Extractors {BLCOP}R Documentation

Extract various fields of view objects

Description

A collection of functions to extract several fields of BLViews and COPViews objects.

Usage

assetSet(views)
viewMatrix(views, dropZeroColumns = TRUE)
PMatrix(views)
confidences(views)

Arguments

views An object of class BLViews or COPViews
dropZeroColumns Logical flag

Value

assetSet The names of the assets in the view object's universe
confidences The set of confidences in each view.
PMatrix The 'pick' matrix
viewMatrix The pick matrix augmented with the q vector of the BL model

Author(s)

Francisco Gochez <fgochez@mango-solutions.com>

Examples

    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"))
    assetSet(views)
    confidences(views)
    PMatrix(views)


[Package BLCOP version 0.2.2 Index]