Nothing
################################################################################
##
## ## Class definitions for the pa package.
##
################################################################################
setClass("brinson",
representation = representation(
date.var = "character",
cat.var = "character",
bench.weight = "character",
portfolio.weight= "character",
ret.var = "character",
weight.port = "array",
weight.bench = "array",
ret.port = "array",
ret.bench = "array",
q4 = "numeric",
q3 = "numeric",
q2 = "numeric",
q1 = "numeric",
universe = "data.frame"
),
prototype = prototype(
date.var = character(),
cat.var = character(),
bench.weight = character(),
portfolio.weight= character(),
ret.var = character(),
weight.port = array(),
weight.bench = array(),
ret.port = array(),
ret.bench = array(),
q4 = numeric(),
q3 = numeric(),
q2 = numeric(),
q1 = numeric(),
universe = data.frame()
),
validity = function(object){
## The length of the original portfolio should be the
## same as the length of each matching portfolio.
## weights.orig <- object@weights.orig
## weights.match <- object@weights.match
## if(!nrow(weights.match) %in% length(weights.orig))
## return(paste("Each column of \"weights.match\" must have",
## "the same length as \"weights.orig\"."))
## return(TRUE)
}
)
setClass("brinsonMulti",
representation = representation(
date.var = "character",
cat.var = "character",
bench.weight = "character",
portfolio.weight = "character",
ret.var = "character",
weight.port = "matrix",
weight.bench = "matrix",
ret.port = "matrix",
ret.bench = "matrix",
brinson.mat = "matrix",
universe = "list"
),
prototype = prototype(
date.var = character(),
cat.var = character(),
bench.weight = character(),
portfolio.weight= character(),
ret.var = character(),
weight.port = matrix(),
weight.bench = matrix(),
ret.port = matrix(),
ret.bench = matrix(),
brinson.mat = matrix(),
universe = list()
),
validity = function(object){
return(TRUE)
})
###############################################################
##
## regression class
##
###############################################################
setClass("regression",
representation = representation(
date.var = "character",
ret.var = "character",
reg.var = "character",
benchmark.weight = "character",
portfolio.weight = "character",
coefficients = "numeric",
benchmark.ret = "matrix",
portfolio.ret = "matrix",
act.ret = "matrix",
act.expo = "numeric",
contrib = "numeric",
universe = "data.frame"
),
prototype = prototype(
date.var = character(),
ret.var = character(),
reg.var = character(),
benchmark.weight = character(),
portfolio.weight = character(),
coefficients = numeric(),
benchmark.ret = matrix(),
portfolio.ret = matrix(),
act.ret = matrix(),
act.expo = numeric(),
contrib = numeric(),
universe = data.frame()
),
validity = function(object){
}
)
setClass("regressionMulti",
representation = representation(
date.var = "character",
ret.var = "character",
reg.var = "character",
benchmark.weight = "character",
portfolio.weight = "character",
coefficients = "matrix",
benchmark.ret = "matrix",
portfolio.ret = "matrix",
act.ret = "matrix",
act.expo = "matrix",
contrib = "matrix",
universe = "list"
),
prototype = prototype(
date.var = character(),
ret.var = character(),
reg.var = character(),
benchmark.weight = character(),
portfolio.weight = character(),
coefficients = matrix(),
benchmark.ret = matrix(),
portfolio.ret = matrix(),
act.ret = matrix(),
act.expo = matrix(),
contrib = matrix(),
universe = list()
),
validity = function(object){
}
)
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