ggplot2 error message for Hidden Markov Models

After reading this tutorial I am trying to replicate the results in R studio. as someone new to R.

The code works until I try and plot the last set of graphs shown in "The probability of each regime separately" I am not familiar with ggplot and no code is provided for this and using the code below I get the error:
Error: Aesthetics must be either length 1 or the same as the data (994): x

Code from R Studio I am using below - any help on this appreciated thank you.

Date <- as.character(EURUSD1d[,1])
DateTS <- as.POSIXlt(Date, format = "%Y.%m.%d %H:%M:%S") #create date and time objects
TSData <- data.frame(EURUSD1d[,2:5],row.names = DateTS)
TSData <- as.xts(TSData) #build time series data
ATRindicator <- ATR(TSData[,2:4],n=14) #calc the indicator
ATR <- ATRindicator[,2] #take just the ATR
LogReturns <- log(EURUSD1d$Close) - log(EURUSD1d$Open) #calc log returns
ModelData <- data.frame(LogReturns,ATR) #create data frame for hmm 
ModelData <- ModelData[-c(1:14),] #remove data where indicators are being calculated
colnames(ModelData) <- c("LogReturns","ATR") #name the columns

HMM <- depmix(list(LogReturns~1,ATR~1),data=ModelData,nstates=3,family=list(gaussian(),gaussian())) 
#We’re setting the LogReturns and ATR as our response variables, using the data frame we just built, want to set 3 different regimes, and setting the response distributions to be gaussian. 

HMMfit <- fit(HMM, verbose = FALSE) #fit our model to data set
print(HMMfit) #compare log likelihood as well as AIC and BIC values to help choose the model
print(HMMfit) #we can compare the log Likelihood as well as the AIC and BIC values to help choose our model 

MMpost<-posterior(HMMfit) #find the posterior odds for each state over our data set 
head(HMMpost) #we can see that we now have the probability for each state for everyday as well as the highest probability class. 

# Creating graph
# source dataset
# Basic line plot
ggplot(data = HMMpost, aes(x = Date, y = S1))+
  geom_line(color = "#00AFBB", size = 2)


So, without downloading the data and going through the whole tutorial, I just saw the image that they posted for head(HMMpost), and it looks like the variables are state, S1, S2, and S3.

I assume Date is in there, since they plot it as well, but, if I create a dummy dataset with Date in it, I can't reproduce your error:

today <- lubridate::today()

Date <- today - (seq(1:20))
S1 <- runif(20)

HMMpost <- tibble(Date, S1)

ggplot(data = HMMpost, aes(x = Date, y = S1))+
  geom_line(color = "#00AFBB", size = 2)

Created on 2019-03-21 by the reprex package (v0.2.1)

Since your issue is with the plotting, could you create a small, self-contained reprex (short for reproducible example) with a sample of the data?


There's a nice FAQ on how to do a minimal reprex for beginners, below:

What to do if you run into clipboard problems

If you run into problems with access to your clipboard, you can specify an outfile for the reprex, and then copy and paste the contents into the forum.

reprex::reprex(input = "fruits_stringdist.R", outfile = "")

For pointers specific to the community site, check out the reprex FAQ.

Thank you - I will do that and submit a minimal reprex if I still have errors.

1 Like

This topic was automatically closed 21 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.