getMethods: Portfolio Backtest Extractors

In fPortfolioBacktest: Rmetrics - Portfolio Backtesting

Description

Extractor functions to get information from objects of class fPFOLIOBACKTEST.

Arguments

object

an object of class fPFOLIOBACKTEST as returned by function portfolioBacktest.

References

W\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.

Examples

## 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) 

fPortfolioBacktest documentation built on May 2, 2019, 5:23 p.m.