Discussion for this article - Wiki

You are not authorized to post a comment

Comment

SergioRB

Visitor

#145 10/20/2016 at 16h05

The issue was filed yet (by me). Thank you!

Comment

kassambara

Administrator

#144 10/19/2016 at 22h48

Hi,

You can ignore these warnings, they don't affect the results.

I take a look on the R code of chart.correlation() (see below). In the last line of the code, the authors use the parameter "method" as an argument of the plotting function pair(), which, doesn't take "method" as an argument.

You can file an issue at https://github.com/braverock/PerformanceAnalytics, so that author can update the package

Best,
A

Code R :

 
> chart.Correlation
function (R, histogram = TRUE, method = c("pearson", "kendall", 
    "spearman"), ...) 
{
    x = checkData(R, method = "matrix")
    if (missing(method)) 
        method = method[1]
    panel.cor <- function(x, y, digits = 2, prefix = "", use = "pairwise.complete.obs", 
        method, cex.cor, ...) {
        usr <- par("usr")
        on.exit(par(usr))
        par(usr = c(0, 1, 0, 1))
        r <- cor(x, y, use = use, method = method)
        txt <- format(c(r, 0.123456789), digits = digits)[1]
        txt <- paste(prefix, txt, sep = "")
        if (missing(cex.cor)) 
            cex <- 0.8/strwidth(txt)
        test <- cor.test(x, y, method = method)
        Signif <- symnum(test$p.value, corr = FALSE, na = FALSE, 
            cutpoints = c(0, 0.001, 0.01, 0.05, 0.1, 1), symbols = c("***", 
                "**", "*", ".", " "))
        text(0.5, 0.5, txt, cex = cex * (abs(r) + 0.3)/1.3)
        text(0.8, 0.8, Signif, cex = cex, col = 2)
    }
    f <- function(t) {
        dnorm(t, mean = mean(x), sd = sd.xts(x))
    }
    hist.panel = function(x, ...) {
        par(new = TRUE)
        hist(x, col = "light gray", probability = TRUE, axes = FALSE, 
            main = "", breaks = "FD")
        lines(density(x, na.rm = TRUE), col = "red", lwd = 1)
        rug(x)
    }
    if (histogram) 
        pairs(x, gap = 0, lower.panel = panel.smooth, upper.panel = panel.cor, 
            diag.panel = hist.panel, method = method, ...)
    else pairs(x, gap = 0, lower.panel = panel.smooth, upper.panel = panel.cor, 
        method = method, ...)
}

Comment

SergioRB

Visitor

#143 10/19/2016 at 11h52

Hi,
The R code is (interleaved the responses):
> mydata <- mtcars[, c(1,3,4,5,6,7)]
> head(mydata)
mpg disp hp drat wt qsec
Mazda RX4 21.0 160 110 3.90 2.620 16.46
Mazda RX4 Wag 21.0 160 110 3.90 2.875 17.02
Datsun 710 22.8 108 93 3.85 2.320 18.61
Hornet 4 Drive 21.4 258 110 3.08 3.215 19.44
Hornet Sportabout 18.7 360 175 3.15 3.440 17.02
Valiant 18.1 225 105 2.76 3.460 20.22
> library(PerformanceAnalytics)
Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

as.Date, as.Date.numeric

Package PerformanceAnalytics (1.4.3541) loaded.
Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson, GPL-2 | GPL-3
http://r-forge.r-project.org/projects/returnanalytics/

Attaching package: ‘PerformanceAnalytics’

The following object is masked from ‘package:graphics’:

legend

> chart.Correlation(mydata, histogram=TRUE, pch=19)
There were 50 or more warnings (use warnings() to see the first 50)

> warnings()
Warning messages:
1: "method" is not a graphical parameter
2: "method" is not a graphical parameter
....
50: "method" is not a graphical parameter

> R.Version()
$platform
[1] "x86_64-pc-linux-gnu"

$arch
[1] "x86_64"

$os
[1] "linux-gnu"

$system
[1] "x86_64, linux-gnu"

$status
[1] ""

$major
[1] "3"

$minor
[1] "3.1"

$year
[1] "2016"

$month
[1] "06"

$day
[1] "21"

$`svn rev`
[1] "70800"

$language
[1] "R"

$version.string
[1] "R version 3.3.1 (2016-06-21)"

$nickname
[1] "Bug in Your Hair"

Thank you,
SR

Comment

kassambara

Administrator

#138 10/14/2016 at 20h51

Hi,

Could you please send to me the R code you use, so that I can reproduce the analysis?

Best,
/A

Comment

SergioRB

Visitor

#137 10/14/2016 at 15h59

Thank's for this good tool. However, when I run the char.Correlation function, this give some warnings about "method" as graphical parameter. Some suggestions about this?
## Warning in plot.window(...): "method" is not a graphical parameter
## Warning in plot.xy(xy, type, ...): "method" is not a graphical parameter
## Warning in title(...): "method" is not a graphical parameter
## Warning in plot.window(...): "method" is not a graphical parameter
## Warning in plot.xy(xy, type, ...): "method" is not a graphical parameter
## Warning in title(...): "method" is not a graphical parameter
## Warning in axis(side = side, at = at, labels = labels, ...): "method" is
## not a graphical parameter