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Last data update: 2014.03.03

R: Extract various fields of view or posterior objects

Extractors

R Documentation

Extract various fields of view or posterior objects

Description

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

Usage

assetSet(views)
viewMatrix(views, dropZeroColumns = TRUE)
PMatrix(views)
confidences(views)
posteriorMeanCov(posterior)
posteriorSimulations(posterior)
numSimulations(posterior)
priorViews(posterior)

Arguments

`views`	An object of class BLViews or COPViews
`posterior`	An object of class BLPosterior (posteriorMeanCov) or COPPosterior (posteriorSimulations, priorViews) , as appropriate
`dropZeroColumns`	Logical flag. If TRUE, columns of "view matrix" which only have zeros are dropped

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
`posteriorMeanCov`	The posterior mean and covariance (in a list) of a BLPosterior object
`posteriorSimulations`	Matrix of posterior distribution simulations held in a COPPosterior object
`numSimulations`	Number of simulations in posterior COP distribution

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)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> library(BLCOP)
Error in library(BLCOP) : there is no package called 'BLCOP'
Execution halted