bucket_returns: Bucketed label analysis by score rank

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Bucketed label analysis by score rank

Description

Bucketed label analysis by score rank

Usage

bucket_returns(
  scores,
  labels,
  n_buckets = 10L,
  label_type = c("log", "simple")
)

Arguments

scores	Wide score panel (Date + symbols).
labels	Wide label panel aligned to scores (Date + symbols).
n_buckets	Number of equal-count buckets.
label_type	Use 'log' or 'simple' label arithmetic.

Value

data.table of per-date bucket returns; cumulative series attached as attr(result, "cum").

PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.