COPResult-class: Class "COPResult"

In BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks

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 result

marketDist:

Object of class "mvdistribution". Prior distribution of the market

posteriorSims:

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 using fPortfolio package routines

Author(s)

Francisco Gochez <[e-mail]>

See Also

COPPosterior, BLResult-class

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