# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR Description. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - Diethelm Wuertz, GPL # 2007 - Rmetrics Foundation, GPL # Diethelm Wuertz # for code accessed (or partly included) from other sources: # see Rmetric's copyright and license files ################################################################################ # FUNCTION: PORTFOLIO S4 EXTRACTORS FROM DATA SLOT: # getData Extracts data slot # getSeries Extracts assets series data # getNAssets Extracts number of assets from data # getNames Extracts assets names from data # getStatistics Extracts statistics slot # getMean Extracs mean from statistics # getCov Extracs covariance Sigma from statistics # getMu Extracs mu from statistics # getSigma Extracs Sigma from statistics # getEstimator Extracts estimator from # getTailRisk Extracts tailRisk slot ################################################################################ # fPFOLIODATA: # data = list( # series # nAssets # names) # statistics = list( # mean, # Cov, # mu, # Sigma, # estimator) # tailRisk = list() # ------------------------------------------------------------------------------t getData.fPFOLIODATA <- function(object) object@data getSeries.fPFOLIODATA <- function(object) object@data$series getNAssets.fPFOLIODATA <- function(object) object@data$nAssets getNames.fPFOLIODATA <- function(object) object@data$names # ------------------------------------------------------------------------------ getStatistics.fPFOLIODATA <- function(object) object@statistics getMean.fPFOLIODATA <- function(object) object@statistics$mean getCov.fPFOLIODATA <- function(object) object@statistics$Cov getMu.fPFOLIODATA <- function(object) object@statistics$mu getSigma.fPFOLIODATA <- function(object) object@statistics$Sigma getEstimator.fPFOLIODATA <- function(object) object@statistics$estimator # ------------------------------------------------------------------------------ getTailRisk.fPFOLIODATA <- function(object) object@tailRisk ################################################################################