PMU-class: Class: PMU

Description Objects from the Class Slots Extends Methods Author(s) References Examples

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

1
showClass("PMU")

pmoments documentation built on May 31, 2017, 1:48 a.m.