fPortfolio (version 4023.84)

portfolio-getData: Portfolio Data Extractor Functions

Description

Extracts information from an object of class fPFOLIODATA.

Usage

# S3 method for fPFOLIODATA
getData(object)
# S3 method for fPFOLIODATA
getSeries(object)
# S3 method for fPFOLIODATA
getNAssets(object)
# S3 method for fPFOLIODATA
getUnits(x)
# S3 method for fPFOLIODATA
getStatistics(object)
# S3 method for fPFOLIODATA
getMean(object)
# S3 method for fPFOLIODATA
getCov(object)
# S3 method for fPFOLIODATA
getMu(object)
# S3 method for fPFOLIODATA
getSigma(object)
# S3 method for fPFOLIODATA
getEstimator(object)
# S3 method for fPFOLIODATA
getTailRisk(object)

Arguments

object

an object of class fPFOLIODATA.

x

an object of class fPFOLIODATA.

Details

getData	Extracts data slot,
getSeries	Extracts assets series,
getNAssets	Extracts number of assets,
getUnits	Extracts names of assets,
getStatistics	Extracts statistics slot,
getMean	Extracs mean vector,
getCov	Extracs covariance matrix,
getMu	Extracs mu vector,
getSigma	Extracs Sigma matrix,
getEstimator	Extracs Sigma matrix,
getTailRisk	Extracts tail risk slot.

References

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