mrbcuda / pbo Goto Github PK

require(pbo)
require(lattice) # for plots
require(PerformanceAnalytics) # for Omega ratio

N <- 200                 # studies, alternative configurations
T <- 3200                # sample returns
S <- 8                   # partition count

# load the matrix with samples for N alternatives
M <- data.frame(matrix(NA,T,N,byrow=TRUE,dimnames=list(1:T,1:N)),check.names=FALSE)
for ( i in 1:N ) M[,i] <- rt(T,10) / 100

# compute and plot
my_pbo <- pbo(M,S,F=Omega,threshold=1)
summary(my_pbo)
histogram(my_pbo)
dotplot(my_pbo,pch=15,col=2,cex=1.5)
xyplot(my_pbo,plotType="cscv",cex=0.8,show_rug=FALSE,osr_threshold=100)
xyplot(my_pbo,plotType="degradation")
xyplot(my_pbo,plotType="dominance",lwd=2)
xyplot(my_pbo,plotType="pairs",cex=1.1,osr_threshold=75)
xyplot(my_pbo,plotType="ranks",pch=16,cex=1.2)
xyplot(my_pbo,plotType="selection",sel_threshold=100,cex=1.2)

checking dependencies in R code ... NOTE
'library' or 'require' call to ‘foreach’ in package code.
  Please use :: or requireNamespace() instead.
  See section 'Suggested packages' in the 'Writing R Extensions' manual.

checking R code for possible problems ... NOTE
pbo: no visible global function definition for ‘%dopar%’
pbo: no visible global function definition for ‘foreach’
xyplot.pbo: no visible global function definition for ‘doubleYScale’