pHistPriorPosterior: Plot prior and posterior distributions.
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Usage
Arguments
Author(s)
References
Description
Plot prior and posterior distributions, as described in
A. Meucci, "Risk and Asset Allocation", Springer, 2005.
Usage
1
pHistPriorPosterior(X, p, p_)
Arguments
X
: [matrix] (J x N) simulations
p
: [vector] (J x 1) prior probabilities
p_
: [vector] (J x 1) posterior probabilities
Author(s)
Xavier Valls flamejat@gmail.com
References
A. Meucci - "Exercises in Advanced Risk and Portfolio
Management" http://symmys.com/node/170.
See Meucci's script for "pHistPriorPosterior.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 prior and posterior distributions, as described in A. Meucci, "Risk and Asset Allocation", Springer, 2005.
Usage
1 | pHistPriorPosterior(X, p, p_)
|
Arguments
X |
: [matrix] (J x N) simulations |
p |
: [vector] (J x 1) prior probabilities |
p_ |
: [vector] (J x 1) posterior probabilities |
Author(s)
Xavier Valls flamejat@gmail.com
References
A. Meucci - "Exercises in Advanced Risk and Portfolio Management" http://symmys.com/node/170.
See Meucci's script for "pHistPriorPosterior.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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