Extracts information from an object of class fPFOLIOSPEC.
# S3 method for fPFOLIOSPEC
getModel(object)
# S3 method for fPFOLIOSPEC
getType(object)
# S3 method for fPFOLIOSPEC
getOptimize(object)
# S3 method for fPFOLIOSPEC
getEstimator(object)
# S3 method for fPFOLIOSPEC
getTailRisk(object)
# S3 method for fPFOLIOSPEC
getParams(object)# S3 method for fPFOLIOSPEC
getPortfolio(object)
# S3 method for fPFOLIOSPEC
getWeights(object)
# S3 method for fPFOLIOSPEC
getTargetReturn(object)
# S3 method for fPFOLIOSPEC
getTargetRisk(object)
# S3 method for fPFOLIOSPEC
getAlpha(object)
# S3 method for fPFOLIOSPEC
getRiskFreeRate(object)
# S3 method for fPFOLIOSPEC
getNFrontierPoints(object)
# S3 method for fPFOLIOSPEC
getStatus(object)
# S3 method for fPFOLIOSPEC
getOptim(object)
# S3 method for fPFOLIOSPEC
getSolver(object)
# S3 method for fPFOLIOSPEC
getObjective(object)
# S3 method for fPFOLIOSPEC
getOptions(object)
# S3 method for fPFOLIOSPEC
getControl(object)
# S3 method for fPFOLIOSPEC
getTrace(object)
# S3 method for fPFOLIOSPEC
getMessages(object)
an object of class fPFOLIOSPEC.
getType | Extracts portfolio type from specification, |
getOptimize | Extracts what to optimize from specification, |
getEstimator | Extracts type of covariance estimator, |
getTailRisk | Extracts list of tail dependency risk matrixes, |
getParams | Extracts parameters from specification, |
getWeights | Extracts weights from a portfolio object, |
getTargetReturn | Extracts target return from specification, |
getTargetRisk | Extracts target riks from specification, |
getAlpha | Extracts target VaR-alpha specification, |
getRiskFreeRate | Extracts risk free rate from specification, |
getNFrontierPoints | Extracts number of frontier points, |
getStatus | Extracts the status of optimization, |
getSolver | Extracts solver from specification, |
getobjective | Extracts name of objective function, |
getTrace | Extracts solver's trace flag. |
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.