plot.iStarSens: Plot method for object of type 'iStarSens'

In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L

Plot method for object of type iStarSens

Description

S3 method to conveniently plot iStarSensitivity results on I-Star model parameters sensitivity.

Usage

## S3 method for class 'iStarSens'
plot(x, fix, ...)

Arguments

x	An object of class iStarSens from iStarSensitivity
fix	A character, the name of the parameter to fix. One of 'a_1', 'a_2', 'a_3', 'a_4' or 'b_1'
...	Any other passthrough parameter

Details

The chosen parameter, or better its given sequence specified in the iStarSensitivity call, is plotted against the RSE of the models fitted on the remaining parameters.

Author(s)

Vito Lestingi

References

The Science of Algorithmic Trading and Portfolio Management (Kissell, 2013), Elsevier Science.

braverock/blotter documentation built on Dec. 16, 2024, 1:02 p.m.