Added printSE() function for formatted result output

NAMESPACE

@@ -54,6 +54,7 @@ export(VaR.hist)
 export(mu.IF)
 export(myperiodogram)
 export(nse.nw)
+export(printSE)
 import(sandwich)
 import(xts)
 import(zoo)

R/ES_SE.R

@@ -70,7 +70,7 @@
 #' decompose total portfolio ES into the risk contributions of each of the
 #' portfolio components. For the above mentioned ES estimators, such a
 #' decomposition is possible in a financially meaningful way.
-#' @author Brian G. Peterson and Kris Boudt
+#' @author Brian G. Peterson, Kris Boudt and Xin Chen
 #' @seealso \code{\link{VaR}} \cr \code{\link{SharpeRatio.modified}} \cr
 #' \code{\link{chart.VaRSensitivity}} \cr \code{\link{Return.clean}}
 #'

R/EstimatorES.R

@@ -12,6 +12,7 @@
 #'
 #' @return the standard error of the specified risk/performance measure using the specified method
 #' @export
+#' @author Xin Chen
 #'
 #' @examples
 #' data(edhec)

R/GLM_EN.R

@@ -2,6 +2,7 @@
 #'
 #' @param data Vector of data
 #' @param max.freq Maximum frequency to be computed
+#' @author Xin Chen
 #'
 #' @return list of frequencies and corresponding periodograms
 #' @export

R/InfluenceFunctions.R

@@ -6,6 +6,7 @@
 #'
 #' @return IF of Mean
 #' @export
+#' @author Xin Chen
 #'
 #' @examples
 #' mu.IF(rnorm(10))

R/SE_ES.R

@@ -8,6 +8,7 @@
 #' is implemented.
 #'
 #' @return SE of ES
+#' @author Xin Chen
 #' @export
 #'
 #' @examples

R/printSE.R

@@ -0,0 +1,26 @@
+#' Formatted output of the results from xxx.SE() functions
+#'
+#' @param res the results from the xx.SE() functions
+#' @param round.digit the number of digits to round to
+#'
+#' @return No return values
+#' @export
+#'
+#' @examples
+#' data(edhec)
+#' res = ES.SE(edhec, p=.95, method="historical",se.method = "IFiid")
+#' printSE(res, round.digit = 4)
+printSE = function(res , round.digit = 3){
+  N = length(res)
+  if(N != 2) {
+    cat("the results do not contain standard errors!\n")
+    return()
+  }
+  list.names = names(res)
+  res.df = data.frame(as.vector(res[[1]]), as.vector(res[[2]]))
+  colnames(res.df) = list.names
+  rownames(res.df) = colnames(res[[1]])
+  res.df = round(res.df, digits = round.digit)
+  res.df[2] = paste("(",res.df[,2],")")
+  print(res.df)
+}