Estimators
(Package: BLCOP) :
Get prior and posterior estimators stored in package scope
These functions are not intended to be called directly by the user but exist to allow third party optimizer routines to access prior and posterior estimators calculated as part of the portfolio optimisation.
● Data Source:
CranContrib
● Keywords: methods
● Alias: Estimators, getPosteriorEstim, getPriorEstim
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A class that describes multivariate distributions
● Data Source:
CranContrib
● Keywords: classes
● Alias: mvdistribution-class
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A class that holds the posterior distribution produced with the COP framework
● Data Source:
CranContrib
● Keywords: classes
● Alias: COPResult-class, densityPlots,COPResult-method, show,COPResult-method, show.COPResult
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Replacer functions
(Package: BLCOP) :
Various functions for modifying fields of view objects
These functions allow for direct replacement of fields of view objects such as the pick matrix and vector of confidences.
● Data Source:
CranContrib
● Keywords: manip, utilities
● Alias: PMatrix<-, confidences<-, qv<-
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BLCOPOptions
(Package: BLCOP) :
Global package options
This function can be used to set or get global options for the BLCOP package.
● Data Source:
CranContrib
● Keywords: misc
● Alias: BLCOPOptions
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Distribution class constructors
(Package: BLCOP) :
Constructors for distribution and mvdistribution class objects
These functions create objects of class distribution and mvdistribution
● Data Source:
CranContrib
● Keywords: distribution
● Alias: distribution, mvdistribution
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posteriorFeasibility
(Package: BLCOP) :
Calculate the "feasibility" of the (Black-Litterman) posterior mean
Attilio Meucci and Gianluca Fusai have suggested using the Mahalanobis distance to assess the feasibility of a set of Black-Litterman views. This function calculates this distance, along with a "feasibility" measure based on this distance and the sensitivity of the measure to changes in the "q" vector.
● Data Source:
CranContrib
● Keywords: math
● Alias: posteriorFeasibility
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sampleFrom
(Package: BLCOP) :
Sample from a distribution object
Generates samples from a distribution held by an object of class distribution or mvdistribution. Intended mainly for internal use.
● Data Source:
CranContrib
● Keywords: distribution, utilities
● Alias: sampleFrom
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BLposterior
● Data Source:
CranContrib
● Keywords:
● Alias: BLPosterior
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Extractors
(Package: BLCOP) :
Extract various fields of view or posterior objects
A collection of functions to extract several fields of BLViews, COPViews, COPPosterior and BLPosterior objects.
● Data Source:
CranContrib
● Keywords: utilities
● Alias: PMatrix, assetSet, confidences, numSimulations, posteriorMeanCov, posteriorSimulations, priorViews, viewMatrix
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providing 
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