estimators: Get prior and posterior estimators stored in package scope
In BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks
Description
Usage
Arguments
Value
Author(s)
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
1
2
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 <rchandler-mant@mango-solutions.com>
BLCOP documentation built on Jan. 26, 2021, 1:05 a.m.
R Package Documentation
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Description Usage Arguments Value Author(s)
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
1 2 | 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 <rchandler-mant@mango-solutions.com>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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