transform_scores: Per-date score transform (z-score or rank)

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Per-date score transform (z-score or rank)

Description

Per-date score transform (z-score or rank)

Usage

transform_scores(
  scores,
  method = c("zscore", "rank"),
  per_date = TRUE,
  robust = FALSE
)

Arguments

scores	wide panel Date + symbols.
method	"zscore" or "rank".
per_date	logical; currently must be TRUE.
robust	logical; robust z-score via median/MAD.

Value

panel of transformed scores.

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