getData              package:fPortfolio              R Documentation

_P_o_r_t_f_o_l_i_o _D_a_t_a _E_x_t_r_a_c_t_o_r _F_u_n_c_t_i_o_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     Extracts information from an object of class fPFOLIODATA.

_U_s_a_g_e:

     ## S3 method for class 'fPFOLIODATA':
     getData(object)
     ## S3 method for class 'fPFOLIODATA':
     getSeries(object)
     ## S3 method for class 'fPFOLIODATA':
     getNAssets(object)
     ## S3 method for class 'fPFOLIODATA':
     getNames(object)

     ## S3 method for class 'fPFOLIODATA':
     getStatistics(object)
     ## S3 method for class 'fPFOLIODATA':
     getMean(object)
     ## S3 method for class 'fPFOLIODATA':
     getCov(object)
     ## S3 method for class 'fPFOLIODATA':
     getMu(object)
     ## S3 method for class 'fPFOLIODATA':
     getSigma(object)
     ## S3 method for class 'fPFOLIODATA':
     getEstimator(object)

     ## S3 method for class 'fPFOLIODATA':
     getTailRisk(object)

_A_r_g_u_m_e_n_t_s:

  object: an object of class 'fPFOLIODATA'. 

_D_e_t_a_i_l_s:


       'getData'        Extracts data slot,
       'getSeries'      Extracts assets series,
       'getNAssets'     Extracts number of assets,
       'getNames'       Extracts names of assets,
       'getStatistics'  Extracts statistics slot,
       'getMean'        Extracs mean vector,
       'getCov'         Extracs covariance matrix,
       'getMu'          Extracs mu vector,
       'getSigma'       Extracs Sigma matrix,
       'getEstimator'   Extracs Sigma matrix,
       'getTailRisk'    Extracts tail risk slot.

_R_e_f_e_r_e_n_c_e_s:

     Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); _Portfolio
     Optimization with R/Rmetrics_,  Rmetrics eBook, Rmetrics
     Association and Finance Online, Zurich.

_E_x_a_m_p_l_e_s:

     ## data -
        Data = SMALLCAP.RET
        Data = Data[, c("BKE", "GG", "GYMB", "KRON")]
        Data
        
        # portfolioData - 
        data = portfolioData(Data)
        
        # getData - 
        getData(data)
        getSeries(data)
        getNAssets(data)
        getNames(data)
        
        # getStatistics - 
        getStatistics(data)
        getMean(data)
        getCov(data)
        getMu(data)
        getSigma(data)
        getEstimator(data)
         
        # getTailRisk -
        getTailRisk(data)

