transform_scores: Per-date score transform (z-score or rank)
Description
Per-date score transform (z-score or rank)
Usage
transform_scores(
scores,
method = c("zscore", "rank"),
per_date = TRUE,
robust = FALSE
)Value
panel of transformed scores.
Arguments
- scores
wide panel Date + symbols.
- method
"zscore" or "rank".
- per_date
logical; currently must be TRUE.
- robust
logical; robust z-score via median/MAD.