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multi_heatmap

Multi Dimensional Heat Map


Description

Multi Dimensional Heat Map

Usage

multi_heatmap(x, pars, value, col_neg = c("darkblue", "lightblue"),
  col_pos = c("yellow", "darkgreen"), peak_value = x[, max(abs(get(value)),
  na.rm = T)])

Arguments

x

data.table object

pars

names of parameters. Parameters combinations must be unique. To specify x and y axes use list( x = ..., y = ... ).

value

name of value parameter

col_pos, col_neg

used to generate gradient

peak_value

normalization value

Details

Plots multi dimensional heatmap. Axes drawn automatically by layers. Inner axes are most frequent and outer axes are less frequent.

See Also


QuantTools

Enhanced Quantitative Trading Modelling

v0.5.7.1
GPL-3
Authors
Stanislav Kovalevsky
Initial release

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