evaluate.model: DEPRECATED: Compute performance metrics over all min probs
In pierrecattin/thesis-resources: Thesis Resources
Description
Usage
Arguments
Value
Description
DEPRECATED: Compute performance metrics over all min probs
Usage
1
evaluate.model(y, probs, n)
Arguments
y
numeric/factor, 1 if up, -1 if down
probs
numeric, probability of up
n
number of stocks
Value
Named numeric containing the results of the best value for min.prop, as well as the mean sr across min probs:
c(min.prob, accuracy, freq, sr, mean.sr)
pierrecattin/thesis-resources documentation built on May 4, 2019, 8:42 a.m.
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Description Usage Arguments Value
Description
DEPRECATED: Compute performance metrics over all min probs
Usage
1 | evaluate.model(y, probs, n)
|
Arguments
y |
numeric/factor, 1 if up, -1 if down |
probs |
numeric, probability of up |
n |
number of stocks |
Value
Named numeric containing the results of the best value for min.prop, as well as the mean sr across min probs: c(min.prob, accuracy, freq, sr, mean.sr)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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