numeraire_graphics.plot_ic_decay#
- numeraire_graphics.plot_ic_decay(results: DataFrame, *, horizon: str = 'horizon', metric: str = 'ic', smooth: bool = False) plotnine.ggplot[source]#
The information coefficient plotted against a caller-assembled forecast-horizon axis.
Consumes the
icrowsICEvaluatoremits (metric="ic"by default;"ic_ir"or"ic_t"read the same way). A singleForecastOutputcarries one horizon, so itsicrow is scalar; the decay curve is assembled by the caller running forecasts at several horizons and tagging eachicrow with a numerichorizoncolumn, then stacking them. The result schema has no horizon column — exactly the caller-supplied-axis pattern ofplot_complexity_curve()— sohorizonis an explicit argument and its absence raises.Rows are sorted along
horizonand drawn as ageom_line+geom_pointcoloured by method, over a zero reference line (an IC decaying toward zero as the horizon lengthens is the figure’s whole point).smooth=Trueoverlays a light linear trend (geom_smooth) per method for the eye.