Charting A Mashup Stress Scenario using R

From the previous post we have our mashup stress scenario data in R and now we’d like to plot it. We could of course save the R data to database or file, import into a data visualisation tool such as Tableau and chart it there. However, R has some powerful charting capabilities and this article will demonstrate these.

Let’s create a lattice chart with each of the five scenarios in a different panel. In each panel, we’ll show the stress P&L by counterparty. Firstly, we need to summarise the data. Figure 1 shows the data frame.
Figure 1
Figure 1

Figure 2 shows the R code to sum the stress P&L and group by the two categories we want to see in our plot (counterparty and scenario) and to build the plot.
Figure 2
Figure 2

Figure 3 shows the resulting plot.
Figure 3
Figure 3

We may like to see a different perspective on the data – perhaps as a clustered bar chart showing the stress P&L by scenario for each counterparty. Figure 4 shows the code to generate the plot and Figure 5 the result.

Figure 4
Figure 4

Figure 5
Figure 5

This article just scratches the surface of R’s plotting capabilities. It’s also possible to create box plots, line charts and scatter plots, to have a great deal of precision on the detail of each chart, to layout several charts on a single page and to produce charts in various formats including pdf.