BLCOPOptions: Global package options

In BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks

Description

This function can be used to set or get global options for the BLCOP package.

Usage

BLCOPOptions(opt, setting)

Arguments

opt	A string with the name of an option
setting	The new setting for the option

Details

If setting is omitted, the current setting for opt is returned. If both arguments are omitted, a list with all of the settings is returned. The following settings may be changed: regFunc:Function used to perform the regression in CAPMalphas numSimulations:Number of monte-carlo simulations to perform in copula opinion pooling functions unitTestPath: Path where unit tests are located.

Value

If both arguments omitted, a list. If setting is omitted, value of an individual setting.

Author(s)

Francisco Gochez <fgochez@mango-solutions>

Examples

    BLCOPOptions("numSimulations")

BLCOP documentation built on Jan. 26, 2021, 1:05 a.m.