| getData {fPortfolio} | R Documentation |
Extracts information from an object of class fPFOLIODATA.
## S3 method for class 'fPFOLIODATA': getData(object) ## S3 method for class 'fPFOLIODATA': getSeries(object) ## S3 method for class 'fPFOLIODATA': getNAssets(object) ## S3 method for class 'fPFOLIODATA': getNames(object) ## S3 method for class 'fPFOLIODATA': getStatistics(object) ## S3 method for class 'fPFOLIODATA': getMean(object) ## S3 method for class 'fPFOLIODATA': getCov(object) ## S3 method for class 'fPFOLIODATA': getMu(object) ## S3 method for class 'fPFOLIODATA': getSigma(object) ## S3 method for class 'fPFOLIODATA': getEstimator(object) ## S3 method for class 'fPFOLIODATA': getTailRisk(object)
object |
an object of class fPFOLIODATA.
|
getData | Extracts data slot, |
getSeries | Extracts assets series, |
getNAssets | Extracts number of assets, |
getNames | Extracts names of assets, |
| | Extracts statistics slot, |
getMean | Extracs mean vector, |
getCov | Extracs covariance matrix, |
getMu | Extracs mu vector, |
getSigma | Extracs Sigma matrix, |
getEstimator | Extracs Sigma matrix, |
| | Extracts tail risk slot. |
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## data -
Data = SMALLCAP.RET
Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
Data
# portfolioData -
data = portfolioData(Data)
# getData -
getData(data)
getSeries(data)
getNAssets(data)
getNames(data)
# getStatistics -
getStatistics(data)
getMean(data)
getCov(data)
getMu(data)
getSigma(data)
getEstimator(data)
# getTailRisk -
getTailRisk(data)