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Plot aggregate CET during holdout period in tracking plot

Open pschil opened this issue 5 years ago • 0 comments

Currently, the in-sample unconditional expectation is plotted in the holdout period. The summed CET would be a more appropriate choice for the holdout period. Add this with an option to choose to either plot unconditional expectation, summed CET, or both.

pschil avatar Aug 17 '20 15:08 pschil