evaluate.predictions: Evaluate predictions performance against true label
In pierrecattin/thesis-resources: Thesis Resources
Description
Usage
Arguments
Value
Description
Evaluate predictions performance against true label
Usage
1
evaluate.predictions(y, probs, min.prob, n = 7, check = F)
Arguments
y
: numeric/factor, 1 if up, -1 if down
probs
: numeric probability of up
n
number of stocks (only relevant if sr is needed)
min.prob:
numeric indicating minimum confidence required to make a prediction
check:
logical indicating if dimension checks should be performed
Value
Named numeric containing c(min.prob, accuracy, freq, sr), or "no predictions" if min.prob is too high
pierrecattin/thesis-resources documentation built on May 4, 2019, 8:42 a.m.
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Description Usage Arguments Value
Description
Evaluate predictions performance against true label
Usage
1 | evaluate.predictions(y, probs, min.prob, n = 7, check = F)
|
Arguments
y |
: numeric/factor, 1 if up, -1 if down |
probs |
: numeric probability of up |
n |
number of stocks (only relevant if sr is needed) |
min.prob: |
numeric indicating minimum confidence required to make a prediction |
check: |
logical indicating if dimension checks should be performed |
Value
Named numeric containing c(min.prob, accuracy, freq, sr), or "no predictions" if min.prob is too high
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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