January 2nd, 2012, 1:22 am
Hi all,Lets say after waiting for a few days, I've gotten a 8-dimensional Sharpe Ratio array...What's the best way to "visualize" or make sense out of the 8-D array?Are there tools in R that allow us to "explore" this multi-dimensional array?I am thinking of the following "flattened" structure, and hopefully writing to CSV file and opening in Excel will help a bit?But I am not totally sure... and I am really newbie on this...The flattened structure can be described in the following forms:count=0for (i1 in Parameter1Set)for (i2 in Parameter2Set)for (i3 in Parameter3Set)for (i4 in Parameter4Set)for (i5 in Parameter5Set)for (i6 in Parameter6Set)for (i7 in Parameter7Set)for (i8 in Parameter8Set){ count=count+1 results[count, 1]=i1 results[count, 2]=i2 results[count, 3]=i3 results[count, 4]=i4 results[count, 5]=i5 results[count, 6]=i6 results[count, 7]=i7 results[count, 8]=i8 mySharpeRatio=RunBacktest(i1, i2, i3, i4, i5, i6, i7, i8) results[count, 9]=mySharpeRatio}Any suggestions/thoughts would be greatly appreciated!Thanks a lot!