Triangle heatmap of backtest A/E Error

Display the held-out cells as a cohort x dev heatmap coloured by A/E Error (red = under-projected (actual > proj), blue = over-projected (actual < proj), white at 0).

Usage

# S3 method for class 'Backtest'
plot_triangle(
  x,
  view = c("value", "usage"),
  cell_type = c("cumulative", "incremental"),
  label_size = 2.5,
  theme = c("view", "save", "shiny"),
  ...
)

Arguments

x

An object of class "Backtest".

view

Plot mode:

"value" (default)

Held-out-cell heatmap coloured by A/E Error.

"usage"

Cell-status heatmap (training / held-out / dropped (regime-filtered) / future) driven by x$holdout and the fit's regime. Useful to inspect what data the masked refit actually saw, especially when combined with multi-group regime.

cell_type

Which projection view to display in view = "value". One of "cumulative" (default; uses ae_err) or "incremental" (uses incr_ae_err).

label_size

Numeric label text size for cell labels. Default 2.5 (single-line A/E Error percent labels on the held-out wedge).

theme

String passed to .switch_theme().

...

Extra arguments passed to .switch_theme().

Value

A ggplot object.