Description Usage Arguments Value Author(s) Examples

View source: R/extractreplace.r

A collection of functions to extract several fields of BLViews, COPViews, COPPosterior and BLPosterior objects.

1 2 3 4 5 6 7 8 | ```
assetSet(views)
viewMatrix(views, dropZeroColumns = TRUE)
PMatrix(views)
confidences(views)
posteriorMeanCov(posterior)
posteriorSimulations(posterior)
numSimulations(posterior)
priorViews(posterior)
``` |

`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 |

`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 |

Francisco Gochez <fgochez@mango-solutions.com>

1 2 3 4 5 6 7 |

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