| Extractors {BLCOP} | 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)