summary.randportBurSt {PortfolioProbe}R Documentation

View Characteristics of Random Portfolios

Description

The summary method counts the number of portfolios of each size, and the number of times each asset appears.

Usage

summary.randportBurSt(object)
print.randportBurSt(x, ...)

Arguments

object an object of class randportBurSt as created by random.portfolio or random.portfolio.utility.
x an object of class randportBurSt as created by random.portfolio or random.portfolio.utility.
... additional arguments to print may be given.

Value

the summary method returns a list with the following components:

port.size a vector whose names give sizes of portfolios, and whose values give the number of portfolios of that size.
count.assets a vector stating the number of occurrences of each asset.


the print method returns its input invisibly.

Side Effects

the print method prints the object, including its attributes. It does, however, only print a few elements of the seed attribute, and does not print the funevals, version or checkinput attributes.

Details

These are methods of summary and print for objects of class "randportBurSt".

Revision

Last revised 2010 January 02.

See Also

random.portfolio, random.portfolio.utility, valuation.randportBurSt, head.randportBurSt.

Examples

randport1 <- random.portfolio(100, prices, varian, long.only=TRUE,
        bench.constr=c(spx=.04^2/252), lin.constraints=cntrysect.conmat,
        lin.bounds=cntrysect.bounds, gross.value=1e6)

randport1 # prints the random portfolios

summary(randport1)

[Package PortfolioProbe version 1.02 Index]