Sunday, 15 April 2012

ggplot2 Time Series Heatmaps

How do you easily get beautiful calendar heatmaps of time series in ggplot2? E.g:
From MarginTale
I was impressed by the lattice-based  implementation from Paul Bleicher of Humedica, which you can find referenced in Then, when other blogs like picked up the topic, I decided to try a ggplot2 implementation. In a comment to the above Revolution Analytics post, Hadley already presented a quick ggplot rendition, upon which I build here.

How do you attack the problem? Looking at the example output above:
  1. We facet_grid by "months" and "years" 
  2. The data itself is plotted by "week of month" and "day of week" and coloured according to the value of interest
So, given a time series we just have to fiddle with time indexes to create a data.frame containing the time series as well as per observation the corresponding "month", "year", "week of month", "day of week". The rest is then a one-liner of code with Hadley's wonderful ggplot2 system.

The following code contains step by step comments:

It should be easy to wrap into a function and I hope its useful.


  1. Hello,

    thanks for this very interesting post!

    I'm fairly new to R so I was hopping you could help with this: I'm trying to create the same chart but using daily percentage changes instead of close prices. I tried several ways but I couldn't do it. I was wondering if you could help me with this.

    Thanks a lot in advance!


    1. thx,
      quick and dirty, add:


      after the line containing getSymbols


  2. Hi,

    It is a good post. Just want to simplify few statements using lubridate package, especially where creating month, year and weekday are involved


    dat$year = year(dat$date)

    # using month() in lubridate and set label option to true to get Jan..

    dat$month = month(dat$date, label = TRUE, abbr = TRUE)
    dat$weekday = wday(dat$date, label = TRUE, abbr = TRUE)

    #approximate for week num in month
    dat$monthday = mday(dat$date)
    dat$monthweek = ceiling(dat$monthday / 7)



  3. This is very useful. Thanks for posting.

    When I run this on the stock example, as well as data I have available, I'm getting scientific notation in the label on the right (ie. VIX.Close = 2.0e+01 as opposed to 20). Any thoughts on how this could be fixed?

    1. what happens if you add
      as a parameter into scale_fill_gradient(...) above?

    2. I'm having the same problem. The Week of the Month axis labels are also in scientific notation. How can I change this?

      Note: using breaks=seq(10,80,10) didn't change it.

  4. Love is an ice cream sundae, with all the marvelous coverings. Sex is the cherry on top. Hey, i am looking for an online sexual partner ;) Click on my boobs if you are interested (. )( .)