simResult-class: Class "simResult"

In portfolioSim: Framework for simulating equity portfolio strategies

Description

The highest level object that contains simulation result data.

Objects from the Class

Objects can be created by calls of the form new("simResult", ...).

Slots

freq:

Object of class "numeric" that specifies the frequency of periods in the simulation with respect to a year. A value of 1 indicates annual periods, 12 monthly periods, etc.

data:

Object of class "list" that contains singlePeriodResult objects for each period.

errors:

Object of class "list" that contains a record of any errors caught during the processing of each period.

type:

Object of class "character" that specifies the type of data contained in this object. Usually pertains to partial saving of period and instant information.

summary.interface:

Object of class "simSummaryInterfaceOrNull" that can be used as an additional saving filter for single-period results.

Methods

loadIn

signature(object = "simResult", in.loc = "character", fmt = "missing"): load in the simulation data stored in in.loc. Currently only one format, binary .RData, is available, and so the fmt parameter is missing here.

plot

signature(x = "simResult", y = "missing"): plot simulation results.

saveOut

signature(object = "simResult", type = "missing", fmt = "missing", out.loc = "character", name = "missing", verbose = "logical"): save this object. Currently only one format, binary .RData, is available, and so the fmt parameter is missing here.

summary

signature(object = "simResult"): summarize the simulation.

Author(s)

Jeff Enos [e-mail]

portfolioSim documentation built on May 1, 2019, 9:23 p.m.