PlotPermMetrics: Plot hist and report stats for permutation resampling metrics...

In hughshuwang/isocyanate: isocyanate (R-N=C=O)

Description

Plot hist and report stats for permutation resampling metrics matrix

Usage

PlotPermMetrics(metrics, n, signal.name = "test")

Arguments

metrics	dataframe perf metrics for reordered signals generated from PermMetrics
n	int the order of metric in the metrics we want to explore
signal.name	string of signal name appear on the title

Value

plot a histogram and output the Empirical Quantile, Standard Deviationa and Mean from the empirical distribution of the nth performance metrics e.g. 1-Mean, 2-Stdev, 4-Sharpe, 7-MaxDD, 17-Avg Turnover

hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.