PeerPerformance (version 2.4.0)

as.data.frame.SCREENING: Coerce a 'SCREENING' object to a data frame

Description

Returns a tidy data.frame with one row per fund (or, when the screening was run with screen_beta = TRUE, one row per fund/coefficient), suitable for downstream filtering, ranking, and plotting.

Usage

# S3 method for SCREENING
as.data.frame(x, row.names = NULL, optional = FALSE, ...)

Value

A data.frame with columns fund, the performance measure (alpha, sharpe, or msharpe), pipos, pizero, pineg, npeer, and lambda; a coefficient column is added when screen_beta = TRUE.

Arguments

x

A SCREENING object.

row.names, optional

Currently ignored.

...

Further arguments (ignored).

Author

David Ardia and Kris Boudt.

See Also

alphaScreening.

Examples

# \donttest{
  data("hfdata")
  sc <- alphaScreening(hfdata[, 1:10], control = list(nCore = 1))
  head(as.data.frame(sc))
# }