5.8. Density plot with quantiles

#Source: https://t.me/rstudioprogr 

library(quantmod)

## Загрузка требуемого пакета: xts

## Загрузка требуемого пакета: zoo

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## Присоединяю пакет: 'zoo'

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##     as.Date, as.Date.numeric

## Загрузка требуемого пакета: TTR

## Registered S3 method overwritten by 'quantmod':
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library(openxlsx)
library(PortfolioAnalytics)

## Загрузка требуемого пакета: foreach

## Загрузка требуемого пакета: PerformanceAnalytics

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## Присоединяю пакет: 'PerformanceAnalytics'

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library(PerformanceAnalytics)
library(dplyr)

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## # work, which breaks lag(my_xts). Calls to lag(my_xts) that you type or       #
## # source() into this session won't work correctly.                            #
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## # Use stats::lag() to make sure you're not using dplyr::lag(), or you can add #
## # conflictRules('dplyr', exclude = 'lag') to your .Rprofile to stop           #
## # dplyr from breaking base R's lag() function.                                #
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library(ggplot2)

## Warning: пакет 'ggplot2' был собран под R версии 4.3.3

library(ggridges)
library(tidyr)

MSFT <- getSymbols("MSFT", from = "2024-01-01", to = "2024-03-31", auto.assign = FALSE)
AAPL <- getSymbols("AAPL", from = "2024-01-01", to = "2024-03-31", auto.assign = FALSE)
NVDA <- getSymbols("NVDA", from = "2024-01-01", to = "2024-03-31", auto.assign = FALSE)
AMZN <- getSymbols("AMZN", from = "2024-01-01", to = "2024-03-31", auto.assign = FALSE)
META <- getSymbols("META", from = "2024-01-01", to = "2024-03-31", auto.assign = FALSE)

data_f <- data.frame(MSFT$MSFT.Close, AAPL$AAPL.Close, NVDA$NVDA.Close, 
                     AMZN$AMZN.Close, META$META.Close)
data_f <- data.frame(MSFT$MSFT.Close, AAPL$AAPL.Close, NVDA$NVDA.Close, 
                     AMZN$AMZN.Close, META$META.Close, Date = rownames(data_f))
data_f1 <- Return.calculate(data_f[,-6]) %>% na.omit()
colnames(data_f1) <- c("MSFT", "AAPL", "NVDA", "AMZN", "META")

data_f2 <- data_f1 %>% pivot_longer(cols = c("MSFT":"META"), names_to = "Tickers", values_to = "Returns")

ggplot(data_f2, aes(x = Returns, y = Tickers, group = Tickers, fill = factor(stat(quantile)))) +
  stat_density_ridges(geom = "density_ridges_gradient", calc_ecdf = TRUE, quantiles = 4, quantile_lines = TRUE) +
  scale_fill_viridis_d(name = "Квартили", alpha = 0.7, option = "G") + theme_classic() + xlab("Доходность акций") + ylab("Тикеры")

## Warning: `stat(quantile)` was deprecated in ggplot2 3.4.0.
## ℹ Please use `after_stat(quantile)` instead.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.

## Picking joint bandwidth of 0.00595

## Warning: Using the `size` aesthetic with geom_segment was deprecated in ggplot2 3.4.0.
## ℹ Please use the `linewidth` aesthetic instead.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.