SharpeR (version 0.1306)

print.sr: Print values.

Description

Displays an object, returning it invisibly, (via invisible(x).)

Usage

## S3 method for class 'sr':
print(x, ...)
  ## S3 method for class 'sropt':
print(x, ...)

Arguments

x

an object of class sr or sropt.

...

further arguments to be passed to or from methods.

Value

• the object, wrapped in invisible.

References

Sharpe, William F. "Mutual fund performance." Journal of business (1966): 119-138. http://ideas.repec.org/a/ucp/jnlbus/v39y1965p119.html

See Also

Other sr: as.sr, as.sr.data.frame, as.sr.default, as.sr.lm, as.sr.xts, confint.sr, confint.sropt, dsr, is.sr, power.sr_test, reannualize, reannualize.sr, reannualize.sropt, se, se.sr, sr, sr_equality_test, sr_test

Examples

# compute a 'daily' Sharpe
mysr <- as.sr(rnorm(253*8),ope=1,epoch="day")
print(mysr)
# roll your own.
ope <- 253
zeta <- 1.0
n <- 6 * ope
rvs <- rsr(1,n,zeta,ope=ope)
roll.own <- sr(sr=rvs,df=n-1,ope=ope,rescal=sqrt(1/n))
print(roll.own)
# put a bunch in. naming becomes a problem.
rvs <- rsr(5,n,zeta,ope=ope)
roll.own <- sr(sr=rvs,df=n-1,ope=ope,rescal=sqrt(1/n))
print(roll.own)
# for sropt objects:
nfac <- 5
nyr <- 10
ope <- 253
# simulations with no covariance structure.
# under the null:
set.seed(as.integer(charToRaw("be determinstic")))
Returns <- matrix(rnorm(ope*nyr*nfac,mean=0,sd=0.0125),ncol=nfac)
asro <- as.sropt(Returns,drag=0,ope=ope)
print(asro)