is.sropt {SharpeR} | R Documentation |
Is this in the "sropt" class?
Description
Checks if an object is in the class 'sropt'
Usage
is.sropt(x)
Arguments
x |
an object of some kind. |
Details
To satisfy the minimum requirements of an S3 class.
Value
a boolean.
Author(s)
Steven E. Pav shabbychef@gmail.com
See Also
sropt
Other sropt:
as.sropt()
,
confint.sr()
,
dsropt()
,
pco_sropt()
,
power.sropt_test()
,
reannualize()
,
sropt_test()
,
sropt
Examples
nfac <- 5
nyr <- 10
ope <- 253
# simulations with no covariance structure.
# under the null:
set.seed(as.integer(charToRaw("be determinstic")))
Returns <- matrix(rnorm(ope*nyr*nfac,mean=0,sd=0.0125),ncol=nfac)
asro <- as.sropt(Returns,drag=0,ope=ope)
is.sropt(asro)
[Package SharpeR version 1.3.0 Index]