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