We have been working on a new charting engine for xts::plot.xts for the past couple years. It started with Michael Weylandt’s work during the 2012 Google Summer of Code, and Ross Bennett took up the torch during the 2014 GSoC.
This new engine improves the functionality, modularity, and flexibility of plot.xts by building off the framework Jeff Ryan began with quantmod::chart_Series. The modular framework allows users to plot an xts object and incrementally build custom charts by adding panels of new data (including transformations of the original xts object).
The Google Summer of Code (2012) project to extend xts has produced a very promising new plot.xts function. Michael Weylandt, the project’s student, wrote R-SIG-Finance to request impressions, feedback, and bug reports. The function is housed in the xtsExtra package of the xts project on R-Forge.
Please try xtsExtra::plot.xts and let us know what you think. A sample of the eye-candy produced by the code in Michael’s email is below. Granted, this isn’t a one-liner, but it’s certainly impressive!
quantmod, TTR, and xts were (not so) recently featured on the Inference for R Blog. Inference for R is a Integrated Development Environment (IDE) designed specifically for R.
The post gives an example of how to easily perform advanced financial stock analysis using Inference in Excel.
I appreciate how they’re making R more accessible to a general audience, even though I like a command line interface and my preferred development environment is vim.