fAssets {fAssets}R Documentation

fAssets class and methods

Description

fAssets class and methods.

Usage

    
## S4 method for signature 'fASSETS':
show(object)
## S3 method for class 'fASSETS':
plot(x, which = "ask", ...)
## S3 method for class 'fASSETS':
summary(object, which = "all", ...)

Arguments

object An object of class fASSETS.
x a numeric matrix of returns or any other rectangular object like a data.frame or a multivariate time series object which can be transformed by the function as.matrix to an object of class matrix.
which which of the five plots should be displayed? which can be either a character string, "all" (displays all plots) or "ask" (interactively asks which one to display), or a vector of 5 logical values, for those elements which are set TRUE the correponding plot will be displayed.
... arguments to be passed.

References

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

Examples

## LPP -
   LPP = as.timeSeries(data(LPP2005REC))[, 1:3]
   colnames(LPP)
   
## assetsFit -
   # Fit a Skew-Student-t Distribution:
   fit = assetsFit(LPP)
   
## fASSETS -
   class(fit)
   print(fit)
   plot(fit, 1)
   
## @model
   # Show Model Slot:
   print(fit@model)

[Package fAssets version 2100.77 Index]