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braverock
GitHub Repository: braverock/portfolioanalytics
 Path: blob/master/sandbox/extractStats.dev.R
1433 views
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#' extract some stats from a portfolio list run with ROI via

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#' \code{\link{optimize.portfolio}}

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#' 

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#' This function will take everything in the objective_measures slot and \code{unlist} it.  

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#' This may produce a very large number of columns or strange column names.

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#' 

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#' @param object list returned by optimize.portfolio

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#' @param prefix prefix to add to output row names

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#' @param ... any other passthru parameters

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#' @seealso \code{\link{optimize.portfolio}}

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#' @export 

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extractStats.optimize.portfolio.ROI <- function(object, prefix=NULL, ...) {

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  trow<-c(out=object$out, object$weights)

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  result<-trow

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  rnames<-c('out',paste('w',names(object$weights),sep='.'))

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  names(result)<-rnames

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  return(result)

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}

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#' extract some stats from a portfolio list run with pso via

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#' \code{\link{optimize.portfolio}}

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#' 

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#' This function will take everything in the objective_measures slot and \code{unlist} it.  

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#' This may produce a very large number of columns or strange column names.

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#' 

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#' @param object list returned by optimize.portfolio

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#' @param prefix prefix to add to output row names

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#' @param ... any other passthru parameters

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#' @seealso \code{\link{optimize.portfolio}}

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#' @export 

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extractStats.optimize.portfolio.pso <- function(object, prefix=NULL, ...) {

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  trow<-c(out=object$out, object$weights)

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  result<-trow

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  rnames<-c('out',paste('w',names(object$weights),sep='.'))

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  names(result)<-rnames

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  return(result)

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}

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