printSE: Formatted Output for Standard Errors Functions in RPESE

In AnthonyChristidis/RPESE: Estimates of Standard Errors for Risk and Performance Measures

Formatted Output for Standard Errors Functions in RPESE

Description

printSE returns a formatted output from standard error functions from RPESE.

Usage

printSE(SE.data, round.digit = 3, round.out = TRUE)

Arguments

SE.data	Standard error estimates output from RPESE functions.
round.digit	Number of digits for rounding.
round.out	Round data (TRUE) with round.digit number of digits. Default is TRUE.

Value

A data frame with formatted output from standard error functions from RPESE.

Author(s)

Xin Chen, [e-mail]

Anthony-Alexander Christidis, [e-mail]

Examples

# Loading data
data(edhec, package = "PerformanceAnalytics")
# Changing the data colnames
names(edhec) = c("CA", "CTA", "DIS", "EM", "EMN",
                 "ED", "FIA", "GM", "LS", "MA",
                 "RV", "SS", "FOF")
# Computing the standard errors for
# the two influence functions based approaches
ES.out <- ES.SE(edhec, se.method = c("IFiid","IFcor"),
                cleanOutliers = FALSE,
                fitting.method = c("Exponential", "Gamma")[1])
# Print the output
printSE(ES.out)

AnthonyChristidis/RPESE documentation built on Sept. 3, 2024, 4:13 a.m.