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# Create some sample data | |
CV_1 <- 0.2 | |
CV_2 <- 0.3 | |
Mean <- 65 | |
sigma_1 <- sqrt(log(1 + CV_1^2)) | |
mu_1 <- log(Mean) - sigma_1^2 / 2 | |
sigma_2 <- sqrt(log(1 + CV_2^2)) | |
mu_2 <- log(Mean) - sigma_2^2 / 2 | |
q <- c(0.25, 0.5, 0.75, 0.9, 0.95) | |
SummaryTable <- data.frame( | |
Quantile=paste0(100*q,"%ile"), | |
Loss_1=round(qlnorm(q, mu_1, sigma_1),1), | |
Loss_2=round(qlnorm(q, mu_2, sigma_2),1) | |
) | |
# Create a plot | |
library(ggplot2) | |
plt <- ggplot(data.frame(x=c(20, 150)), aes(x)) + | |
stat_function(fun=function(x) dlnorm(x, mu_1, sigma_1), | |
aes(colour="CV_1")) + | |
stat_function(fun=function(x) dlnorm(x, mu_2, sigma_2), | |
aes(colour="CV_2")) + | |
scale_colour_discrete(name = "CV", | |
labels=c(expression(CV[1]), expression(CV[2]))) + | |
xlab("Loss") + | |
ylab("Density") + | |
ggtitle(paste0("Two log-normal distributions with same mean of ", | |
Mean,", but different CVs")) | |
# Create a table plot | |
library(gridExtra) | |
names(SummaryTable) <- c("Quantile", | |
expression(Loss(CV[1])), | |
expression(Loss(CV[2]))) | |
# Set theme to allow for plotmath expressions | |
tt <- ttheme_default(colhead=list(fg_params = list(parse=TRUE))) | |
tbl <- tableGrob(SummaryTable, rows=NULL, theme=tt) | |
# Plot chart and table into one object | |
grid.arrange(plt, tbl, | |
nrow=2, | |
as.table=TRUE, | |
heights=c(3,1)) |
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