SharpeR (version 1.3.0)

print.sr: Print values.

Description

Displays an object, returning it invisibly, (via invisible(x).)

Usage

# S3 method for sr
print(x, ...)
# S3 method for sropt
print(x, ...)
# S3 method for del_sropt
print(x, ...)

Arguments

x

an object of class sr or sropt.

...

further arguments to be passed to or from methods.

Value

the object, wrapped in invisible.

References

Sharpe, William F. "Mutual fund performance." Journal of business (1966): 119-138. https://ideas.repec.org/a/ucp/jnlbus/v39y1965p119.html

See Also

Other sr: as.sr(), confint.sr(), dsr(), is.sr(), plambdap(), power.sr_test(), predint(), reannualize(), se(), sr_equality_test(), sr_test(), sr_unpaired_test(), sr_vcov(), sr, summary.sr

Examples

# NOT RUN {
# compute a 'daily' Sharpe
mysr <- as.sr(rnorm(253*8),ope=1,epoch="day")
print(mysr)
# roll your own.
ope <- 253
zeta <- 1.0
n <- 6 * ope
rvs <- rsr(1,n,zeta,ope=ope)
roll.own <- sr(sr=rvs,df=n-1,ope=ope,rescal=sqrt(1/n))
print(roll.own)
# put a bunch in. naming becomes a problem.
rvs <- rsr(5,n,zeta,ope=ope)
roll.own <- sr(sr=rvs,df=n-1,ope=ope,rescal=sqrt(1/n))
print(roll.own)
# for sropt objects:
nfac <- 5
nyr <- 10
ope <- 253
# simulations with no covariance structure.
# under the null:
set.seed(as.integer(charToRaw("be determinstic")))
Returns <- matrix(rnorm(ope*nyr*nfac,mean=0,sd=0.0125),ncol=nfac)
asro <- as.sropt(Returns,drag=0,ope=ope)
print(asro)
# }