[Returnanalytics-commits] r3468 - in pkg/PerformanceAnalytics/sandbox/PAenhance: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jul 9 08:46:28 CEST 2014
Author: kecoli
Date: 2014-07-09 08:46:28 +0200 (Wed, 09 Jul 2014)
New Revision: 3468
Modified:
pkg/PerformanceAnalytics/sandbox/PAenhance/NAMESPACE
pkg/PerformanceAnalytics/sandbox/PAenhance/R/table.Performance.R
pkg/PerformanceAnalytics/sandbox/PAenhance/man/SharpeRatio.Rd
pkg/PerformanceAnalytics/sandbox/PAenhance/man/UncertaintyMeasure.Rd
pkg/PerformanceAnalytics/sandbox/PAenhance/man/chart.Boxplot.Rd
pkg/PerformanceAnalytics/sandbox/PAenhance/man/chart.QQPlot.Rd
pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.Rd
pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.pool.Rd
pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.pool.cran.Rd
Log:
add optional argument exportXLS to table.Performance(), that one can export the Performance table to an Excel file.
Modified: pkg/PerformanceAnalytics/sandbox/PAenhance/NAMESPACE
===================================================================
--- pkg/PerformanceAnalytics/sandbox/PAenhance/NAMESPACE 2014-07-08 02:57:54 UTC (rev 3467)
+++ pkg/PerformanceAnalytics/sandbox/PAenhance/NAMESPACE 2014-07-09 06:46:28 UTC (rev 3468)
@@ -1,4 +1,4 @@
-# Generated by roxygen2 (4.0.1.99): do not edit by hand
+# Generated by roxygen2 (4.0.0): do not edit by hand
export(SharpeRatio)
export(chart.Boxplot)
Modified: pkg/PerformanceAnalytics/sandbox/PAenhance/R/table.Performance.R
===================================================================
--- pkg/PerformanceAnalytics/sandbox/PAenhance/R/table.Performance.R 2014-07-08 02:57:54 UTC (rev 3467)
+++ pkg/PerformanceAnalytics/sandbox/PAenhance/R/table.Performance.R 2014-07-09 06:46:28 UTC (rev 3468)
@@ -19,8 +19,10 @@
#' @param arg.list optional argument to specify input optional argument for each metric, uses
#' only interactive=FALSE
#' @param digits optional argument to specify the significant digits in printed table, default is 4
-#' @param latex logical, default is FALSE, optional arguemnt to output latex code
-#' @param exportFun logical, default is FALSE, optional argument to export function, see details
+#' @param latex logical, default is FALSE, optional argument to output latex code
+#' @param exportFun logical, default is NULL, optional argument to export function, see details
+#' @param exportXLS logical, default is FALSE, optional argument to export resulting table to excel file
+#' @param ExcelFileName The name of the Excel file to be created, default is "PerformanceReport.XLSX"
#' @details use \code{table.Performance.pool} to check available metrics. recoded SharpeRatio.
#' Both interactive and fixed input on metric set and optional arguments. Output latex code for resulting table. Export function that uses the same metrics and optional argument from interactive input.
#' @author Kirk Li \email{kirkli@@stat.washington.edu}
@@ -63,9 +65,15 @@
#' myfun1(R=edhec)
#' # myfun1 uses res.ex5's metrics and optional arguments
#' args(myfun1)
+#'
+#' # Example 6: Export XLSX
+#' res.ex6 <- table.Performance(R=edhec,metrics=c("VaR", "ES"), interactive=FALSE,
+#' arg.list=arg.list, verbose=T, digits=4, latex=TRUE, exportXLS=TRUE,ExcelFileName="PerformanceReport.xls")
+#'
+#'
#' @export
table.Performance <-
- function(R,metrics=NULL,metricsNames=NULL, verbose=FALSE, interactive=TRUE, arg.list=NULL, digits=4, latex=FALSE, exportFun=NULL, flag.pre.arg.list=FALSE,...){
+ function(R,metrics=NULL,metricsNames=NULL, verbose=FALSE, interactive=TRUE, arg.list=NULL, digits=4, latex=FALSE, exportFun=NULL, exportXLS=FALSE, ExcelFileName="PerformanceReport.xls",flag.pre.arg.list=FALSE,...){
# FUNCTION: 47-1 different metrics
pool <- table.Performance.pool()
@@ -295,6 +303,16 @@
}
+ if(exportXLS){
+ cat("###################################","\n")
+ cat(paste0("Exporting to Excel file ",ExcelFileName,"\n"))
+ cat("###################################","\n")
+ require(WriteXLS)
+ temp <- res$resultingtable
+ inslib(WriteXLS)
+ WriteXLS("temp",row.names = TRUE,ExcelFileName=ExcelFileName )
+
+ }
return(res)
}
Modified: pkg/PerformanceAnalytics/sandbox/PAenhance/man/SharpeRatio.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/PAenhance/man/SharpeRatio.Rd 2014-07-08 02:57:54 UTC (rev 3467)
+++ pkg/PerformanceAnalytics/sandbox/PAenhance/man/SharpeRatio.Rd 2014-07-09 06:46:28 UTC (rev 3468)
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.0.1.99): do not edit by hand
+% Generated by roxygen2 (4.0.0): do not edit by hand
\name{SharpeRatio}
\alias{SharpeRatio}
\alias{SharpeRatio.modified}
Modified: pkg/PerformanceAnalytics/sandbox/PAenhance/man/UncertaintyMeasure.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/PAenhance/man/UncertaintyMeasure.Rd 2014-07-08 02:57:54 UTC (rev 3467)
+++ pkg/PerformanceAnalytics/sandbox/PAenhance/man/UncertaintyMeasure.Rd 2014-07-09 06:46:28 UTC (rev 3468)
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.0.1.99): do not edit by hand
+% Generated by roxygen2 (4.0.0): do not edit by hand
\name{var.se}
\alias{var.se}
\title{Uncertainty measure of Variance Estimator
Modified: pkg/PerformanceAnalytics/sandbox/PAenhance/man/chart.Boxplot.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/PAenhance/man/chart.Boxplot.Rd 2014-07-08 02:57:54 UTC (rev 3467)
+++ pkg/PerformanceAnalytics/sandbox/PAenhance/man/chart.Boxplot.Rd 2014-07-09 06:46:28 UTC (rev 3468)
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.0.1.99): do not edit by hand
+% Generated by roxygen2 (4.0.0): do not edit by hand
\name{chart.Boxplot}
\alias{chart.Boxplot}
\title{box whiskers plot wrapper}
Modified: pkg/PerformanceAnalytics/sandbox/PAenhance/man/chart.QQPlot.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/PAenhance/man/chart.QQPlot.Rd 2014-07-08 02:57:54 UTC (rev 3467)
+++ pkg/PerformanceAnalytics/sandbox/PAenhance/man/chart.QQPlot.Rd 2014-07-09 06:46:28 UTC (rev 3468)
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.0.1.99): do not edit by hand
+% Generated by roxygen2 (4.0.0): do not edit by hand
\name{chart.QQPlot}
\alias{chart.QQPlot}
\title{Plot a QQ chart}
Modified: pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.Rd 2014-07-08 02:57:54 UTC (rev 3467)
+++ pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.Rd 2014-07-09 06:46:28 UTC (rev 3468)
@@ -1,11 +1,12 @@
-% Generated by roxygen2 (4.0.1.99): do not edit by hand
+% Generated by roxygen2 (4.0.0): do not edit by hand
\name{table.Performance}
\alias{table.Performance}
\title{Generate general performance table for returns}
\usage{
table.Performance(R, metrics = NULL, metricsNames = NULL, verbose = FALSE,
interactive = TRUE, arg.list = NULL, digits = 4, latex = FALSE,
- exportFun = NULL, flag.pre.arg.list = FALSE, ...)
+ exportFun = NULL, exportXLS = FALSE,
+ ExcelFileName = "PerformanceReport.XLSX", flag.pre.arg.list = FALSE, ...)
}
\arguments{
\item{R}{an xts, vector, matrix, data frame, timeSeries
@@ -28,11 +29,17 @@
\item{digits}{optional argument to specify the
significant digits in printed table, default is 4}
- \item{latex}{logical, default is FALSE, optional arguemnt
+ \item{latex}{logical, default is FALSE, optional argument
to output latex code}
- \item{exportFun}{logical, default is FALSE, optional
+ \item{exportFun}{logical, default is NULL, optional
argument to export function, see details}
+
+ \item{exportXLS}{logical, default is FALSE, optional
+ argument to export resulting table to excel file}
+
+ \item{ExcelFileName}{The name of the Excel file to be
+ created, default is "PerformanceReport.XLSX"}
}
\description{
Main function to produce summary table. user can choose a
Modified: pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.pool.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.pool.Rd 2014-07-08 02:57:54 UTC (rev 3467)
+++ pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.pool.Rd 2014-07-09 06:46:28 UTC (rev 3468)
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.0.1.99): do not edit by hand
+% Generated by roxygen2 (4.0.0): do not edit by hand
\name{table.Performance.pool}
\alias{table.Performance.pool}
\title{Print metrics from R-forge PerformanceAnalytics that compatible with table.Performance}
Modified: pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.pool.cran.Rd
===================================================================
--- pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.pool.cran.Rd 2014-07-08 02:57:54 UTC (rev 3467)
+++ pkg/PerformanceAnalytics/sandbox/PAenhance/man/table.Performance.pool.cran.Rd 2014-07-09 06:46:28 UTC (rev 3468)
@@ -1,4 +1,4 @@
-% Generated by roxygen2 (4.0.1.99): do not edit by hand
+% Generated by roxygen2 (4.0.0): do not edit by hand
\name{table.Performance.pool.cran}
\alias{table.Performance.pool.cran}
\title{Print metrics from R CRAN PerformanceAnalytics that compatible with table.Performance}
More information about the Returnanalytics-commits
mailing list