View source: R/breakpoint_options.R
breakpoint_options | R Documentation |
This function generates a structured list of options for defining breakpoints in portfolio sorting. It includes parameters for the number of portfolios, percentile thresholds, exchange-specific breakpoints, and smooth bunching, along with additional optional parameters.
breakpoint_options(
n_portfolios = NULL,
percentiles = NULL,
breakpoint_exchanges = NULL,
smooth_bunching = FALSE,
...
)
n_portfolios |
Integer, optional. The number of portfolios to create. Must be a
positive integer. If not provided, defaults to |
percentiles |
Numeric vector, optional. A vector of percentile thresholds for
defining breakpoints. Each value should be between 0 and 1. If not provided, defaults
to |
breakpoint_exchanges |
Character, optional. A non-empty string specifying the
exchange for which the breakpoints apply. If not provided, defaults to |
smooth_bunching |
Logical, optional. Indicates whether smooth bunching should
be applied. Defaults to |
... |
Additional optional arguments. These will be captured in the resulting structure as a list. |
A list of class "tidyfinance_breakpoint_options"
containing the provided
breakpoint options, including any additional arguments passed via ...
.
breakpoint_options(
n_portfolios = 5,
percentiles = c(0.2, 0.4, 0.6, 0.8),
breakpoint_exchanges = "NYSE",
smooth_bunching = TRUE,
custom_threshold = 0.5,
another_option = "example"
)
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