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

In PeerPerformance: Luck-Corrected Peer Performance Analysis in R

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 class 'SCREENING'
as.data.frame(x, row.names = NULL, optional = FALSE, ...)

Arguments

x	A SCREENING object.
row.names, optional	Currently ignored.
...	Further arguments (ignored).

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.

Author(s)

David Ardia and Kris Boudt.

See Also

alphaScreening.

Examples

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

PeerPerformance documentation built on Aug. 3, 2026, 1:08 a.m.