dotplot.pbo: PBO in-sample selection dot plot.

In pbo: Probability of Backtest Overfitting

PBO in-sample selection dot plot.

Description

Draws an annotated dot plot of study selection sorted by in-sample selection frequency.

Usage

## S3 method for class 'pbo'
dotplot(
  x,
  data = NULL,
  main,
  xlab = "Sorted Study Number (N)",
  ylab = "IS Selection Frequency",
  show_config = TRUE,
  show_grid = TRUE,
  sel_threshold = 0,
  ...
)

Arguments

x	a pbo object as returned by pbo.
data	should not be used
main	plot title, default computed internally, passed to dotplot.
xlab	x-axis label with default, passed to dotplot.
ylab	y-axis label with default, passed to dotplot.
show_config	whether to show the study dimension annotations, default TRUE
show_grid	whether to show the grid panel, default TRUE
sel_threshold	the minimum in-sample frequency subsetting threshold, default 0; selection frequencies at or below this value will be omitted
...	other parameters as passed to dotplot.

See Also

pbo, histogram.pbo, xyplot.pbo

pbo documentation built on May 28, 2022, 1:06 a.m.