PortfolioDataExtractors {fPortfolio} | R Documentation |
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. |
## 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)
object |
an object of class fPFOLIODATA .
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Diethelm Wuertz and Oliver Greshake for the Rmetrics port.
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