fPortfolio (version 2130.80)

getData: Portfolio Data Extractor Functions

Description

Extracts information from an object of class fPFOLIODATA.

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.

Details

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. }

References

Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

## data -
   Data = SMALLCAP.RET
   Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
   Data
   
   # portfolioData - 
   data = portfolioData(Data)
   
   # getData - 
   getData(data)
   getSeries(data)
   getNAssets(data)
   getNames(data)
   
   # getStatistics - 
   getStatistics(data)
   getMean(data)
   getCov(data)
   getMu(data)
   getSigma(data)
   getEstimator(data)
    
   # getTailRisk -
   getTailRisk(data)