print: Print values.

In shabbychef/SharpeR: Statistical Significance of the Sharpe Ratio

Print values.

Description

Displays an object, returning it invisibly, (via invisible(x).)

Usage

## S3 method for class 'sr'
print(x, ...)

## S3 method for class 'sropt'
print(x, ...)

## S3 method for class 'del_sropt'
print(x, ...)

Arguments

x	an object of class sr or sropt.
...	further arguments to be passed to or from methods.

Value

the object, wrapped in invisible.

Author(s)

Steven E. Pav [e-mail]

References

Sharpe, William F. "Mutual fund performance." Journal of business (1966): 119-138. https://ideas.repec.org/a/ucp/jnlbus/v39y1965p119.html

See Also

Other sr: as.sr(), confint.sr(), dsr(), is.sr(), plambdap(), power.sr_test(), predint(), reannualize(), se(), sr, sr_equality_test(), sr_test(), sr_unpaired_test(), sr_vcov(), summary.sr

Examples

# compute a 'daily' Sharpe
mysr <- as.sr(rnorm(253*8),ope=1,epoch="day")
print(mysr)
# roll your own.
ope <- 253
zeta <- 1.0
n <- 6 * ope
rvs <- rsr(1,n,zeta,ope=ope)
roll.own <- sr(sr=rvs,df=n-1,ope=ope,rescal=sqrt(1/n))
print(roll.own)
# put a bunch in. naming becomes a problem.
rvs <- rsr(5,n,zeta,ope=ope)
roll.own <- sr(sr=rvs,df=n-1,ope=ope,rescal=sqrt(1/n))
print(roll.own)
# for sropt objects:
nfac <- 5
nyr <- 10
ope <- 253
# simulations with no covariance structure.
# under the null:
set.seed(as.integer(charToRaw("be determinstic")))
Returns <- matrix(rnorm(ope*nyr*nfac,mean=0,sd=0.0125),ncol=nfac)
asro <- as.sropt(Returns,drag=0,ope=ope)
print(asro)

shabbychef/SharpeR documentation built on Dec. 23, 2024, 6:34 p.m.