plot.cscv: Graphical analysis of CSCV results This function supports the...

Description Usage Arguments See Also

View source: R/cscv.R

Description

The legend includes the attributed 'phi' and 'beta' which correspond to the probability of overfit and the slope of OOS performance degradation line, respectively.

Usage

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## S3 method for class 'cscv'
plot(cscv.objects, summarize = 50)

Arguments

cscv.objects

A list containing the results of a particular cscv run. This plotting supports multiple cscv runs so one may view the results in aggregate.

summarize

Whether to summarize the R/Rbar pairs. Helpful when S >> 16 and one has many pairs across many runs; default 50.

See Also

cscv


nmatare/quanttools documentation built on May 23, 2019, 9:32 a.m.