parmaSpec-class: Class '"parmaSpec"'

In parma: Portfolio Allocation and Risk Management Applications

Description

Object returned from calling parmaspec.

Objects from the Class

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

Slots

model:

A list with details of the risk and optimization model.

modeldata:

A list with the data.

constraints:

A list with details on the optimization constraints.

Methods

parmasolve

signature(spec = "parmaSpec"): Solves for the optimal weights.

show

signature(object = "parmaSpec"): Summary method.

parmaset<-

signature(object = "parmaSpec"): Set a specified ‘arg’ from the list of arguments defined in the parmaspec to some ‘value’ and return a modified specification.

parmaget

signature(object = "parmaSpec"): Get a specified ‘arg’ from the list of arguments defined in the parmaspec.

Author(s)

Alexios Ghalanos

Examples

showClass("parmaSpec")

parma documentation built on May 2, 2019, 5:53 p.m.