weight_from_scores: Map scores to portfolio weights

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Map scores to portfolio weights

Description

Map scores to portfolio weights

Usage

weight_from_scores(
  scores,
  method = c("softmax", "rank", "linear", "equal"),
  temperature = 10,
  floor = 0
)

Arguments

scores	Wide score panel (Date + symbols).
method	"softmax", "rank", "linear", "equal".
temperature	softmax temperature (higher=flatter).
floor	non-negative number added before normalization.

Value

weight panel (Date + symbols) with non-negative rows summing to 1 over active dates.

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