getData {fPortfolio} | R Documentation |
A collection and description of functions
allowing to get information about an object
of class fPFOLIODATA.
The functions are:
getData | Extracts data slot, |
getSeries | Extracts assets series, |
getNAssets | Extracts number of assets, |
getNames | Extracts names of assets, |
| Extracts statistics slot, |
getMean | Extracs mean vector, |
getCov | Extracs covariance matrix, |
getMu | Extracs mu vector, |
getSigma | Extracs Sigma matrix, |
getEstimator | Extracs Sigma matrix, |
| Extracts tail risk slot. |
## 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)
object |
an object of class fPFOLIODATA .
|
## 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)