# Getting Started with healthyR.ts

### A Quick Introduction

#### Steven P. Sanderson II, MPH

#### 2024-10-11

Lets load in the libraries

    library(healthyR.ts)
    library(ggplot2)
    library(dplyr)

Lets generage data and take a look

    df <- ts_random_walk()
    head(df)
    #> # A tibble: 6 × 4
    #>     run     x       y cum_y
    #>   <dbl> <dbl>   <dbl> <dbl>
    #> 1     1     1 -0.0315  968.
    #> 2     1     2  0.0455 1013.
    #> 3     1     3 -0.161   850.
    #> 4     1     4  0.0163  864.
    #> 5     1     5 -0.0239  843.
    #> 6     1     6  0.0662  899.
    glimpse(df)
    #> Rows: 10,000
    #> Columns: 4
    #> $ run   <dbl> 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1…
    #> $ x     <dbl> 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 1…
    #> $ y     <dbl> -0.03150204, 0.04552251, -0.16079037, 0.01632092, -0.02386263, 0…
    #> $ cum_y <dbl> 968.4980, 1012.5864, 849.7723, 863.6413, 843.0326, 898.8643, 783…

Now that the data has been generated, lets take a look at it.

    df %>%
       ggplot(
           mapping = aes(
               x = x
               , y = cum_y
               , color = factor(run)
               , group = factor(run)
            )
        ) +
        geom_line(alpha = 0.8) +
        ts_random_walk_ggplot_layers(df)

That is still pretty noisy, so lets see this in a different way. Lets clear this up a bit to make it easier to see the full range of the possible volatility of the random walks.

    library(dplyr)
    library(ggplot2)

    df %>%
        group_by(x) %>%
        summarise(
            min_y = min(cum_y),
            max_y = max(cum_y)
        ) %>%
        ggplot(
            aes(x = x)
        ) +
        geom_line(aes(y = max_y), color = "steelblue") +
        geom_line(aes(y = min_y), color = "firebrick") +
        geom_ribbon(aes(ymin = min_y, ymax = max_y), alpha = 0.2) +
        ts_random_walk_ggplot_layers(df)

Lets look at volatility from several different percentages.

    # Random Walk for volatility range 1-15%
    df1 <- ts_random_walk(.sd = 0.01)
    df2 <- ts_random_walk(.sd = 0.05)
    df3 <- ts_random_walk(.sd = 0.10)
    df4 <- ts_random_walk(.sd = 0.15)

    # Merge data frames into one
    df_merged <- dplyr::bind_rows(
        df1 %>% mutate(ver = "A) Vol 1%"),
        df2 %>% mutate(ver = "B) Vol 5%"),
        df3 %>% mutate(ver = "C) Vol 10%"),
        df4 %>% mutate(ver = "D) Vol 15%")
    )

    # Plot range between minimum and maximum values
    df_merged %>%
        ggplot(aes(
            x = x, y = cum_y,
            color = factor(run), group = factor(run)
        )) +
        geom_line(alpha = 0.8) +
        labs(title = "", x = "", y = "") +
        facet_wrap(~ver, scales = "free") +
        scale_y_continuous(labels = scales::comma) +
        theme(legend.position = "none")