ic_series: Information Coefficient time series
In PortfolioTesteR: Test Investment Strategies with English-Like Code
ic_series R Documentation
Information Coefficient time series
Description
Information Coefficient time series
Usage
ic_series(scores, labels, method = c("spearman", "pearson"))
Arguments
scores
Wide score panel (Date + symbols).
labels
Wide label panel aligned to scores.
method
IC method ('spearman' or 'pearson').
Value
data.table with Date and IC.
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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| ic_series | R Documentation |
Information Coefficient time series
Description
Information Coefficient time series
Usage
ic_series(scores, labels, method = c("spearman", "pearson"))
Arguments
scores |
Wide score panel (Date + symbols). |
labels |
Wide label panel aligned to scores. |
method |
IC method ('spearman' or 'pearson'). |
Value
data.table with Date and IC.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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