backtest-getMethods | R Documentation |
Extractor functions to get information from objects of class fPFOLIOBACKTEST.
object |
an object of class |
W\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## portfolioBacktest Specification -
backtestSpec = portfolioBacktest()
backtestSpec
## Extract Windows Information -
getWindows(backtestSpec)
getWindowsFun(backtestSpec)
getWindowsParams(backtestSpec)
getWindowsHorizon(backtestSpec)
## Extract Strategy Information -
getStrategy(backtestSpec)
getStrategyFun(backtestSpec)
getStrategyParams(backtestSpec)
## Extract Smoother Information -
getSmoother(backtestSpec)
getSmootherFun(backtestSpec)
getSmootherParams(backtestSpec)
getSmootherLambda(backtestSpec)
getSmootherDoubleSmoothing(backtestSpec)
getSmootherInitialWeights(backtestSpec)
getSmootherSkip(backtestSpec)
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