COPResult-class {BLCOP}R Documentation

Class "COPResult"

Description

A class that holds the posterior distribution produced with the COP framework

Objects from the Class

Objects can be created by calls of the form new("COPResult", ...). In general however they are created by the function COPPosterior

Slots

views:
Object of class "COPViews". These are the views that led to the result
marketDist:
Object of class "mvdistribution". Prior distribution of the market
posteriorSims:
Object of class "matrix". Matrices holding the simulations of the posteriors with a column for each asset.

Methods

densityPlots
signature(result = "COPResult"): Generates density plots of the marginal prior and posterior distributions of each asset.
probDistance
signature(result = "COPResult"): Not yet finished

Author(s)

Francisco Gochez <fgochez@mango-solutions.com>

See Also

COPPosterior, BLResult-class


[Package BLCOP version 0.2.2 Index]