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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# getWindows Extracts windows slot
# getWindowsFun Extracts name of windows function
# getWindowsParams Extracts a list of windows specific parameters
# getWindowsHorizon Extracts windows horizon
# FUNCTION: DESCRIPTION:
# getStrategy Extracts strategy slot
# getStrategyFun Extracts the name of portfolio strategy function
# getStrategyParams Extracts a list of strategy specific parameters
# FUNCTION: DESCRIPTION:
# getSmoother Extracts the smoother slot
# getSmootherFun Extracts the name of the moother function
# getSmootherParams Extracts a list of smoothing specific parameters
# getSmootherLambda Extracts the smoothing parameter Lambda
# getSmootherDoubleSmoothing Extracts setting for double smoothing
# getSmootherInitialWeights Extracts the initial weights in the smoothing
# getSmootherSkip Extracts the number of skipped months
# FUNCTION: DESCRIPTION:
# getMessages Extracts the message slot
################################################################################
getWindows.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts Windows slot from an object of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Description:
# gets the "model" slot from an object of class 4
# Arguments:
# object - an object of class S4
# FUNCTION:
# Return Value:
getSlot(object, "windows")
}
# ------------------------------------------------------------------------------
getWindowsFun.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts name of windows function from an object of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getWindows(object)$windows
}
# ------------------------------------------------------------------------------
getWindowsParams.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts a list of windows specific parameters from an object
# of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getWindows(object)$params
}
# ------------------------------------------------------------------------------
getWindowsHorizon.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts windows horizon from an object of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getWindowsParams(object)$horizon
}
# ------------------------------------------------------------------------------
getSmoother.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts the smoother slot from an object of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getSlot(object, "smoother")
}
# ------------------------------------------------------------------------------
getSmootherFun.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts the name of the moother function from an object
# of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getSmoother(object)$smoother
}
# ------------------------------------------------------------------------------
getSmootherParams.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts a list of strategy specific parameters
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getSmoother(object)$params
}
# ------------------------------------------------------------------------------
getSmootherLambda.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts the smoothing parameter Lambda from an object
# of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getSmootherParams(object)$lambda
}
# ------------------------------------------------------------------------------
getSmootherDoubleSmoothing.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts setting for double smoothing from an object
# of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getSmootherParams(object)$doubleSmoothing
}
# ------------------------------------------------------------------------------
getSmootherInitialWeights.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts the initial weights in the smoothing from an object
# of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getSmootherParams(object)$initialWeights
}
# ------------------------------------------------------------------------------
getSmootherSkip.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts the number of skipped months from an object
# of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getSmootherParams(object)$skip
}
# ------------------------------------------------------------------------------
getStrategy.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts strategy slot from an object of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getSlot(object, "strategy")
}
# ------------------------------------------------------------------------------
getStrategyFun.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts the name of portfolio strategy function from an object
# of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getStrategy(object)$strategy
}
# ------------------------------------------------------------------------------
getStrategyParams.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts a list of strategy specific parameters from an object
# of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getStrategy(object)$params
}
# ------------------------------------------------------------------------------
getMessages.fPFOLIOBACKTEST <-
function(object)
{
# A function implemented by William Chen and Diethelm Wuertz
# Description:
# Extracts the message slot from an object of class fPFOLIOBACKTEST
# Arguments:
# object - an object of class fPFOLIOBACKTEST
# FUNCTION:
# Return Value:
getSlot(object, "messages")
}
################################################################################
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