BLResult-class {BLCOP} | R Documentation |
This class holds the posterior market mean and variance-covariance matrix calculated from some prior and set of views. The original views are also returned.
Objects can be created by calls of the form new("BLResult", ...)
. However, it is intended that they be created by
the function posteriorEst(or wrappers to that function).
views
:"BLViews"
. These are the original views used to calculate this posteriortau
:"numeric"
. The value of "tau" usedpriorMean
:"numeric"
: prior vector of market meanspriorCovar
:"matrix"
: prior of the variance-covarianceposteriorMean
:"numeric"
: posterior meanposteriorCovar
:"matrix"
: posterior variance-covarianceconfIgnored
:"logical"
: logical flag indicating whether or not confidences-in-views
were ignored.signature(result = "BLResult")
: Plots the marginal distributions of the asset returns under the prior and posterior distributionssignature(object = "BLResult")
: Displays the contents of a resultFrancisco Gochez