorm(scenarios,0,1), dim=c(scenarios,1)) # Brownian motion vector for E[J(W)]
# J multiple
multiple <- 1000000000
fineness <- 0.01
# define utility function
u <- function(C) {
C^(1-gamma)/(1-gamma)
}
# wealth scenario at t+1 for a given W_t
W.next <- function(W,C,fstar) {
W.tplus1 <- exp(r + fstar*sigma*lambda - 0.5*fstar^2*sigma^2 + fstar*sigma*Z_omega) * (W + Y - C)
return(W.tplus1)
}
J.simulate <- function(W.tplus1) {
floor.number <- floor((round_any(W.tplus1, fineness, f=floor) * 1/fineness)) + 1
ceiling.number <- ceiling((round_any(W.tplus1, fineness, f=ceiling) * 1/fineness)) + 1
x1 <- G_T[floor.number]
x2 <- G_T[ceiling.number]
y1 <- J_WT[floor.number]
y2 <- J_WT[ceiling.number]
# linear interpolation for J
J.tplus1.simulate <- y1 + ((W.tplus1-x1)/(x2-x1) * (y2-y1))
return(J.tplus1.simulate)
}
# define h(C,f|W)
h_t <- function(Cfstar) {
C <- Cfstar[1]
fstar <- Cfstar[2]
# wealth scenario at t+1 for a given W_t
W.tplus1 <- W.next(W,C,fstar)
# compute indirect utility for simulated W_t+1 using already compute J_WT
J.tplus1.simulate <- J.simulate(W.tplus1) # ignore wealth less than 0.001 (it can never be optimal)
# expectation of all J(W_t+1)
J_t_plus_1 <- mean(J.tplus1.simulate, na.rm=TRUE) # ignore NAs
# function h_t
indirect_utility <- log(-(u(C) + exp(-beta) * J_t_plus_1)*multiple)
return(indirect_utility)
}
For the sake of simplicity, I generated 10 wealth levels, W, to be optimized:
# wealth grid at T
G_T <- c(0.001, seq(0.01, 3, by=0.01))
J_1T <- -291331.95
J_WT <- G_T^(1-gamma) * J_1T
# wealth to be optimized
W_optim <- seq(0.01, 0.1, by=0.01)
What I did using the for loop is as follows:
# number of loop
wealth.loop <- length(W_optim)
# result vectors
C_star <- numeric(wealth.loop)
f_star <- numeric(wealth.loop)
J <- numeric(wealth.loop)
# lowerbound is fixed
lowerbound <- c(0.01,0.0001)
# optimize!
for (g in 1:wealth.loop) {
W <- W_optim[g]
x0 <- c((W+Y)*0.05,w_star) # initial input vector
upperbound <- c(W+Y-0.01,1) # upperbound depending on W
optimization <- fmincon(x0=x0, fn=h_t, lb=lowerbound, ub=upperbound, tol=1e-10)
C_star[g] <- optimization$par[1]
f_star[g] <- optimization$par[2]
J[g] <- optimization$value
print(c(g,optimization$par[1],optimization$par[2]))
}
This works well, but it takes hours to optimize over more than hundred of thousands set of different parameters. Hence, I was looking for some smarter ways of doing this, like using apply-related functions. For instance, I tried:
W <- W_optim
# input matrix
x0 <- matrix(0, nrow=length(W), ncol=2)
x0[,1] <- (W+Y)*0.05
x0[,2] <- w_star
# lowerbound the same
lowerbound <- c(0.01,0.0001)
# upperbound matrix
upperbound <- matrix(0, nrow=length(W), ncol=2)
upperbound[,1] <- W+Y-0.01
upperbound[,2] <- 1
# optimize using mapply
mapply(fmincon, x0=x0, fn=h_t, lb=lowerbound, up=upperbound)
But obviously it doesn't work. I'm not sure whether the problem is using matrix as input parameters, not vector, or I'm just using a wrong function. Is there any way to solve this problem with an efficient & smart coding?
I tried to optimize over the different parameters at once using mapply, but apparently it didn't work. Maybe I should have used another apply-related function or I should make a different structure for the input matrix?
Given this data here:
p <- ggplot(mpg, aes(displ, cty)) + geom_point() + facet_grid(drv ~ cyl)
g <- ggplot_gtable(ggplot_build(p))
strip_both <- which(grepl('strip-', g$layout$name))
fills <- c("red","green","blue","yellow","red","green","blue","yellow")
k <- 1
for (i in strip_both) {
j <- which(grepl('rect', g$grobs[[i]]$grobs[[1]]$childrenOrder))
g$grobs[[i]]$grobs[[1]]$children[[j]]$gp$fill <- fills[k]
k <- k+1
}
grid.draw(g)
I want to add a legend for the colors of the facets:
as shown here
One option to achieve your desired result would be with an auxiliary geom_point layer which draws nothing but is only used to map a variable with your desired four categories on the fill aes. Doing so will automatically add a fill legend for which we could set your desired colors using scale_fill_manual. Additionally I switched the key_glyph for the point layer to draw_key_rectto mimic your desired style for the legend keys and added na.rm to silent the warning about removed NAs:
library(ggplot2)
library(grid)
p <- ggplot(mpg, aes(displ, cty)) + geom_point() + facet_grid(drv ~ cyl) +
geom_point(data = data.frame(x = NA_real_, y = NA_real_, fill = c("AB", "D", "FF", "v")),
aes(x = x, y = y, fill = fill), na.rm = TRUE, key_glyph = "rect") +
scale_fill_manual(values = c("AB" = "red", D = "yellow", FF = "blue", v = "green"), name = NULL) +
theme(legend.position = "bottom")
g <- ggplot_gtable(ggplot_build(p))
strip_both <- which(grepl('strip-', g$layout$name))
fills <- c("red","green","blue","yellow","red","green","blue","yellow")
k <- 1
for (i in strip_both) {
j <- which(grepl('rect', g$grobs[[i]]$grobs[[1]]$childrenOrder))
g$grobs[[i]]$grobs[[1]]$children[[j]]$gp$fill <- fills[k]
k <- k+1
}
grid.draw(g)
In R/ggplot2 ,when I use geom_bar(stat='identity',position='fill'),
the 'sales' tip show '0.80000',how to change it to '80.0%' ?
(I know mutate a new variable use scales::percent(sales),can work in geom_point)
library(tidyverse)
library(plotly)
test_data <- data.frame(category=c('A','B','A','B'),
sub_category=c('a1','b1','a2','b2'),
sales=c(1,2,4,5))
p <- test_data %>%
ggplot(aes(x=category,y=sales,
fill=sub_category))+
geom_bar(stat='identity',position='fill')
ggplotly(p)
One option (and perhaps the easiest one) would be to compute your percentages manually instead of making use of position = "fill" and create the tooltip manually via the text aesthetic which makes it easy to style the numbers, ... as you like:
library(plotly)
test_data <- data.frame(
category = c("A", "B", "A", "B"),
sub_category = c("a1", "b1", "a2", "b2"),
sales = c(1, 2, 4, 5)
)
test_data <- test_data %>%
group_by(category) %>%
mutate(pct = sales / sum(sales))
p <- test_data %>%
ggplot(aes(x = category, y = pct, fill = sub_category)) +
geom_col(aes(text = paste0(
"category: ", category, "<br>",
"sub_category: ", sub_category, "<br>",
"sales: ", scales::percent(pct)
)))
ggplotly(p, tooltip = "text")
Using the plotly library, I made the following plot in R:
library(dplyr)
library(ggplot2)
library(plotly)
set.seed(123)
df <- data.frame(var1 = rnorm(1000,10,10),
var2 = rnorm(1000,5,5))
df <- df %>% mutate(var3 = ifelse(var1 <= 5 & var2 <= 5, "a", ifelse(var1 <= 10 & var2 <= 10, "b", "c")))
plot = df %>%
ggplot() + geom_point(aes(x=var1, y= var2, color= var3))
ggplotly(plot)
This is a simple scatter plot - two random variables are generated, and then the colors of the points are decided by some criteria (e.g. if var1 and var2 are between certain ranges).
From here, I could also summary statistics:
df$var3 = as.factor(df$var3)
summary = df %>%
group_by(var3) %>%
summarize(Mean_var1 = mean(var1), Mean_var2 = mean(var2), count=n())
# A tibble: 3 x 4
var3 Mean_var1 Mean_var2 count
* <fct> <dbl> <dbl> <int>
1 a -1.70 0.946 158
2 b 4.68 4.94 260
3 c 15.8 6.49 582
My question: is it possible to add some buttons to this plot which would allow the user to color the points based on custom choices? E.g. something like this :
Now, the user can type in any range they want - and the color of the points change, and the some summary statistics are generated.
Can someone please show me how to do this in R?
I had this idea - first I would create this massive table that would create all possible range combinations of "var1" and "var2":
vec1 <- c(-20:40,1)
vec2 <- c(-20:40,1)
a <- expand.grid(vec1, vec2)
for (i in seq_along(vec1)) {
for (j in seq_along(vec2)) {
df <- df %>% mutate(var3 = ifelse(var1 <= i & var2 <= i, "a", ifelse(var1 <= j & j <= 10, "b", "c")))
}
}
Then, depending on which ranges the user wants - an SQL style statement isolate the rows from this massive table corresponding to those ranges :
custom_df = df[df$var1 > -20 & df$var1 <10 & df$var1 > -20 & df$var2 <10 , ]
Then, an individual grap would be made for "custom_df" and summary statistics would also be recorded for "custom_df":
summary = custom_df %>%
group_by(var3) %>%
summarize(Mean_var1 = mean(var1), Mean_var2 = mean(var2), count=n())
But I am not sure how to neatly and efficiently do this in R.
Can someone please show me how to do this?
Thanks
I have built a small shiny app to perform most of your requirements. Based on your pre-defined large dataframe df, user can define the following:
Choose the minimum and maximum value for variables var1 and var2.
Choose criteria to define the variable var3, which is used to display different colors of data points. This is a range now.
Save plot as a HTML file.
Summary stats displayed as a table.
You can define further options to provide the user the option to choose color and so on. For that perhaps you should google on how to use scale_color_manual().
Update: Added user option to choose red and green color based on var1 and var2 range values.
library(shiny)
library(plotly)
library(dplyr)
library(DT)
### define a large df
set.seed(123)
df <- data.frame(var1 = rnorm(1000,10,10),
var2 = rnorm(1000,15,15))
ui <- fluidPage(
titlePanel(p("My First Test App", style = "color:red")),
sidebarLayout(
sidebarPanel(
p("Choose Variable limits"),
# Horizontal line ----
tags$hr(),
uiOutput("var1a"), uiOutput("var1b"),
uiOutput("var2a"), uiOutput("var2b"),
uiOutput("criteria")
),
mainPanel(
DTOutput("summary"), br(),
plotlyOutput("plot"),
br(), br(), br(),
uiOutput("saveplotbtn")
)
)
)
server <- function(input, output, session){
output$var1a <- renderUI({
tagList(
numericInput("var11", "Variable 1 min",
min = min(df$var1), max = max(df$var1), value = min(df$var1))
)
})
output$var1b <- renderUI({
if (is.null(input$var11)){
low1 <- min(df$var1)
}else low1 <- max(min(df$var1),input$var11) ## cannot be lower than var 1 minimum
tagList(
numericInput("var12", "Variable 1 max", min = low1, max = max(df$var1), value = max(df$var1))
)
})
output$var2a <- renderUI({
tagList(
numericInput("var21", "Variable 2 min",
min = min(df$var2), max = max(df$var2), value = min(df$var2))
)
})
output$var2b <- renderUI({
if (is.null(input$var21)){
low2 <- min(df$var2)
}else low2 <- max(min(df$var2),input$var21) ## cannot be lower than var 2 minimum
tagList(
numericInput("var22", "Variable 2 max", min = low2, max = max(df$var2), value = max(df$var2))
)
})
output$criteria <- renderUI({
req(input$var11,input$var12,input$var21,input$var22)
tagList(
sliderInput("crit11", "Variable 1 red color range:",
min = -10, max = 0, value = c(-10,0)),
sliderInput("crit12", "Variable 2 red color range:",
min = -25, max = 0, value = c(-25,0)),
sliderInput("crit21", "Variable 1 green color range:",
min = 0.1, max = 10, value = c(0.1,10)),
sliderInput("crit22", "Variable 2 green color range:",
min = 0.1, max = 20, value = c(0.1,20))
)
})
dat <- reactive({
req(input$crit11,input$crit12,input$crit21,input$crit22)
df <- df %>% filter(between(var1, input$var11, input$var12)) %>%
filter(between(var2, input$var21, input$var22))
# df1 <- df %>% mutate(var3 = ifelse(var1 <= i & var2 <= i, "a", ifelse(var1 <= j & var2 <= j , "b", "c")))
df1 <- df %>% mutate(var3 = ifelse(between(var1, input$crit11[1], input$crit11[2]) & between(var2, input$crit12[1], input$crit12[2]), "a",
ifelse(between(var1, input$crit21[1], input$crit21[2]) & between(var2, input$crit22[1], input$crit22[2]), "b", "c")))
})
summari <- reactive({
req(dat())
df1 <- dat()
df1$var3 = as.factor(df1$var3)
summary = df1 %>%
group_by(var3) %>%
dplyr::summarize(Mean_var1 = mean(var1), Mean_var2 = mean(var2), count=n())
})
output$summary <- renderDT(summari())
rv <- reactiveValues()
observe({
req(dat())
p <- ggplot(data=dat()) + geom_point(aes(x=var1, y= var2, color= var3))
pp <- ggplotly(p)
rv$plot <- pp
})
output$plot <- renderPlotly({
rv$plot
})
output$saveplotbtn <- renderUI({
div(style="display: block; padding: 5px 350px 5px 50px;",
downloadBttn("saveHTML",
HTML("HTML"),
style = "fill",
color = "default",
size = "lg",
block = TRUE,
no_outline = TRUE
) )
})
output$saveHTML <- downloadHandler(
filename = function() {
paste("myplot", Sys.Date(), ".html", sep = "")
},
content = function(file) {
htmlwidgets::saveWidget(as_widget(rv$plot), file, selfcontained = TRUE) ## self-contained
}
)
}
shinyApp(ui, server)
To a 3 year old post
ggplot2: facet_wrap strip color based on variable in data set
Baptiste has given the following solution:
d <- data.frame(fruit = rep(c("apple", "orange", "plum", "banana", "pear", "grape")),
farm = rep(c(0,1,3,6,9,12), each=6),
weight = rnorm(36, 10000, 2500),
size=rep(c("small", "large")))
p1 = ggplot(data = d, aes(x = farm, y = weight)) +
geom_jitter(position = position_jitter(width = 0.3),
aes(color = factor(farm)), size = 2.5, alpha = 1) +
facet_wrap(~fruit)
dummy <- ggplot(data = d, aes(x = farm, y = weight))+ facet_wrap(~fruit) +
geom_rect(aes(fill=size), xmin=-Inf, xmax=Inf, ymin=-Inf, ymax=Inf) +
theme_minimal()
library(gtable)
g1 <- ggplotGrob(p1)
g2 <- ggplotGrob(dummy)
gtable_select <- function (x, ...)
{
matches <- c(...)
x$layout <- x$layout[matches, , drop = FALSE]
x$grobs <- x$grobs[matches]
x
}
panels <- grepl(pattern="panel", g2$layout$name)
strips <- grepl(pattern="strip-t", g2$layout$name)
g2$layout$t[panels] <- g2$layout$t[panels] - 1
g2$layout$b[panels] <- g2$layout$b[panels] - 1
new_strips <- gtable_select(g2, panels | strips)
library(grid)
grid.newpage()
grid.draw(new_strips)
gtable_stack <- function(g1, g2){
g1$grobs <- c(g1$grobs, g2$grobs)
g1$layout <- transform(g1$layout, z= z-max(z), name="g2")
g1$layout <- rbind(g1$layout, g2$layout)
g1
}
## ideally you'd remove the old strips, for now they're just covered
new_plot <- gtable_stack(g1, new_strips)
grid.newpage()
grid.draw(new_plot)
(I have just updated the "strip-t" pattern and opened the grid library as it was suggested in the old post)
I repost this because it's an old brillant stuff and I want to use it myself for a presentation.
I'm a beginner in ggplot and this could also help me for various scripts.
Here are my questions :
- How is it possible to choose the color and not to give the same blue and red please? In my script, I have 3 colors to set, and I hope it can be less agressive. Is it possible to do it ?
- Another question, is it possible to integrate this in the legend, i.e to know what are this colors refering ?
Many thanks
you can change the strip colours with the fill scale in the dummy plot. Combining the legends is a bit tricky, but here's a starting point.
library(ggplot2)
library(gtable)
library(gridExtra)
library(grid)
gtable_stack <- function(g1, g2){
g1$grobs <- c(g1$grobs, g2$grobs)
g1$layout <- transform(g1$layout, z= z-max(z), name="g2")
g1$layout <- rbind(g1$layout, g2$layout)
g1
}
gtable_select <- function (x, ...)
{
matches <- c(...)
x$layout <- x$layout[matches, , drop = FALSE]
x$grobs <- x$grobs[matches]
x
}
d <- data.frame(fruit = rep(c("apple", "orange", "plum", "banana", "pear", "grape")),
farm = rep(c(0,1,3,6,9,12), each=6),
weight = rnorm(36, 10000, 2500),
size=rep(c("small", "large")))
p1 = ggplot(data = d, aes(x = farm, y = weight)) +
geom_jitter(position = position_jitter(width = 0.3),
aes(color = factor(farm)), size = 2.5, alpha = 1) +
facet_wrap(~fruit)
dummy <- ggplot(data = d, aes(x = farm, y = weight))+ facet_wrap(~fruit) +
geom_rect(aes(fill=size), xmin=-Inf, xmax=Inf, ymin=-Inf, ymax=Inf) +
theme_minimal() + scale_fill_brewer(palette = "Pastel2")
g1 <- ggplotGrob(p1)
g2 <- ggplotGrob(dummy)
# extract legends
leg <- g1$grobs[[grep("guide-box", g1$layout$name)]]
dummy_leg <- g2$grobs[[grep("guide-box", g2$layout$name)]]
combined_leg <- rbind.gtable(leg, dummy_leg)
g1$grobs[[grep("guide-box", g1$layout$name)]] <- combined_leg
# move dummy panels one cell up
panels <- grepl(pattern="panel", g2$layout$name)
strips <- grepl(pattern="strip-t", g2$layout$name)
g2$layout$t[panels] <- g2$layout$t[panels] - 1
g2$layout$b[panels] <- g2$layout$b[panels] - 1
new_strips <- gtable_select(g2, panels | strips)
# stack new strips on top of gtable
# ideally you'd remove the old strips, for now they're just covered
new_plot <- gtable_stack(g1, new_strips)
grid.newpage()
grid.draw(new_plot)