powered by
Based on the contribution to the ECDF-curve of the VBS of the portfolio
get_marg_contrib_ecdf(id, perm, j, dt)
The id for which to get the contribution
The permutation of algorithms to which is being contributed
At which point in the permutation the contribution should be measured
The datatable in which the raw ecdf-values are stored (see `generate_data.ECDF_raw`)
dt <- generate_data.ECDF_raw(dsl, get_ECDF_targets(dsl)) get_marg_contrib_ecdf(get_id(dsl)[[1]], get_id(dsl), 1, dt)
Run the code above in your browser using DataLab