backtest-extractors: Portfolio backtest specification extractors

Description

Extracts information from an object of class fPFOLIOBACKTEST.

The functions are:

`getWindows`	Extract windows slot,
`getWindowsFun`	extract windows function,
`getWindowsParams`	extract a list of windows specific parameters,
`getWindowsHorizon`	extract windows horizon,
`getStrategy`	extract strategy slot,
`getStrategyFun`	extract the portfolio strategy function,
`getStrategyParams`	extract a list of portfolio strategy specific parameters,
`getSmoother`	extract the smoother slot,
`getSmootherFun`	Extract the Ssoother function,
`getSmootherParams`	extract a list of Smoothing specific parameters,
`getSmootherLambda`	extract the smoothing parameter Lambda,
`getSmootherDoubleSmoothing`	extract setting for double smoothing,
`getSmootherInitialWeights`	extract the initial weights to used in the smoothing,
`getSmootherSkip`	extract the number of skipped months,
`getMessages`	extract the message slot.

Usage

# S3 method for fPFOLIOBACKTEST
getWindows(object)
# S3 method for fPFOLIOBACKTEST
getWindowsFun(object)
# S3 method for fPFOLIOBACKTEST
getWindowsParams(object)
# S3 method for fPFOLIOBACKTEST
getWindowsHorizon(object)
# S3 method for fPFOLIOBACKTEST
getStrategy(object)
# S3 method for fPFOLIOBACKTEST
getStrategyFun(object)
# S3 method for fPFOLIOBACKTEST
getStrategyParams(object)
# S3 method for fPFOLIOBACKTEST
getSmoother(object)
# S3 method for fPFOLIOBACKTEST
getSmootherFun(object)
# S3 method for fPFOLIOBACKTEST
getSmootherParams(object)
# S3 method for fPFOLIOBACKTEST
getSmootherLambda(object)
# S3 method for fPFOLIOBACKTEST
getSmootherDoubleSmoothing(object)
# S3 method for fPFOLIOBACKTEST
getSmootherInitialWeights(object)
# S3 method for fPFOLIOBACKTEST
getSmootherSkip(object)
# S3 method for fPFOLIOBACKTEST
getMessages(object)

Arguments

object: an object of class fPFOLIOBACKTEST as returned by function portfolioBacktest.

References

W\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.