densityPlots {BLCOP} | R Documentation |
This generic function generates density plots of the marginal posterior and prior distributions of a set of assets in an object of class BLResult
or
COPResult
for comparative purposes.
densityPlots(result, assetsSel = NULL, numSimulations = BLCOPOptions("numSimulations"), ...)
result |
Object of class |
assetsSel |
A numeric vector of assets to plot |
numSimulations |
For COPResult class objects, the number of simulations to use for the market posterior distribution |
... |
Additional arguments passed to plot |
For COPResults
objects, density kernel estimates from the samples are used
None
Francisco Gochez, <fgochez@mango-solutions>
## Not run: dispersion <- c(.376,.253,.360,.333,.360,.600,.397,.396,.578,.775) / 1000 sigma <- BLCOP:::.symmetricMatrix(dispersion, dim = 4) caps <- rep(1/4, 4) mu <- 2.5 * sigma dim(mu) <- NULL marketDistribution <- mvdistribution("mt", mean = mu, S = sigma, df = 5 ) pick <- matrix(0, ncol = 4, nrow = 1, dimnames = list(NULL, c("SP", "FTSE", "CAC", "DAX"))) pick[1,4] <- 1 vdist <- list(distribution("unif", min = -0.02, max = 0)) views <- COPViews(pick, vdist, 0.2, c("SP", "FTSE", "CAC", "DAX")) posterior <- COPPosterior(marketDistribution, views) densityPlots(posterior, 4) ## End(Not run)