PortfolioDataExtractors      package:fPortfolio      R Documentation

_P_o_r_t_f_o_l_i_o _D_a_t_a _E_x_t_r_a_c_t_o_r_s

_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions  allowing to get
     information about an object of class fPFOLIODATA.  

     The functions are:

       'getData'            Extracts data slot,
       'getSeries'          Extracts assets series data,
       'getNumberOfAssets'  Extracts number of assets from statistics,
       'getNames'           Extracts names of assets,
       'getStatistics'      Extracts statistics slot,
       'getMu'              Extracs mean  mu from statistics,
       'getSigma'           Extracs covariance Sigma from statistics,
       'getTailRisk'        Extracts tail risk slot.

_U_s_a_g_e:

     ## S3 method for class 'fPFOLIODATA':
     getData(object)
     ## S3 method for class 'fPFOLIODATA':
     getSeries(object)
     ## S3 method for class 'fPFOLIODATA':
     getNumberOfAssets(object)
     ## S3 method for class 'fPFOLIODATA':
     getNames(object)

     ## S3 method for class 'fPFOLIODATA':
     getStatistics(object)
     ## S3 method for class 'fPFOLIODATA':
     getMu(object)
     ## S3 method for class 'fPFOLIODATA':
     getSigma(object)

     ## S3 method for class 'fPFOLIODATA':
     getTailRisk(object)

_A_r_g_u_m_e_n_t_s:

  object: an object of class 'fPFOLIODATA'. 

_A_u_t_h_o_r(_s):

     Diethelm Wuertz and Oliver Greshake for the Rmetrics port.

_E_x_a_m_p_l_e_s:

     ## ...

