printSE | R Documentation |
printSE
returns a formatted output from standard error functions from RPESE.
printSE(SE.data, round.digit = 3, round.out = TRUE)
SE.data |
Standard error estimates output from RPESE functions. |
round.digit |
Number of digits for rounding. |
round.out |
Round data (TRUE) with round.digit number of digits. Default is TRUE. |
A data frame with formatted output from standard error functions from RPESE
.
Xin Chen, chenx26@uw.edu
Anthony-Alexander Christidis, anthony.christidis@stat.ubc.ca
# Loading data data(edhec, package = "PerformanceAnalytics") # Changing the data colnames names(edhec) = c("CA", "CTA", "DIS", "EM", "EMN", "ED", "FIA", "GM", "LS", "MA", "RV", "SS", "FOF") # Computing the standard errors for # the two influence functions based approaches ES.out <- ES.SE(edhec, se.method = c("IFiid","IFcor"), cleanOutliers = FALSE, fitting.method = c("Exponential", "Gamma")[1]) # Print the output printSE(ES.out)
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