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 resultmarketDist
:Object of class
"mvdistribution"
. Prior distribution of the marketposteriorSims
: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 usingfPortfolio
package routines
Author(s)
Francisco Gochez <fgochez@mango-solutions.com>