A geom to fit a regime shifts to a time series

Usage

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.
mapping: Set of aesthetic mappings created by aes(). By default inherit.aes = TRUE, which assigns the top-level plotting aes() to the GLS geom.
stat: stat
geom: geom
position: position
inherit.aes: inherit aesthetics
na.rm: remove NAs
color: color
show.legend: show legend
...: 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

if (FALSE) { # \dontrun{
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()
} # }