US Yields with R sparkline

built by R htmlwidgets sparkline
… assembled with blockbuilder.org

sparkline CRAN motivation

Motivated by CRAN submission of sparkline with some new helper functions, I set out to apply on some real live data. I chose US Treasury yields from the H15 series on Fred. quantmod + dplyr + purrr + formattable + sparkline made this incredibly easy.

live example

bl.ock

screenshot

code

library(quantmod)
library(purrr)
library(dplyr)
library(tibble)
library(pipeR)
library(sparkline)
library(formattable)

bond_tbl <- function(bond){
  getSymbols(
    paste0("DGS", bond),
    src="FRED",
    auto.assign=FALSE
  )
}

yields <- c(5,10,30) %>>%
  map(bond_tbl) %>>%
  {do.call(merge.xts,.)}

# get a universal max for our sparklines
yield_max <- max(yields, na.rm = TRUE)

# define sparkline helper to remove NA
spk_nonull <- function(x, ...){
  x <- na.omit(x)
  spk_chr(values = x, ...)
}

(tbl_box <- yields %>>%
  as.data.frame(stringsAsFactors = FALSE) %>>%
  as_tibble() %>>%
  rownames_to_column(var = "Date") %>>%
  mutate(Decade = paste0(substr(Date,1,3),"0")) %>>%
  group_by(Decade) %>%
  select(-Date) %>>%
  summarise_all(
    spk_nonull, chartRangeMin = 0, chartRangeMax = yield_max, type = "box"
  ) %>>%
  formattable( caption = tags$h3("US Bond Yields by Decade") ) %>>%
  as.htmlwidget() %>>%
  spk_add_deps()
)

(tbl_line <- yields %>>%
  as.data.frame(stringsAsFactors = FALSE) %>>%
  as_tibble() %>>%
  rownames_to_column(var = "Date") %>>%
  mutate(Decade = paste0(substr(Date,1,3),"0")) %>>%
  group_by(Decade) %>%
  select(-Date) %>>%
  summarise_all(
    spk_chr, chartRangeMin = 0, chartRangeMax = yield_max, type = "line"
  ) %>>%
  formattable( caption = tags$h3("US Bond Yields by Decade") ) %>>%
  as.htmlwidget() %>>%
  spk_add_deps()
)

browsable(
  tagList(
    tbl_box,
    tbl_line
  )
)