pHistPriorPosterior: Plot prior and posterior distributions.

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

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.