CondProbViews: Input conditional views

In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.

Description

statement: View(k).Who (e.g. [1 3])= View(k).Equal (e.g. [2 3] [1 3 5]) optional conditional statement: View(k).Cond_Who (e.g. [2])= View(k).Cond_Equal (e.g. [1]) amount of stress is quantified as Prob(statement) <= View(k).v if View(k).sgn = 1; Prob(statement) >= View(k).v if View(k).sgn = -1;

Usage

  CondProbViews(View, X)

Arguments

View	TBD
X	TBD

Details

confidence in stress is quantified in View(k).c in (0,1)

Value

A TBD

b TBD

g TBD

Author(s)

Ram Ahluwalia [e-mail]

R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.