fPortfolio (version 4023.84)

backtest-getMethods: Portfolio Backtest Extractors

Description

Extractor functions to get information from objects of class fPFOLIOBACKTEST.

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.

Examples

## portfolioBacktest Specification -
   backtestSpec = portfolioBacktest()
   backtestSpec
    
## Extract Windows Information -  	
   getWindows(backtestSpec) 
   getWindowsFun(backtestSpec) 
   getWindowsParams(backtestSpec) 
   getWindowsHorizon(backtestSpec) 
   
## Extract Strategy Information - 
   getStrategy(backtestSpec) 
   getStrategyFun(backtestSpec) 
   getStrategyParams(backtestSpec) 
   
## Extract Smoother Information - 
   getSmoother(backtestSpec) 
   getSmootherFun(backtestSpec) 
   getSmootherParams(backtestSpec) 						
   getSmootherLambda(backtestSpec) 
   getSmootherDoubleSmoothing(backtestSpec) 
   getSmootherInitialWeights(backtestSpec) 
   getSmootherSkip(backtestSpec)