| BLResult-class {BLCOP} | R Documentation |
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 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).
views:"BLViews". These are the original views used to calculate this posteriortau:"numeric". The value of "tau" usedpriorMean:"numeric": prior vector of market meanspriorCovar:"matrix": prior of the variance-covarianceposteriorMean:"numeric": posterior meanposteriorCovar:"matrix": posterior variance-covarianceconfIgnored:"logical": logical flag indicating whether or not confidences-in-views
were ignored.signature(result = "BLResult"): Plots the marginal distributions of the asset returns under the prior and posterior distributionssignature(object = "BLResult"): Displays the contents of a resultFrancisco Gochez