fAssets {fAssets} | R Documentation |
fAssets class and methods.
## 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", ...)
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. |
Wuertz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
## 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)