print.sr {SharpeR} | R Documentation |
Print values.
Description
Displays an object, returning it invisibly,
(via invisible(x)
.)
Usage
## S3 method for class 'sr'
print(x, ...)
## S3 method for class 'sropt'
print(x, ...)
## S3 method for class 'del_sropt'
print(x, ...)
Arguments
x |
an object of class |
... |
further arguments to be passed to or from methods. |
Value
the object, wrapped in invisible
.
Author(s)
Steven E. Pav shabbychef@gmail.com
References
Sharpe, William F. "Mutual fund performance." Journal of business (1966): 119-138. https://ideas.repec.org/a/ucp/jnlbus/v39y1965p119.html
See Also
Other sr:
as.sr()
,
confint.sr()
,
dsr()
,
is.sr()
,
plambdap()
,
power.sr_test()
,
predint()
,
reannualize()
,
se()
,
sr_equality_test()
,
sr_test()
,
sr_unpaired_test()
,
sr_vcov()
,
sr
,
summary.sr
Examples
# compute a 'daily' Sharpe
mysr <- as.sr(rnorm(253*8),ope=1,epoch="day")
print(mysr)
# roll your own.
ope <- 253
zeta <- 1.0
n <- 6 * ope
rvs <- rsr(1,n,zeta,ope=ope)
roll.own <- sr(sr=rvs,df=n-1,ope=ope,rescal=sqrt(1/n))
print(roll.own)
# put a bunch in. naming becomes a problem.
rvs <- rsr(5,n,zeta,ope=ope)
roll.own <- sr(sr=rvs,df=n-1,ope=ope,rescal=sqrt(1/n))
print(roll.own)
# for sropt objects:
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)
print(asro)
[Package SharpeR version 1.3.0 Index]