createViews: Create or add to a view object using a graphical interface

In BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks

Description

These helper functions allow one to easily create or add to an object of class BLViews or COPViews through the use of R's built-in data editor.

Usage

createBLViews(allAssets, numAssetViews = 1, assetSubset = NULL, 
              mode = c("editor", "Window"))
updateBLViews(views, includeNullViews = FALSE, numNewViews = 0, assets = NULL)
createCOPViews (allAssets, numAssetViews = 1, assetSubset = NULL, 
                mode = c("editor", "Window")) 

Arguments

allAssets	A character vector holding the names of all of the assets in one's "universe"
numAssetViews	The number of views to form. Should be less than or equal to the total number of assets
assetSubset	A character vector of assets that is a subset of allAssets. Views will be formed only on this subset. By default, assetSubset = allAssets

.

mode	Mode of GUI. Currently unused
views	Object of class BLViews
assets	Set of assets to form or modify views on. If NULL, will use the full set of assets
includeNullViews	When updating views, should the 0 columns of the pick matrix be included?
numNewViews	In updateViews, this is the number of new views to add

Details

createCOPViews does not allow one to specify the distributions of the views at the moment. Such a feature may be added later through another GUI. At the moment the object returned by this function has its distribution set to a default. updateViews allows one to modify pre-existing views

Value

An object of class BLViews or COPViews that holds all of the views created.

Author(s)

Francisco Gochez <[e-mail]>

See Also

addBLViews, addCOPViews, COPViews, BLViews

Examples

    
    ## Not run: 
        views <- createBLViews(colnames(monthlyReturns), 2)
    
## End(Not run)

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