We at STATWORX work a lot with R and we often use the same little helper functions within our projects. These functions ease our daily work life by reducing repetitive code parts or by creating overviews of our projects. At first, there was no plan to make a package, but soon I realised, that it will be much easier to share and improve those functions, if they are within a package. Up till the 24th December I will present one function each day from
helfRlein. So, on the 21th day of Christmas my true love gave to me…
What can it do?
This little helper returns indices of recurring patterns. It works with numbers as well as with characters. All it needs is a vector with the data, a pattern to look for and a minimum number of occurrences.
How to use it?
Let's create some time series data with the following code.
library(data.table) # random seed set.seed(20181221) # number of observations n <- 100 # simulationg the data ts_data <- data.table(DAY = 1:n, CHANGE = sample(c(-1, 0, 1), n, replace = TRUE)) ts_data[, VALUE := cumsum(CHANGE)]
This is nothing more than a random walk, since we sample between going down (
-1), going up (
1) or staying at the same level (
0). Our time series data looks like this:
Assume we want to know the date ranges when there was no change for at least four days in a row.
ts_data[, get_sequence(x = CHANGE, pattern = 0, minsize = 4)]
min max [1,] 45 48 [2,] 65 69
We can also answer the question, if the pattern "down-up-down-up" is repeating anywhere:
ts_data[, get_sequence(x = CHANGE, pattern = c(-1,1), minsize = 2)]
min max [1,] 88 91
With these two inputs, we can update our plot a little bit by adding some
Code for the plot
rect <- data.table( rbind(ts_data[, get_sequence(x = CHANGE, pattern = c(0), minsize = 4)], ts_data[, get_sequence(x = CHANGE, pattern = c(-1,1), minsize = 2)]), GROUP = c("no change","no change","down-up")) ggplot(ts_data, aes(x = DAY, y = VALUE)) + geom_line() + geom_rect(data = rect, inherit.aes = FALSE, aes(xmin = min - 1, xmax = max, ymin = -Inf, ymax = Inf, group = GROUP, fill = GROUP), color = "transparent", alpha = 0.5) + scale_fill_manual(values = statworx_palette(number = 2, basecolors = c(2,5))) + theme_minimal()
Have a merry advent season!
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