Description Usage Arguments References Examples
Extracts information from an object of class
fPFOLIOBACKTEST.
The functions are:
getWindows | Extract windows slot, |
getWindowsFun | extract windows function, |
getWindowsParams | extract a list of windows specific parameters, |
getWindowsHorizon | extract windows horizon, |
getStrategy | extract strategy slot, |
getStrategyFun | extract the portfolio strategy function, |
getStrategyParams | extract a list of portfolio strategy specific parameters, |
getSmoother | extract the smoother slot, |
getSmootherFun | Extract the Ssoother function, |
getSmootherParams | extract a list of Smoothing specific parameters, |
getSmootherLambda | extract the smoothing parameter Lambda, |
getSmootherDoubleSmoothing | extract setting for double smoothing, |
getSmootherInitialWeights | extract the initial weights to used in the smoothing, |
getSmootherSkip | extract the number of skipped months, |
getMessages | extract the message slot. |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 | ## S3 method for class 'fPFOLIOBACKTEST'
getWindows(object)
## S3 method for class 'fPFOLIOBACKTEST'
getWindowsFun(object)
## S3 method for class 'fPFOLIOBACKTEST'
getWindowsParams(object)
## S3 method for class 'fPFOLIOBACKTEST'
getWindowsHorizon(object)
## S3 method for class 'fPFOLIOBACKTEST'
getStrategy(object)
## S3 method for class 'fPFOLIOBACKTEST'
getStrategyFun(object)
## S3 method for class 'fPFOLIOBACKTEST'
getStrategyParams(object)
## S3 method for class 'fPFOLIOBACKTEST'
getSmoother(object)
## S3 method for class 'fPFOLIOBACKTEST'
getSmootherFun(object)
## S3 method for class 'fPFOLIOBACKTEST'
getSmootherParams(object)
## S3 method for class 'fPFOLIOBACKTEST'
getSmootherLambda(object)
## S3 method for class 'fPFOLIOBACKTEST'
getSmootherDoubleSmoothing(object)
## S3 method for class 'fPFOLIOBACKTEST'
getSmootherInitialWeights(object)
## S3 method for class 'fPFOLIOBACKTEST'
getSmootherSkip(object)
## S3 method for class 'fPFOLIOBACKTEST'
getMessages(object)
|
object |
an object of class |
W\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 | ## portfolioBacktest Specification -
backtestSpec = portfolioBacktest()
backtestSpec
## Extract Windows Information -
getWindows(backtestSpec)
getWindowsFun(backtestSpec)
getWindowsParams(backtestSpec)
getWindowsHorizon(backtestSpec)
## Extract Strategy Information -
getStrategy(backtestSpec)
getStrategyFun(backtestSpec)
getStrategyParams(backtestSpec)
## Extract Smoother Information -
getSmoother(backtestSpec)
getSmootherFun(backtestSpec)
getSmootherParams(backtestSpec)
getSmootherLambda(backtestSpec)
getSmootherDoubleSmoothing(backtestSpec)
getSmootherInitialWeights(backtestSpec)
getSmootherSkip(backtestSpec)
## Extract Backtest Information -
getMessages(backtestSpec)
|
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