Generates a 12-panel grid of empirical cumulative distribution
function plots, one per calendar month. Supports multi-column xts input with
series distinguished by colour.
Usage
monthly_ecdf(ts, ignore_zeros = FALSE, zero_threshold = 0.01)
Arguments
- ts
An xts object containing the time series data.
- ignore_zeros
Logical. If TRUE, zeros are excluded. Default
FALSE.
- zero_threshold
Numeric. Values below this threshold are treated as
zero. Default 0.01.
Value
A patchwork grid of ggplot ECDF panels (4 rows by 3 columns).
Examples
# Synthetic daily data
set.seed(42)
ts <- xts::xts(rgamma(3650, shape = 2, scale = 5),
order.by = seq.Date(as.Date("2000-01-01"), by = "day", length.out = 3650))
monthly_ecdf(ts)
