bind_probs function

Stack Flexible Probabilities

This function mimics dplyr bind. It's useful if you have different ffp objects and want to stack them in the tidy (long) format.

bind_probs(...)

Arguments

• ...: ffp objects to combine.

Returns

A tidy tibble.

The output adds two new columns:

• rowid (an integer) with the row number of each realization;
• key (a factor) that keeps track of the ffp inputs as separated objects.

Examples

library(ggplot2)
library(dplyr, warn.conflicts = FALSE)

x <- exp_decay(EuStockMarkets, lambda = 0.001)
y <- exp_decay(EuStockMarkets, lambda = 0.002)

bind_probs(x, y)

bind_probs(x, y) %>%
  ggplot(aes(x = rowid, y = probs, color = fn)) +
  geom_line() +
  scale_color_viridis_d() +
  theme(legend.position="bottom")

See Also

crisp exp_decay kernel_normal

kernel_entropy double_decay