fPortfolio (version 280.74)

getData: Portfolio Data Extractors

Description

A collection and description of functions allowing to get information about an object of class fPFOLIODATA. The functions are: ll{ getData Extracts data slot, getSeries Extracts assets series, getNAssets Extracts number of assets, getNames 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. }

Usage

## 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)

Arguments

object

an object of class fPFOLIODATA.

Examples

## get -

   # Load time series data:
   data = as.timeSeries(data(smallcap.ts))
   data = data[, c("BKE", "GG", "GYMB", "KRON")]
   data
   
   # Create portfolio data object:
   Data = portfolioData(data)
   
   # Get:
   getData(Data)
   getNames(Data) 
   getMean(Data)
   getCov(Data)