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\name{backtest-constructors}
\alias{setBacktest}
\alias{setWindowsFun<-}
\alias{setWindowsParams<-}
\alias{setWindowsHorizon<-}
\alias{setStrategyFun<-}
\alias{setStrategyParams<-}
\alias{setSmootherFun<-}
\alias{setSmootherParams<-}
\alias{setSmootherLambda<-}
\alias{setSmootherDoubleSmoothing<-}
\alias{setSmootherInitialWeights<-}
\alias{setSmootherSkip<-}
\title{Specification of backtesting portfolios}
\description{
Functions to set specifications for portfolio backtesting.
\cr
The functions are:
\tabular{ll}{
\code{setWindowsFun} \tab Sets Windows function, \cr
\code{setWindowsParams} \tab Sets additional parameters for rolling windows function, \cr
\code{setWindowsHorizon} \tab Sets Windows horizon, \cr
\code{setStrategyFun} \tab Sets the portfolio Strategy function, \cr
\code{setStrategyParams} \tab Sets additional parameters for Strategy function, \cr
\code{setSmootherFun} \tab Sets the Smoother function, \cr
\code{setSmootherParams} \tab Sets additional parameters for Smoother function, \cr
\code{setSmootherLambda} \tab Sets the smoothing parameter Lambda, \cr
\code{setSmootherDoubleSmoothing} \tab Sets setting for double smoothing, \cr
\code{setSmootherInitialWeights} \tab Sets the initial weights to used in the smoothing, \cr
\code{setSmootherSkip} \tab Sets the number of skipped months. }
}
\usage{
setWindowsFun(backtest) <- value
setWindowsParams(backtest) <- value
setWindowsHorizon(backtest) <- value
setStrategyFun(backtest) <- value
setStrategyParams(backtest) <- value
setSmootherFun(backtest) <- value
setSmootherParams(backtest) <- value
setSmootherLambda(backtest) <- value
setSmootherDoubleSmoothing(backtest) <- value
setSmootherInitialWeights(backtest) <- value
setSmootherSkip(backtest) <- value
}
\arguments{
\item{backtest}{
an S4 object of class \code{fPFOLIOBACKTEST}, the specification
to be modified, by default the default of the function
\code{portfolioBacktest()}.
}
\item{value}{
a value for that component of \code{backtest} to be set.
Note for setting Params value is a list.
}
}
\details{
The function \code{portfolioBacktest()} allows to set the values
for the specification structure from scratch.
To modify individual settings one can use the set functions.
}
\references{
W\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);
\emph{Portfolio Optimization with R/Rmetrics},
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
}
\keyword{models}
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