getSpec {fPortfolio} | R Documentation |
A collection and description of functions
allowing to get information about an object
of class fPFOLIOSPEC.
The functions are:
getType | Extracts portfolio type from specification, |
getOptimize | Extracts what to optimize from specification, |
getEstimator | Extracts type of covariance estimator, |
getTailRisk | Extracts list of tail dependency risk matrixes, |
getParams | Extracts parameters from specification, |
getWeights | Extracts weights from a portfolio object, |
getTargetReturn | Extracts target return from specification, |
getTargetRisk | Extracts target riks from specification, |
getAlpha | Extracts target VaR-alpha specification, |
getRiskFreeRate | Extracts risk free rate from specification, |
getNFrontierPoints | Extracts number of frontier points, |
getStatus | Extracts the status of optimization, |
getSolver | Extracts solver from specification, |
getobjective | Extracts name of objective function, |
getTrace | Extracts solver's trace flag. |
## S3 method for class 'fPFOLIOSPEC': getModel(object) ## S3 method for class 'fPFOLIOSPEC': getType(object) ## S3 method for class 'fPFOLIOSPEC': getOptimize(object) ## S3 method for class 'fPFOLIOSPEC': getEstimator(object) ## S3 method for class 'fPFOLIOSPEC': getTailRisk(object) ## S3 method for class 'fPFOLIOSPEC': getParams(object) ## S3 method for class 'fPFOLIOSPEC': getPortfolio(object) ## S3 method for class 'fPFOLIOSPEC': getWeights(object) ## S3 method for class 'fPFOLIOSPEC': getTargetReturn(object) ## S3 method for class 'fPFOLIOSPEC': getTargetRisk(object) ## S3 method for class 'fPFOLIOSPEC': getAlpha(object) ## S3 method for class 'fPFOLIOSPEC': getRiskFreeRate(object) ## S3 method for class 'fPFOLIOSPEC': getNFrontierPoints(object) ## S3 method for class 'fPFOLIOSPEC': getStatus(object) ## S3 method for class 'fPFOLIOSPEC': getOptim(object) ## S3 method for class 'fPFOLIOSPEC': getSolver(object) ## S3 method for class 'fPFOLIOSPEC': getObjective(object) ## S3 method for class 'fPFOLIOSPEC': getTrace(object)
object |
an object of class fPFOLIOSPEC .
|
## get - # Create default specification structure: Spec = portfolioSpec() # Get: getModel(Spec) getType(Spec) getRiskFreeRate(Spec) getPortfolio(Spec)