PMU-class: Class: PMU

In pmoments: Partial Moments

Description

The Partial Moments Utility Class

Objects from the Class

Objects are usually created by calls to the function pmUtility.

Slots

data:

Data Vector

threshold:

Threshold value

urc:

Upper Tail Coefficent of Risk Aversion

lrc:

Lower Tail Coefficient of Risk Aversion

lmoment:

Lower Partial Moment

umoment:

Upper Partial Moment

utility:

The value of the utility function

Extends

Class "PartialMoments", directly.

Methods

lines

signature(x = "PMU"): Lines method

plot

signature(x = "PMU", y = "missing"): Plot method

show

signature(object = "PMU"): Show method

Author(s)

Alexios Ghalanos

References

Farinelli, S. and Tibiletti, L. , PSharpe thinking in asset ranking with one-sided measures, European Journal of Operational Research Volume 185, Issue 3, 16 March 2008, Pages 1542-1547.

Examples

showClass("PMU")

pmoments documentation built on May 2, 2019, 4:42 p.m.