# Class "BLResult": posterior of a market distribution in the Black-Litterman sense

### Description

This class holds the posterior market mean and variance-covariance matrix calculated from some prior and set of views. The original views are also returned.

### Objects from the Class

Objects can be created by calls of the form `new("BLResult", ...)`

. However, it is intended that they be created by
the function posteriorEst(or wrappers to that function).

### Slots

`views`

:Object of class

`"BLViews"`

. These are the original views used to calculate this posterior`tau`

:Object of class

`"numeric"`

. The value of "tau" used`priorMean`

:Object of class

`"numeric"`

: prior vector of market means`priorCovar`

:Object of class

`"matrix"`

: prior of the variance-covariance`posteriorMean`

:Object of class

`"numeric"`

: posterior mean`posteriorCovar`

:Object of class

`"matrix"`

: posterior variance-covariance`kappa`

:Object of class

`"logical"`

: logical flag indicating whether or not confidences-in-views were ignored.

### Methods

- denityPlots
`signature(result = "BLResult")`

: Plots the marginal distributions of the asset returns under the prior and posterior distributions- show
`signature(object = "BLResult")`

: Displays the contents of a result- optimalPortfolios.fPort
`signature(result = "BLResult")`

: Generates optimal prior and posterior portfolios using`fPortfolio`

package routines

### Author(s)

Francisco Gochez