PlotDistributions: Plot numerical and analytical prior and posterior...
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Usage
Arguments
Author(s)
References
Description
Plot numerical and analytical prior and posterior
distributions
Usage
1
PlotDistributions(X, p, Mu, Sigma, p_, Mu_, Sigma_)
Arguments
X
a vector containing the dataset
p
a vector cotaining the prior probability values
Mu
a vector containing the prior means
Sigma
a vector containing the prior standard
deviations
p_
a vector containing the posterior probability
values
Mu_
a vector containing the posterior means
Sigma_
a vector containing the posterior standard
deviations
Author(s)
Ram Ahluwalia ram@wingedfootcapital.com
References
A. Meucci, "Fully Flexible Views: Theory and Practice"
http://www.symmys.com/node/158 See Meucci script
for "PlotDistributions.m"
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Usage Arguments Author(s) References
Description
Plot numerical and analytical prior and posterior distributions
Usage
1 | PlotDistributions(X, p, Mu, Sigma, p_, Mu_, Sigma_)
|
Arguments
X |
a vector containing the dataset |
p |
a vector cotaining the prior probability values |
Mu |
a vector containing the prior means |
Sigma |
a vector containing the prior standard deviations |
p_ |
a vector containing the posterior probability values |
Mu_ |
a vector containing the posterior means |
Sigma_ |
a vector containing the posterior standard deviations |
Author(s)
Ram Ahluwalia ram@wingedfootcapital.com
References
A. Meucci, "Fully Flexible Views: Theory and Practice" http://www.symmys.com/node/158 See Meucci script for "PlotDistributions.m"
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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