ledgr_sweep_cluster() clusters retained completed-candidate return series
with one deterministic hierarchical method. The effective independent trial
count is the number of clusters at distance_threshold; it is evidence for
selection-integrity diagnostics, not a selection rule.
Arguments
- sweep
A
ledgr_sweep_resultsobject with retained completed returns.- candidates
Optional character vector of candidate ids to include.
- distance_threshold
Numeric scalar in
[0, 2]. Distances are1 - correlationover retained return columns.- x
A
ledgr_sweep_clusterobject.- what
Table to return:
"summary","membership", or"distances".- ...
Additional arguments passed to tibble printing.
Details
The diagnostic consumes ledgr_sweep_returns_panel(..., value = "returns",
complete = TRUE). It does not inspect fills, positions, promotion records, or
walk-forward folds, and it does not mutate sweep artifacts or identity.
See also
vignette("selection-integrity", package = "ledgr") or
system.file("doc", "selection-integrity.html", package = "ledgr").