fAssets               package:fAssets               R Documentation

_f_A_s_s_e_t_s _c_l_a_s_s _a_n_d _m_e_t_h_o_d_s

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

     fAssets class and methods.

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

         
     ## 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", ...)

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

  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.  

_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:

     ## 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)

