Added gg_irf

DESCRIPTION

@@ -30,7 +30,8 @@ Imports:
     slider,
     utils,
     lifecycle,
-    gtable
+    gtable,
+    tidyselect
 Suggests:
     tsibbledata,
     pillar (>= 1.0.1),
@@ -49,7 +50,7 @@ License: GPL-3
 URL: http://feasts.tidyverts.org/, https://github.com/tidyverts/feasts/
 BugReports: https://github.com/tidyverts/feasts/issues
 Encoding: UTF-8
-RoxygenNote: 7.2.3
+RoxygenNote: 7.3.1
 Roxygen: list(markdown = TRUE, roclets=c('rd', 'collate', 'namespace'))
 Language: en-GB
 RdMacros: lifecycle

NAMESPACE

@@ -50,6 +50,7 @@ export(feat_pacf)
 export(feat_spectral)
 export(feat_stl)
 export(gg_arma)
+export(gg_irf)
 export(gg_lag)
 export(gg_season)
 export(gg_subseries)
@@ -137,6 +138,7 @@ importFrom(stats,ts)
 importFrom(stats,var)
 importFrom(tibble,tibble)
 importFrom(tidyr,gather)
+importFrom(tsibble,as_tsibble)
 importFrom(utils,tail)
 importFrom(vctrs,vec_cast)
 importFrom(vctrs,vec_ptype2)

NEWS.md

@@ -1,5 +1,12 @@
 # feasts (development version)
 
+## New features
+
+* Added `gg_irf()` for plotting impulse responses (typically obtained from using
+  `IRF()` with fable models).
+
+## Bug fixes
+
 * Fixed `gg_season()` not wrapping across `facet_period` argument correctly.
 
 # feasts 0.3.2

R/graphics.R

@@ -805,3 +805,29 @@ gg_arma <- function(data){
     ggplot2::coord_fixed(ratio = 1) +
     facet_grid(vars(!!!fcts), vars(!!sym("type")))
 }
+
+
+
+#' Plot impulse response functions
+#'
+#' Produces a plot of impulse responses from an impulse response function.
+#'
+#' @param data A tsibble with impulse responses
+#' @param y The impulse response variables to plot (defaults to all measured variables).
+#'
+#' @return A ggplot object of the impulse responses.
+#'
+#' @export
+gg_irf <- function(data, y = all_of(measured_vars(data))){
+  kv <- key_vars(data)
+  if(is_empty(kv)) kv <- NULL
+  data <- tidyr::pivot_longer(
+    data, {{y}},
+    names_to = ".variable", values_to = ".response"
+  )
+  ggplot(data) +
+    geom_line(ggplot2::aes_string(x = index_var(data), y = ".response")) +
+    ggplot2::geom_hline(yintercept = 0, linetype = "dashed") +
+    facet_grid(vars(!!!syms(kv)), vars(!!sym(".variable"))) +
+    ggplot2::labs(y = "Impulse response", x = NULL)
+}