Estimators {BLCOP}

Get prior and posterior estimators stored in package scope

Description

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.

Usage

getPriorEstim(x, spec=NULL, ...)
getPosteriorEstim(x, spec=NULL, ...)

Arguments

x

multivariate time series

spec

optional portfolio specification

...

additional arguments

Value

A list with 2 elements:

mu

estimate of mean

Sigma

estimate of covariance

Author(s)

Richard Chandler-Mant <[e-mail]>