如何在R中绘制一条与平滑曲线相切的直线

Question

我正试图从原点(或Y轴上的任何点(绘制一条与黄土曲线相切的直线(只与曲线接触一次的线(。

黑线是点的平滑曲线，我想画那条黄线。

我将发布我的代码，以获得下面的平滑曲线。

''

library(quantmod)
library(plotly)
library(PerformanceAnalytics)
library(timetk)
library(tidyverse)
ticker = c('AMZN', 'AAPL', 'NFLX', 'XOM', 'T')
price_data = getSymbols(ticker, from = '2014-01-01', to = '2018-05-31')
prices = do.call(cbind,
lapply(ticker, function(x) Ad(get(x))))
rets = Return.calculate(prices, method = 'log') %>%
na.omit()

num_port = 1000
all_wts = matrix(nrow = num_port, ncol = length(ticker))
port_returns = vector('numeric', length = num_port)
port_risk = vector('numeric', length = num_port)
port_sr = vector('numeric', length = num_port)
for (i in seq_along(port_returns)) {

wts = runif(n = length(ticker))
wts = wts/sum(wts)

all_wts[i,] = wts

port = Return.portfolio(R = rets, weights = wts, verbose = TRUE)

a = StdDev.annualized(port$returns)[1]
b = SharpeRatio.annualized(port$returns, Rf = 0)[1]
c = a*b

port_returns[i] = c
port_risk[i] = a
port_sr[i] = b
}
all_wts = tk_tbl(all_wts)
colnames(all_wts) = colnames(rets)
pf_val = tibble(ret = port_returns, risk = port_risk, sr = port_sr)
pf_val = tk_tbl(cbind(all_wts, pf_val))
min_var = pf_val[which.min(pf_val$risk),]
max_sr = pf_val[which.max(pf_val$sr),]
library(tidyverse)
pf_line2 = pf_val[which((pf_val$ret %in% d$ret)),]

p3 = ggplot(aes(x = risk, y = ret, color = sr), data = pf_line2) +
geom_point() + theme_classic() +
scale_y_continuous(labels = scales::percent) +
scale_x_continuous(labels = scales::percent) +
labs(x = 'risk', y = 'return') +
geom_smooth(method = 'loess', col='black', level=0.5, alpha=0.1)

ggplotly(p3)

''

Answer 1

我尝试运行您的数据，但代码中没有定义d，因此无法重现您的示例。

如果知道这些尺寸，可以使用geom_abline添加一条具有自己的截距和坡度的线。

ggplot(aes(x = wt, y = mpg), data = mtcars) +
geom_point()+
labs(x = 'wt', y = 'mpg') +
geom_abline(intercept = 10, slope = 6)+
geom_smooth(method = 'loess', col='black', level=0.5, alpha=0.1)

这就产生了这样的结果。与geom_smooth对齐。

我不是一个完全的专家，但我希望这在某种程度上有助于形状或形式