Last data update: 2014.03.03
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R: Class "COPResult"
COPResult-class | 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.
- show
signature(result = "COPResult") : Displays basic information about the posterior results
- optimalPortfolios.fPort
signature(result = "COPResult") : Generates optimal prior and posterior portfolios using fPortfolio package routines
Author(s)
Francisco Gochez <fgochez@mango-solutions.com>
See Also
COPPosterior , BLResult-class
Results
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