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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 Description. 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:
# getModel Extract whole model slot
# getType Extract portfolio type from specification
# getOptimize Extract what to optimize from specification
# getEstimator Extract type of covariance estimator
# getTailRisk Extract list of tail dependency risk matrixes
# getParams Extract parameters from specification
# getAlpha Extracts target VaR-alpha specification
# getA Extracts quadratic LPM Exponent
# FUNCTION: DESCRIPTION:
# getPortfolio Extract whole portfolio slot
# getWeights Extracts weights from a portfolio object
# getTargetReturn Extracts target return from specification
# getTargetRisk Extracts target riks from specification
# getRiskFreeRate Extracts risk free rate from specification
# getNFrontierPoints Extracts number of frontier points
# getStatus Extracts portfolio status information
# FUNCTION: DESCRIPTION:
# getOptim Extract whole optim slot
# getSolver Extracts solver from specification
# getObjective Extracs name of objective function
# getOptions Extracs options
# getControl Extracs control list parameters
# getTrace Extracts solver's trace flag
# FUNCTION: DESCRIPTION:
# getMessages Extract whole messages slot
################################################################################
# fPFOLIOSPEC:
# model = list(
# type = "MV",
# optimize = "minRisk",
# estimator = "covEstimator",
# tailRisk = NULL,
# params = list(alpha = 0.05, a = 1))
# portfolio = list(
# weights = NULL,
# targetReturn = NULL,
# targetRisk = NULL,
# targetAlpha = NULL,
# riskFreeRate = 0,
# nFrontierPoints = 50,
# status = 0)
# optim = list(
# solver = "solveRquadprog",
# objective = NULL,
# options = list(meq=2),
# control = list(),
# trace = FALSE)
# messages = list(NULL)
# ------------------------------------------------------------------------------
getModel.fPFOLIOSPEC <- function(object) object@model
getType.fPFOLIOSPEC <- function(object) object@model$type[1]
getOptimize.fPFOLIOSPEC <- function(object) object@model$optimize
getEstimator.fPFOLIOSPEC <- function(object) object@model$estimator
getTailRisk.fPFOLIOSPEC <- function(object) object@model$tailRisk
getParams.fPFOLIOSPEC <- function(object) object@model$params
getAlpha.fPFOLIOSPEC <- function(object) object@model$params$alpha
getA.fPFOLIOSPEC <- function(object) object@model$params$a
.getEstimatorFun <- function(object) match.fun(getEstimator(object))
# ------------------------------------------------------------------------------
getPortfolio.fPFOLIOSPEC <- function(object) object@portfolio
getWeights.fPFOLIOSPEC <- function(object) object@portfolio$weights
getTargetReturn.fPFOLIOSPEC <- function(object) object@portfolio$targetReturn
getTargetRisk.fPFOLIOSPEC <- function(object) object@portfolio$targetRisk
getRiskFreeRate.fPFOLIOSPEC <- function(object) object@portfolio$riskFreeRate
getNFrontierPoints.fPFOLIOSPEC <- function(object) object@portfolio$nFrontierPoints
getStatus.fPFOLIOSPEC <- function(object) object@portfolio$status
# ------------------------------------------------------------------------------
getOptim.fPFOLIOSPEC <- function(object) object@optim
getSolver.fPFOLIOSPEC <- function(object) object@optim$solver
getObjective.fPFOLIOSPEC <- function(object) object@optim$objective
getOptions.fPFOLIOSPEC <- function(object) object@optim$options
getControl.fPFOLIOSPEC <- function(object) object@optim$control
getTrace.fPFOLIOSPEC <- function(object) object@optim$trace
# ------------------------------------------------------------------------------
getMessages.fPFOLIOSPEC <- function(object) object@messages
################################################################################
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