COPViews-class: Class "COPViews" (copula opinion pooling views)

In BLCOP: Black-Litterman and copula-opinion pooling frameworks

Description

An object that holds a set of analyst views, in the copula opinion pooling sense, on a set of assets

Objects from the Class

Objects can be created by calls of the form new("COPViews", ...) or with the COPViews function.

Slots

pick:

Object of class "matrix". The pick matrix

viewDist:

Object of class "list". List of probability distributions of the views

confidences:

Object of class "numeric".

assets:

Object of class "character". Name of the asset "universe" to which these views apply.

Methods

deleteViews

signature(views = "COPViews", viewsToDel = "numeric"): Deletes a vector of views from the object, where the vector entries correspond to rows of the pick matrix

show

signature(object = "COPViews"): Prints views in a user-friendly manner

Author(s)

Francisco Gochez <[e-mail]>

See Also

BLViews, COPViews, addCOPViews, createCOPViews

Examples

    showClass("COPViews")

BLCOP documentation built on May 2, 2019, 6:15 p.m.