I have been toying around with the alphalens.tear library, and have found it very useful to be able to use functions such as
to view data about predictive power of certain factors.
However, I would like to be able to analyze these results in a more in-depth way than what the naked eye can accomplish. Therefore, I'd really like to be able to save the columns from my tearsheet into a variable (preferably a DataFrame) for further analysis.
My problem is that I can't quite seem to find out how to actually save this information. It seems to be pretty much not just read-only but read-only-when-created. This seems a little limited, so I'm sure this isn't true but I can't for the life of me find more information in the documentation about accessing the information in the tear sheets.
Any help would be so appreciated!