From 1c30c7dd64d1ac6db989a5701ffebbb11501aeb2 Mon Sep 17 00:00:00 2001
From: Xin Chen <chenx26@uw.edu>
Date: Sun, 24 Jul 2016 22:56:10 -0600
Subject: [PATCH] Added printSE() function for formatted result output

---
 NAMESPACE              |  1 +
 R/ES_SE.R              |  2 +-
 R/EstimatorES.R        |  1 +
 R/GLM_EN.R             |  1 +
 R/InfluenceFunctions.R |  1 +
 R/SE_ES.R              |  1 +
 R/printSE.R            | 26 ++++++++++++++++++++++++++
 man/ES.SE.Rd           |  2 +-
 man/EstimatorSE.Rd     |  3 +++
 man/SE.ES.Rd           |  3 +++
 man/mu.IF.Rd           |  3 +++
 man/myperiodogram.Rd   |  3 +++
 man/printSE.Rd         | 25 +++++++++++++++++++++++++
 13 files changed, 70 insertions(+), 2 deletions(-)
 create mode 100644 R/printSE.R
 create mode 100644 man/printSE.Rd

diff --git a/NAMESPACE b/NAMESPACE
index b0334c1..6b2f8e6 100644
--- a/NAMESPACE
+++ b/NAMESPACE
@@ -54,6 +54,7 @@ export(VaR.hist)
 export(mu.IF)
 export(myperiodogram)
 export(nse.nw)
+export(printSE)
 import(sandwich)
 import(xts)
 import(zoo)
diff --git a/R/ES_SE.R b/R/ES_SE.R
index 2758e1d..1dfcebd 100644
--- a/R/ES_SE.R
+++ b/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}}
 #'
diff --git a/R/EstimatorES.R b/R/EstimatorES.R
index 2dffa31..2c70a8a 100644
--- a/R/EstimatorES.R
+++ b/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)
diff --git a/R/GLM_EN.R b/R/GLM_EN.R
index 2ead2ac..edfb307 100644
--- a/R/GLM_EN.R
+++ b/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
diff --git a/R/InfluenceFunctions.R b/R/InfluenceFunctions.R
index 30f0bd1..58a27d6 100644
--- a/R/InfluenceFunctions.R
+++ b/R/InfluenceFunctions.R
@@ -6,6 +6,7 @@
 #'
 #' @return IF of Mean
 #' @export
+#' @author Xin Chen
 #'
 #' @examples
 #' mu.IF(rnorm(10))
diff --git a/R/SE_ES.R b/R/SE_ES.R
index f8b683f..83a5fc8 100644
--- a/R/SE_ES.R
+++ b/R/SE_ES.R
@@ -8,6 +8,7 @@
 #' is implemented.
 #'
 #' @return SE of ES
+#' @author Xin Chen
 #' @export
 #'
 #' @examples
diff --git a/R/printSE.R b/R/printSE.R
new file mode 100644
index 0000000..3947393
--- /dev/null
+++ b/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)
+}
diff --git a/man/ES.SE.Rd b/man/ES.SE.Rd
index eb0fd95..7e7007e 100644
--- a/man/ES.SE.Rd
+++ b/man/ES.SE.Rd
@@ -133,7 +133,7 @@ decomposition is possible in a financially meaningful way.
     ES.SE(edhec, clean="boudt", portfolio_method="component")
 }
 \author{
-Brian G. Peterson and Kris Boudt
+Brian G. Peterson, Kris Boudt and Xin Chen
 }
 \references{
 Boudt, Kris, Peterson, Brian, and Christophe Croux. 2008.
diff --git a/man/EstimatorSE.Rd b/man/EstimatorSE.Rd
index 567924a..a4d9508 100644
--- a/man/EstimatorSE.Rd
+++ b/man/EstimatorSE.Rd
@@ -32,4 +32,7 @@ Wrapper function for computing the standard error of risk/performance measure es
 data(edhec)
 EstimatorSE(edhec,estimator.fun="SD",se.method="IFiid")
 }
+\author{
+Xin Chen
+}
 
diff --git a/man/SE.ES.Rd b/man/SE.ES.Rd
index c4fdcb2..408c903 100644
--- a/man/SE.ES.Rd
+++ b/man/SE.ES.Rd
@@ -27,4 +27,7 @@ Wrapper function to compute the standard error for ES estimator
 data(edhec)
 SE.ES(edhec,se.method="IFiid")
 }
+\author{
+Xin Chen
+}
 
diff --git a/man/mu.IF.Rd b/man/mu.IF.Rd
index db4e50d..cfbf13a 100644
--- a/man/mu.IF.Rd
+++ b/man/mu.IF.Rd
@@ -18,4 +18,7 @@ Influence Function of Mean
 \examples{
 mu.IF(rnorm(10))
 }
+\author{
+Xin Chen
+}
 
diff --git a/man/myperiodogram.Rd b/man/myperiodogram.Rd
index c2aba80..b410331 100644
--- a/man/myperiodogram.Rd
+++ b/man/myperiodogram.Rd
@@ -20,4 +20,7 @@ Compute the periodogram as defined in H&W 1981
 \examples{
 myperiodogram(rnorm(10))
 }
+\author{
+Xin Chen
+}
 
diff --git a/man/printSE.Rd b/man/printSE.Rd
new file mode 100644
index 0000000..d5f66a5
--- /dev/null
+++ b/man/printSE.Rd
@@ -0,0 +1,25 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/printSE.R
+\name{printSE}
+\alias{printSE}
+\title{Formatted output of the results from xxx.SE() functions}
+\usage{
+printSE(res, round.digit = 3)
+}
+\arguments{
+\item{res}{the results from the xx.SE() functions}
+
+\item{round.digit}{the number of digits to round to}
+}
+\value{
+No return values
+}
+\description{
+Formatted output of the results from xxx.SE() functions
+}
+\examples{
+data(edhec)
+res = ES.SE(edhec, p=.95, method="historical",se.method = "IFiid")
+printSE(res)
+}
+