Plot the Convergence diagnostic

Four-panel diagnostic showing the loss ratio backtest path and each stability metric vs. its threshold:

• Top: ratio (the portfolio LR projection at each valuation).

• Then for each of drift_window, drift_tail, |slope|, dispersion: the metric over v with a dashed horizontal line at the threshold (max_drift, max_slope, or max_dispersion).

Vertical guides mark mat_k (dashed) and the detected conv_k for the chosen method (solid). The chosen-method panel title is annotated.

Usage

# S3 method for class 'Convergence'
plot(x, theme = c("view", "save", "shiny"), ...)

Arguments

x

An object of class Convergence.

theme

String passed to .switch_theme().

...

Additional arguments passed to .switch_theme().

Value

A ggplot object.