[R-SIG-Finance] computing the actual/realized efficient frontier points and extracting frontier return and covariance data points

[elephann]

the efficient frontier data stored in "Frontier" which is a fPORTFOLIO class
with different slots,
>Frontier  # enter you can see all data
you can see the slots name via 
getslots(Frontier) # here comes
  call          data          spec   constraints     portfolio         title  
description 
       "call" "fPFOLIODATA" "fPFOLIOSPEC"  "fPFOLIOCON"  "fPFOLIOVAL"  
"character"   "character" 
you can get the data for return, weight,or risks with following code:
getTargetReturn(Frontier at portfolio)
getTargetRisk(Frontier at portfolio)
getWeights(Frontier at portfolio)





--
View this message in context: http://r.789695.n4.nabble.com/computing-the-actual-realized-efficient-frontier-points-and-extracting-frontier-return-and-covariancs-tp4513142p4644905.html
Sent from the Rmetrics mailing list archive at Nabble.com.