A geom to fit a regime shifts to a time series

A geom to fit a regime shifts to a time series

geom_regime(
  data = NULL,
  mapping = NULL,
  stat = "REGIME",
  geom = "vline",
  position = "identity",
  inherit.aes = TRUE,
  na.rm = FALSE,
  color = "red",
  show.legend = NA
)

Arguments

data

Input series to be analyzed. If NULL, data is inherited from previous layer or ggplot call.

...

Other arguments may be passed to the stat, including fixed aesthetics.

Value

If regime shifts exists, then xintercept line(s) is returned. Otherwise output is NULL.

Examples

library(ggplot2)

#Generate series

m <- 0.1
x <- 1:30
y <-  m*x + rnorm(30, sd = 0.35)

data <- data.frame(x = x,
                  y = y)

#Plot series with trend
ggplot(data = data) +
  geom_line(aes(x = x, y = y)) +
  geom_regime()
#> Error in geom_regime(): Problem while computing stat.
#> ℹ Error occurred in the 2nd layer.
#> Caused by error in `compute_layer()`:
#> ! `stat_regime()` requires the following missing aesthetics: x and y.