|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 3 ms
|-----------------------------------------------------------------|
{PI}[AUS] => 3.9%
{PI}[CAD] => 6.9%
{PI}[FRA] => 8.4%
{PI}[GER] => 9.0%
{PI}[JPN] => 4.3%
{PI}[UK ] => 6.8%
{PI}[USA] => 7.6%
{P.PI}[0] => 0.017904
{Q-P.PI}[0] => 0.032096
{SIGMA.PTRANSPOSE}[0][0] => 0.005184
{SIGMA.PTRANSPOSE}[1][0] => 0.008769
{SIGMA.PTRANSPOSE}[2][0] => 0.012342
{SIGMA.PTRANSPOSE}[3][0] => 0.026681
{SIGMA.PTRANSPOSE}[4][0] => 0.002700
{SIGMA.PTRANSPOSE}[5][0] => 0.002457
{SIGMA.PTRANSPOSE}[6][0] => 0.006762
{P.SIGMA.PTRANSPOSE}[0][0] => 0.021308
{P.SIGMA.PTRANSPOSE+OMEGA}[0][0] => 0.042308
{P.SIGMA.PTRANSPOSE+OMEGA}^(-1)[0][0] => 23.636378
{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[0] => 0.758638
{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[0] => 0.003933
{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[1] => 0.006653
{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[2] => 0.009363
{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[3] => 0.020241
{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[4] => 0.002048
{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[5] => 0.001864
{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[6] => 0.005130
PIHAT=PI+{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[0] => 4.3%
PIHAT=PI+{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[1] => 7.6%
PIHAT=PI+{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[2] => 9.3%
PIHAT=PI+{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[3] => 11.1%
PIHAT=PI+{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[4] => 4.5%
PIHAT=PI+{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[5] => 7.0%
PIHAT=PI+{SIGMA.PTRANSPOSE}{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{Q-P.PI}[6] => 8.1%
P.SIGMA[0][0] => 0.005184
P.SIGMA[0][1] => 0.008769
P.SIGMA[0][2] => 0.012342
P.SIGMA[0][3] => 0.026681
P.SIGMA[0][4] => 0.002700
P.SIGMA[0][5] => 0.002457
P.SIGMA[0][6] => 0.006762
{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][0] => 0.122541
{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][1] => 0.207276
{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][2] => 0.291731
{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][3] => 0.630632
{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][4] => 0.063819
{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][5] => 0.058064
{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][6] => 0.159828
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][0] => 0.000635
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][1] => 0.001075
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][2] => 0.001512
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][3] => 0.003269
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][4] => 0.000331
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][5] => 0.000301
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][6] => 0.000829
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][0] => 0.001075
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][1] => 0.001818
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][2] => 0.002558
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][3] => 0.005530
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][4] => 0.000560
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][5] => 0.000509
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][6] => 0.001402
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][0] => 0.001512
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][1] => 0.002558
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][2] => 0.003601
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][3] => 0.007784
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][4] => 0.000788
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][5] => 0.000717
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][6] => 0.001973
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][0] => 0.003269
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][1] => 0.005530
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][2] => 0.007784
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][3] => 0.016826
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][4] => 0.001703
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][5] => 0.001549
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][6] => 0.004264
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][0] => 0.000331
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][1] => 0.000560
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][2] => 0.000788
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][3] => 0.001703
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][4] => 0.000172
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][5] => 0.000157
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][6] => 0.000432
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][0] => 0.000301
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][1] => 0.000509
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][2] => 0.000717
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][3] => 0.001549
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][4] => 0.000157
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][5] => 0.000143
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][6] => 0.000393
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][0] => 0.000829
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][1] => 0.001402
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][2] => 0.001973
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][3] => 0.004264
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][4] => 0.000432
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][5] => 0.000393
{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][6] => 0.001081
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][0] => 0.024965
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][1] => 0.014776
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][2] => 0.017455
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][3] => 0.019061
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][4] => 0.014420
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][5] => 0.016083
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[0][6] => 0.013862
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][0] => 0.014776
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][1] => 0.039391
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][2] => 0.030870
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][3] => 0.030503
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][4] => 0.012656
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][5] => 0.024176
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[1][6] => 0.028170
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][0] => 0.017455
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][1] => 0.030870
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][2] => 0.057903
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][3] => 0.050083
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][4] => 0.017701
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][5] => 0.038120
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[2][6] => 0.029006
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][0] => 0.019061
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][1] => 0.030503
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][2] => 0.050083
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][3] => 0.056615
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][4] => 0.018443
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][5] => 0.040564
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[3][6] => 0.028828
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][0] => 0.014420
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][1] => 0.012656
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][2] => 0.017701
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][3] => 0.018443
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][4] => 0.043928
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][5] => 0.016853
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[4][6] => 0.011585
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][0] => 0.016083
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][1] => 0.024176
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][2] => 0.038120
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][3] => 0.040564
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][4] => 0.016853
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][5] => 0.039857
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[5][6] => 0.023992
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][0] => 0.013862
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][1] => 0.028170
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][2] => 0.029006
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][3] => 0.028828
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][4] => 0.011585
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][5] => 0.023992
SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA}[6][6] => 0.033888
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][0] => 0.001248
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][1] => 0.000739
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][2] => 0.000873
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][3] => 0.000953
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][4] => 0.000721
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][5] => 0.000804
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][6] => 0.000693
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][0] => 0.000739
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][1] => 0.001970
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][2] => 0.001544
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][3] => 0.001525
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][4] => 0.000633
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][5] => 0.001209
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][6] => 0.001409
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][0] => 0.000873
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][1] => 0.001544
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][2] => 0.002895
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][3] => 0.002504
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][4] => 0.000885
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][5] => 0.001906
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][6] => 0.001450
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][0] => 0.000953
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][1] => 0.001525
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][2] => 0.002504
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][3] => 0.002831
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][4] => 0.000922
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][5] => 0.002028
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][6] => 0.001441
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][0] => 0.000721
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][1] => 0.000633
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][2] => 0.000885
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][3] => 0.000922
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][4] => 0.002196
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][5] => 0.000843
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][6] => 0.000579
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][0] => 0.000804
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][1] => 0.001209
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][2] => 0.001906
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][3] => 0.002028
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][4] => 0.000843
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][5] => 0.001993
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][6] => 0.001200
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][0] => 0.000693
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][1] => 0.001409
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][2] => 0.001450
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][3] => 0.001441
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][4] => 0.000579
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][5] => 0.001200
TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][6] => 0.001694
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][0] => 0.026848
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][1] => 0.016589
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][2] => 0.019840
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][3] => 0.023283
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][4] => 0.015471
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][5] => 0.017188
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[0][6] => 0.015384
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][0] => 0.016589
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][1] => 0.043179
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][2] => 0.034972
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][3] => 0.037559
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][4] => 0.013848
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][5] => 0.025894
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[1][6] => 0.030980
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][0] => 0.019840
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][1] => 0.034972
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][2] => 0.064399
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][3] => 0.060370
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][4] => 0.019373
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][5] => 0.040743
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[2][6] => 0.032429
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][0] => 0.023283
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][1] => 0.037559
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][2] => 0.060370
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][3] => 0.076272
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][4] => 0.021068
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][5] => 0.044142
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[3][6] => 0.034533
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][0] => 0.015471
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][1] => 0.013848
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][2] => 0.019373
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][3] => 0.021068
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][4] => 0.046296
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][5] => 0.017853
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[4][6] => 0.012596
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][0] => 0.017188
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][1] => 0.025894
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][2] => 0.040743
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][3] => 0.044142
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][4] => 0.017853
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][5] => 0.041993
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[5][6] => 0.025584
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][0] => 0.015384
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][1] => 0.030980
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][2] => 0.032429
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][3] => 0.034533
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][4] => 0.012596
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][5] => 0.025584
SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})[6][6] => 0.036663
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[0][0] => 60.437445
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[0][1] =>-6.593939
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[0][2] => 3.318010
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[0][3] =>-7.571976
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[0][4] =>-11.686154
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[0][5] =>-6.803466
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[0][6] =>-6.827866
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[1][0] =>-6.593939
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[1][1] => 66.807744
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[1][2] =>-8.404839
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[1][3] =>-6.429122
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[1][4] =>-0.851802
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[1][5] => 1.895671
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[1][6] =>-41.225235
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[2][0] => 3.318010
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[2][1] =>-8.404839
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[2][2] => 72.330489
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[2][3] =>-38.299446
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[2][4] =>-1.337211
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[2][5] =>-21.368236
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[2][6] =>-6.822934
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[3][0] =>-7.571976
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[3][1] =>-6.429122
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[3][2] =>-38.299446
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[3][3] => 59.859116
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[3][4] => 0.606809
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[3][5] =>-18.029516
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[3][6] =>-1.522478
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[4][0] =>-11.686154
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[4][1] =>-0.851802
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[4][2] =>-1.337211
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[4][3] => 0.606809
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[4][4] => 28.340319
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[4][5] =>-6.865827
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[4][6] => 1.289121
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[5][0] =>-6.803466
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[5][1] => 1.895671
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[5][2] =>-21.368236
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[5][3] =>-18.029516
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[5][4] =>-6.865827
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[5][5] => 76.490092
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[5][6] =>-13.881814
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[6][0] =>-6.827866
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[6][1] =>-41.225235
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[6][2] =>-6.822934
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[6][3] =>-1.522478
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[6][4] => 1.289121
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[6][5] =>-13.881814
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1)[6][6] => 81.688047
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1).PIHAT[0] => 1.5%
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1).PIHAT[1] => 2.1%
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1).PIHAT[2] =>-4.0%
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1).PIHAT[3] => 35.6%
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1).PIHAT[4] => 11.0%
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1).PIHAT[5] =>-9.6%
[SIGMA+TAU.(SIGMA-{SIGMA.PTRANSPOSE}.{P.SIGMA.PTRANSPOSE+OMEGA}^(-1).{P.SIGMA})]^(-1).PIHAT[6] => 58.6%
|----------------||
| EQUILIBRIUM ||
| RETURNS ||
|----------------||
| [AUS] => 03.9% ||
| [CAD] => 06.9% ||
| [FRA] => 08.4% ||
| [GER] => 09.0% ||
| [JPN] => 04.3% ||
| [UK ] => 06.8% ||
| [USA] => 07.6% ||
|----------------||
| BLACK LITERMAN ||
| RETURNS ||
|----------------||
| [AUS] => 04.3% ||
| [CAD] => 07.6% ||
| [FRA] => 09.3% ||
| [GER] => 11.1% ||
| [JPN] => 04.5% ||
| [UK ] => 07.0% ||
| [USA] => 08.1% ||
|----------------||
|----------------||
|-----------------||
| EQUILIBRIUM ||
| ALLOCATION ||
|-----------------||
| [AUS] => 01.5% ||
| [CAD] => 02.1% ||
| [FRA] => 05.0% ||
| [GER] => 05.2% ||
| [JPN] => 11.0% ||
| [UK ] => 11.8% ||
| [USA] => 58.6% ||
|-----------------||
|-----------------||
| BLACK LITERMAN ||
| ALLOCATION ||
|-----------------||
| [AUS] => 01.5% ||
| [CAD] => 02.1% ||
| [FRA] => -04.0% ||
| [GER] => 35.6% ||
| [JPN] => 11.0% ||
| [UK ] => -09.6% ||
| [USA] => 58.6% ||
|-----------------||
|------------------||
| BLACK LITERMAN ||
| ALLOCATION SHIFT ||
|------------------||
| [AUS] => -00.0% ||
| [CAD] => 00.0% ||
| [FRA] => -09.0% ||
| [GER] => 30.4% ||
| [JPN] => 00.0% ||
| [UK ] => -21.4% ||
| [USA] => -00.0% ||
|------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Finish Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 3 ms
| Run Duration => 75 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|------------------------||
| TAU => 0.05000000 ||
| DELTA => 0.00000000 ||
|------------------------||
|------------------------||
| ASSET EXCESS RETURNS ||
|------------------------||
| ID => EQ WT | VOL ||
|------------------------||
| [AUS] => 01.6% | 16.0% ||
| [CAD] => 02.2% | 20.3% ||
| [FRA] => 05.2% | 24.8% ||
| [GER] => 05.5% | 27.1% ||
| [JPN] => 11.6% | 21.0% ||
| [UK ] => 12.4% | 20.0% ||
| [USA] => 61.5% | 18.7% ||
|------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET CORRELATION MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 1.00000000 | 0.48800000 | 0.47800000 | 0.51500000 | 0.43900000 | 0.51200000 | 0.49100000 ||
| CAD | 0.48800000 | 1.00000000 | 0.66400000 | 0.65500000 | 0.31000000 | 0.60800000 | 0.77900000 ||
| FRA | 0.47800000 | 0.66400000 | 1.00000000 | 0.86100000 | 0.35500000 | 0.78300000 | 0.66800000 ||
| GER | 0.51500000 | 0.65500000 | 0.86100000 | 1.00000000 | 0.35400000 | 0.77700000 | 0.65300000 ||
| JPN | 0.43900000 | 0.31000000 | 0.35500000 | 0.35400000 | 1.00000000 | 0.40500000 | 0.30600000 ||
| UK | 0.51200000 | 0.60800000 | 0.78300000 | 0.77700000 | 0.40500000 | 1.00000000 | 0.65200000 ||
| USA | 0.49100000 | 0.77900000 | 0.66800000 | 0.65300000 | 0.30600000 | 0.65200000 | 1.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02560000 | 0.01585024 | 0.01896704 | 0.02233040 | 0.01475040 | 0.01638400 | 0.01469072 ||
| CAD | 0.01585024 | 0.04120900 | 0.03342842 | 0.03603352 | 0.01321530 | 0.02468480 | 0.02957162 ||
| FRA | 0.01896704 | 0.03342842 | 0.06150400 | 0.05786609 | 0.01848840 | 0.03883680 | 0.03097917 ||
| GER | 0.02233040 | 0.03603352 | 0.05786609 | 0.07344100 | 0.02014614 | 0.04211340 | 0.03309208 ||
| JPN | 0.01475040 | 0.01321530 | 0.01848840 | 0.02014614 | 0.04410000 | 0.01701000 | 0.01201662 ||
| UK | 0.01638400 | 0.02468480 | 0.03883680 | 0.04211340 | 0.01701000 | 0.04000000 | 0.02438480 ||
| USA | 0.01469072 | 0.02957162 | 0.03097917 | 0.03309208 | 0.01201662 | 0.02438480 | 0.03496900 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| VIEW SCOPING ASSET PROJECTION LOADING ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00000000 | 0.00000000 |-0.29500000 | 1.00000000 | 0.00000000 |-0.70500000 | 0.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00105000 | 5.00%
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| JOINT CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.00124824 | 0.00073878 | 0.00087273 | 0.00095305 | 0.00072098 | 0.00080415 | 0.00069311 ||
| CAD | 0.00073878 | 0.00196957 | 0.00154351 | 0.00152516 | 0.00063278 | 0.00120878 | 0.00140850 ||
| FRA | 0.00087273 | 0.00154351 | 0.00289517 | 0.00250413 | 0.00088504 | 0.00190601 | 0.00145032 ||
| GER | 0.00095305 | 0.00152516 | 0.00250413 | 0.00283077 | 0.00092217 | 0.00202821 | 0.00144139 ||
| JPN | 0.00072098 | 0.00063278 | 0.00088504 | 0.00092217 | 0.00219638 | 0.00084266 | 0.00057925 ||
| UK | 0.00080415 | 0.00120878 | 0.00190601 | 0.00202821 | 0.00084266 | 0.00199287 | 0.00119961 ||
| USA | 0.00069311 | 0.00140850 | 0.00145032 | 0.00144139 | 0.00057925 | 0.00119961 | 0.00169441 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| POSTERIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02684824 | 0.01658902 | 0.01983977 | 0.02328345 | 0.01547138 | 0.01718815 | 0.01538383 ||
| CAD | 0.01658902 | 0.04317857 | 0.03497192 | 0.03755868 | 0.01384808 | 0.02589358 | 0.03098012 ||
| FRA | 0.01983977 | 0.03497192 | 0.06439917 | 0.06037021 | 0.01937344 | 0.04074281 | 0.03242949 ||
| GER | 0.02328345 | 0.03755868 | 0.06037021 | 0.07627177 | 0.02106831 | 0.04414161 | 0.03453347 ||
| JPN | 0.01547138 | 0.01384808 | 0.01937344 | 0.02106831 | 0.04629638 | 0.01785266 | 0.01259587 ||
| UK | 0.01718815 | 0.02589358 | 0.04074281 | 0.04414161 | 0.01785266 | 0.04199287 | 0.02558441 ||
| USA | 0.01538383 | 0.03098012 | 0.03242949 | 0.03453347 | 0.01259587 | 0.02558441 | 0.03666341 ||
|------------------------------------------------------------------------------------------------||
|------------------------||
| JOINT/POSTERIOR RETURN ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 04.3% | 04.3% ||
| [CAD] => 07.6% | 07.6% ||
| [FRA] => 09.3% | 09.3% ||
| [GER] => 11.1% | 11.0% ||
| [JPN] => 04.5% | 04.5% ||
| [UK ] => 07.0% | 07.0% ||
| [USA] => 08.1% | 08.1% ||
|------------------------||
|------------------------||
| OPTIMAL POSTERIOR WTS. ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 01.5% | 01.5% ||
| [CAD] => 02.1% | 02.1% ||
| [FRA] =>-04.0% |-04.0% ||
| [GER] => 35.6% | 35.4% ||
| [JPN] => 11.0% | 11.0% ||
| [UK ] =>-09.6% |-09.5% ||
| [USA] => 58.6% | 58.6% ||
|------------------------||
|------------------------||
| POSTERIOR DEVIATION ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] =>-00.0% | 00.0% ||
| [CAD] => 00.0% | 00.0% ||
| [FRA] =>-09.0% |-08.9% ||
| [GER] => 30.4% | 30.2% ||
| [JPN] => 00.0% | 00.0% ||
| [UK ] =>-21.4% |-21.3% ||
| [USA] => 00.0% | 00.0% ||
|------------------------||
|-----------------------------------------------------------------||
| POSTERIOR DEVIATION WEIGHTS ATTRIBUTION ||
|-----------------------------------------------------------------||
| VIEW NUM => INTRA | INTER | PRIOR | CUMUL | BAYES | RECON ||
|-----------------------------------------------------------------||
| VIEW #1 => -0.165 | 0.952 | -0.468 | 0.319 | 0.304 | 0.302 ||
|-----------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Finish Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 1 ms
| Run Duration => 83 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|------------------------||
| TAU => 0.05000000 ||
| DELTA => 2.50000000 ||
|------------------------||
|------------------------||
| ASSET EXCESS RETURNS ||
|------------------------||
| ID => EQ WT | VOL ||
|------------------------||
| [AUS] => 01.6% | 16.0% ||
| [CAD] => 02.2% | 20.3% ||
| [FRA] => 05.2% | 24.8% ||
| [GER] => 05.5% | 27.1% ||
| [JPN] => 11.6% | 21.0% ||
| [UK ] => 12.4% | 20.0% ||
| [USA] => 61.5% | 18.7% ||
|------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET CORRELATION MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 1.00000000 | 0.48800000 | 0.47800000 | 0.51500000 | 0.43900000 | 0.51200000 | 0.49100000 ||
| CAD | 0.48800000 | 1.00000000 | 0.66400000 | 0.65500000 | 0.31000000 | 0.60800000 | 0.77900000 ||
| FRA | 0.47800000 | 0.66400000 | 1.00000000 | 0.86100000 | 0.35500000 | 0.78300000 | 0.66800000 ||
| GER | 0.51500000 | 0.65500000 | 0.86100000 | 1.00000000 | 0.35400000 | 0.77700000 | 0.65300000 ||
| JPN | 0.43900000 | 0.31000000 | 0.35500000 | 0.35400000 | 1.00000000 | 0.40500000 | 0.30600000 ||
| UK | 0.51200000 | 0.60800000 | 0.78300000 | 0.77700000 | 0.40500000 | 1.00000000 | 0.65200000 ||
| USA | 0.49100000 | 0.77900000 | 0.66800000 | 0.65300000 | 0.30600000 | 0.65200000 | 1.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02560000 | 0.01585024 | 0.01896704 | 0.02233040 | 0.01475040 | 0.01638400 | 0.01469072 ||
| CAD | 0.01585024 | 0.04120900 | 0.03342842 | 0.03603352 | 0.01321530 | 0.02468480 | 0.02957162 ||
| FRA | 0.01896704 | 0.03342842 | 0.06150400 | 0.05786609 | 0.01848840 | 0.03883680 | 0.03097917 ||
| GER | 0.02233040 | 0.03603352 | 0.05786609 | 0.07344100 | 0.02014614 | 0.04211340 | 0.03309208 ||
| JPN | 0.01475040 | 0.01321530 | 0.01848840 | 0.02014614 | 0.04410000 | 0.01701000 | 0.01201662 ||
| UK | 0.01638400 | 0.02468480 | 0.03883680 | 0.04211340 | 0.01701000 | 0.04000000 | 0.02438480 ||
| USA | 0.01469072 | 0.02957162 | 0.03097917 | 0.03309208 | 0.01201662 | 0.02438480 | 0.03496900 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| VIEW SCOPING ASSET PROJECTION LOADING ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00000000 | 0.00000000 |-0.29500000 | 1.00000000 | 0.00000000 |-0.70500000 | 0.00000000 ||
| #1 | 0.00000000 | 1.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |-1.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00105000 | 0.00000000 | 5.00%
| #1 | 0.00000000 | 0.00085000 | 3.00%
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| JOINT CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.00124701 | 0.00072368 | 0.00087022 | 0.00095079 | 0.00071954 | 0.00080390 | 0.00070080 ||
| CAD | 0.00072368 | 0.00178406 | 0.00151270 | 0.00149747 | 0.00061508 | 0.00120575 | 0.00150303 ||
| FRA | 0.00087022 | 0.00151270 | 0.00289005 | 0.00249953 | 0.00088210 | 0.00190550 | 0.00146602 ||
| GER | 0.00095079 | 0.00149747 | 0.00249953 | 0.00282663 | 0.00091953 | 0.00202776 | 0.00145550 ||
| JPN | 0.00071954 | 0.00061508 | 0.00088210 | 0.00091953 | 0.00219470 | 0.00084237 | 0.00058827 ||
| UK | 0.00080390 | 0.00120575 | 0.00190550 | 0.00202776 | 0.00084237 | 0.00199282 | 0.00120115 ||
| USA | 0.00070080 | 0.00150303 | 0.00146602 | 0.00145550 | 0.00058827 | 0.00120115 | 0.00164624 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| POSTERIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02684701 | 0.01657392 | 0.01983726 | 0.02328119 | 0.01546994 | 0.01718790 | 0.01539152 ||
| CAD | 0.01657392 | 0.04299306 | 0.03494111 | 0.03753098 | 0.01383038 | 0.02589055 | 0.03107465 ||
| FRA | 0.01983726 | 0.03494111 | 0.06439405 | 0.06036561 | 0.01937050 | 0.04074230 | 0.03244519 ||
| GER | 0.02328119 | 0.03753098 | 0.06036561 | 0.07626763 | 0.02106567 | 0.04414116 | 0.03454758 ||
| JPN | 0.01546994 | 0.01383038 | 0.01937050 | 0.02106567 | 0.04629470 | 0.01785237 | 0.01260489 ||
| UK | 0.01718790 | 0.02589055 | 0.04074230 | 0.04414116 | 0.01785237 | 0.04199282 | 0.02558595 ||
| USA | 0.01539152 | 0.03107465 | 0.03244519 | 0.03454758 | 0.01260489 | 0.02558595 | 0.03661524 ||
|------------------------------------------------------------------------------------------------||
|------------------------||
| JOINT/POSTERIOR RETURN ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 04.4% | 04.4% ||
| [CAD] => 08.7% | 08.7% ||
| [FRA] => 09.5% | 09.5% ||
| [GER] => 11.2% | 11.2% ||
| [JPN] => 04.6% | 04.6% ||
| [UK ] => 07.0% | 07.0% ||
| [USA] => 07.5% | 07.5% ||
|------------------------||
|------------------------||
| OPTIMAL POSTERIOR WTS. ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 01.5% | 01.5% ||
| [CAD] => 41.9% | 41.9% ||
| [FRA] =>-03.5% |-03.4% ||
| [GER] => 33.8% | 33.6% ||
| [JPN] => 11.0% | 11.0% ||
| [UK ] =>-08.3% |-08.2% ||
| [USA] => 18.8% | 18.8% ||
|------------------------||
|------------------------||
| POSTERIOR DEVIATION ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 00.0% | 00.0% ||
| [CAD] => 39.8% | 39.8% ||
| [FRA] =>-08.4% |-08.4% ||
| [GER] => 28.6% | 28.4% ||
| [JPN] =>-00.0% | 00.0% ||
| [UK ] =>-20.1% |-20.0% ||
| [USA] =>-39.8% |-39.8% ||
|------------------------||
|-----------------------------------------------------------------||
| POSTERIOR DEVIATION WEIGHTS ATTRIBUTION ||
|-----------------------------------------------------------------||
| VIEW NUM => INTRA | INTER | PRIOR | CUMUL | RECON | BAYES ||
|-----------------------------------------------------------------||
| VIEW #1 => -0.169 | 0.952 | -0.484 | 0.300 | 0.298 | 0.286 ||
| VIEW #2 => 0.084 | 0.706 | -0.372 | 0.418 | 0.418 | 0.398 ||
|-----------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Finish Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 1 ms
| Run Duration => 2 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|------------------------||
| TAU => 0.05000000 ||
| DELTA => 2.50000000 ||
|------------------------||
|------------------------||
| ASSET EXCESS RETURNS ||
|------------------------||
| ID => EQ WT | VOL ||
|------------------------||
| [AUS] => 01.6% | 16.0% ||
| [CAD] => 02.2% | 20.3% ||
| [FRA] => 05.2% | 24.8% ||
| [GER] => 05.5% | 27.1% ||
| [JPN] => 11.6% | 21.0% ||
| [UK ] => 12.4% | 20.0% ||
| [USA] => 61.5% | 18.7% ||
|------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET CORRELATION MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 1.00000000 | 0.48800000 | 0.47800000 | 0.51500000 | 0.43900000 | 0.51200000 | 0.49100000 ||
| CAD | 0.48800000 | 1.00000000 | 0.66400000 | 0.65500000 | 0.31000000 | 0.60800000 | 0.77900000 ||
| FRA | 0.47800000 | 0.66400000 | 1.00000000 | 0.86100000 | 0.35500000 | 0.78300000 | 0.66800000 ||
| GER | 0.51500000 | 0.65500000 | 0.86100000 | 1.00000000 | 0.35400000 | 0.77700000 | 0.65300000 ||
| JPN | 0.43900000 | 0.31000000 | 0.35500000 | 0.35400000 | 1.00000000 | 0.40500000 | 0.30600000 ||
| UK | 0.51200000 | 0.60800000 | 0.78300000 | 0.77700000 | 0.40500000 | 1.00000000 | 0.65200000 ||
| USA | 0.49100000 | 0.77900000 | 0.66800000 | 0.65300000 | 0.30600000 | 0.65200000 | 1.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02560000 | 0.01585024 | 0.01896704 | 0.02233040 | 0.01475040 | 0.01638400 | 0.01469072 ||
| CAD | 0.01585024 | 0.04120900 | 0.03342842 | 0.03603352 | 0.01321530 | 0.02468480 | 0.02957162 ||
| FRA | 0.01896704 | 0.03342842 | 0.06150400 | 0.05786609 | 0.01848840 | 0.03883680 | 0.03097917 ||
| GER | 0.02233040 | 0.03603352 | 0.05786609 | 0.07344100 | 0.02014614 | 0.04211340 | 0.03309208 ||
| JPN | 0.01475040 | 0.01321530 | 0.01848840 | 0.02014614 | 0.04410000 | 0.01701000 | 0.01201662 ||
| UK | 0.01638400 | 0.02468480 | 0.03883680 | 0.04211340 | 0.01701000 | 0.04000000 | 0.02438480 ||
| USA | 0.01469072 | 0.02957162 | 0.03097917 | 0.03309208 | 0.01201662 | 0.02438480 | 0.03496900 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| VIEW SCOPING ASSET PROJECTION LOADING ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00000000 | 0.00000000 |-0.29500000 | 1.00000000 | 0.00000000 |-0.70500000 | 0.00000000 ||
| #1 | 0.00000000 | 1.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |-1.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00105000 | 0.00000000 | 5.00%
| #1 | 0.00000000 | 0.00085000 | 4.00%
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| JOINT CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.00124701 | 0.00072368 | 0.00087022 | 0.00095079 | 0.00071954 | 0.00080390 | 0.00070080 ||
| CAD | 0.00072368 | 0.00178406 | 0.00151270 | 0.00149747 | 0.00061508 | 0.00120575 | 0.00150303 ||
| FRA | 0.00087022 | 0.00151270 | 0.00289005 | 0.00249953 | 0.00088210 | 0.00190550 | 0.00146602 ||
| GER | 0.00095079 | 0.00149747 | 0.00249953 | 0.00282663 | 0.00091953 | 0.00202776 | 0.00145550 ||
| JPN | 0.00071954 | 0.00061508 | 0.00088210 | 0.00091953 | 0.00219470 | 0.00084237 | 0.00058827 ||
| UK | 0.00080390 | 0.00120575 | 0.00190550 | 0.00202776 | 0.00084237 | 0.00199282 | 0.00120115 ||
| USA | 0.00070080 | 0.00150303 | 0.00146602 | 0.00145550 | 0.00058827 | 0.00120115 | 0.00164624 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| POSTERIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02684701 | 0.01657392 | 0.01983726 | 0.02328119 | 0.01546994 | 0.01718790 | 0.01539152 ||
| CAD | 0.01657392 | 0.04299306 | 0.03494111 | 0.03753098 | 0.01383038 | 0.02589055 | 0.03107465 ||
| FRA | 0.01983726 | 0.03494111 | 0.06439405 | 0.06036561 | 0.01937050 | 0.04074230 | 0.03244519 ||
| GER | 0.02328119 | 0.03753098 | 0.06036561 | 0.07626763 | 0.02106567 | 0.04414116 | 0.03454758 ||
| JPN | 0.01546994 | 0.01383038 | 0.01937050 | 0.02106567 | 0.04629470 | 0.01785237 | 0.01260489 ||
| UK | 0.01718790 | 0.02589055 | 0.04074230 | 0.04414116 | 0.01785237 | 0.04199282 | 0.02558595 ||
| USA | 0.01539152 | 0.03107465 | 0.03244519 | 0.03454758 | 0.01260489 | 0.02558595 | 0.03661524 ||
|------------------------------------------------------------------------------------------------||
|------------------------||
| JOINT/POSTERIOR RETURN ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 04.5% | 04.4% ||
| [CAD] => 09.1% | 09.1% ||
| [FRA] => 09.5% | 09.5% ||
| [GER] => 11.3% | 11.3% ||
| [JPN] => 04.6% | 04.6% ||
| [UK ] => 07.0% | 07.0% ||
| [USA] => 07.3% | 07.3% ||
|------------------------||
|------------------------||
| OPTIMAL POSTERIOR WTS. ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 01.5% | 01.5% ||
| [CAD] => 53.4% | 53.3% ||
| [FRA] =>-03.3% |-03.3% ||
| [GER] => 33.3% | 33.1% ||
| [JPN] => 11.0% | 11.0% ||
| [UK ] =>-07.9% |-07.8% ||
| [USA] => 07.3% | 07.3% ||
|------------------------||
|------------------------||
| POSTERIOR DEVIATION ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 00.0% | 00.0% ||
| [CAD] => 51.3% | 51.3% ||
| [FRA] =>-08.3% |-08.2% ||
| [GER] => 28.0% | 27.8% ||
| [JPN] =>-00.0% | 00.0% ||
| [UK ] =>-19.8% |-19.6% ||
| [USA] =>-51.3% |-51.3% ||
|------------------------||
|-----------------------------------------------------------------||
| POSTERIOR DEVIATION WEIGHTS ATTRIBUTION ||
|-----------------------------------------------------------------||
| VIEW NUM => INTRA | INTER | PRIOR | CUMUL | RECON | BAYES ||
|-----------------------------------------------------------------||
| VIEW #1 => -0.169 | 0.952 | -0.489 | 0.294 | 0.292 | 0.280 ||
| VIEW #2 => 0.084 | 0.941 | -0.486 | 0.539 | 0.538 | 0.513 ||
|-----------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Finish Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 1 ms
| Run Duration => 1 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 4 ms
|-----------------------------------------------------------------|
|------------------------||
| TAU => 0.05000000 ||
| DELTA => 2.50000000 ||
|------------------------||
|------------------------||
| ASSET EXCESS RETURNS ||
|------------------------||
| ID => EQ WT | VOL ||
|------------------------||
| [AUS] => 01.6% | 16.0% ||
| [CAD] => 02.2% | 20.3% ||
| [FRA] => 05.2% | 24.8% ||
| [GER] => 05.5% | 27.1% ||
| [JPN] => 11.6% | 21.0% ||
| [UK ] => 12.4% | 20.0% ||
| [USA] => 61.5% | 18.7% ||
|------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET CORRELATION MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 1.00000000 | 0.48800000 | 0.47800000 | 0.51500000 | 0.43900000 | 0.51200000 | 0.49100000 ||
| CAD | 0.48800000 | 1.00000000 | 0.66400000 | 0.65500000 | 0.31000000 | 0.60800000 | 0.77900000 ||
| FRA | 0.47800000 | 0.66400000 | 1.00000000 | 0.86100000 | 0.35500000 | 0.78300000 | 0.66800000 ||
| GER | 0.51500000 | 0.65500000 | 0.86100000 | 1.00000000 | 0.35400000 | 0.77700000 | 0.65300000 ||
| JPN | 0.43900000 | 0.31000000 | 0.35500000 | 0.35400000 | 1.00000000 | 0.40500000 | 0.30600000 ||
| UK | 0.51200000 | 0.60800000 | 0.78300000 | 0.77700000 | 0.40500000 | 1.00000000 | 0.65200000 ||
| USA | 0.49100000 | 0.77900000 | 0.66800000 | 0.65300000 | 0.30600000 | 0.65200000 | 1.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02560000 | 0.01585024 | 0.01896704 | 0.02233040 | 0.01475040 | 0.01638400 | 0.01469072 ||
| CAD | 0.01585024 | 0.04120900 | 0.03342842 | 0.03603352 | 0.01321530 | 0.02468480 | 0.02957162 ||
| FRA | 0.01896704 | 0.03342842 | 0.06150400 | 0.05786609 | 0.01848840 | 0.03883680 | 0.03097917 ||
| GER | 0.02233040 | 0.03603352 | 0.05786609 | 0.07344100 | 0.02014614 | 0.04211340 | 0.03309208 ||
| JPN | 0.01475040 | 0.01321530 | 0.01848840 | 0.02014614 | 0.04410000 | 0.01701000 | 0.01201662 ||
| UK | 0.01638400 | 0.02468480 | 0.03883680 | 0.04211340 | 0.01701000 | 0.04000000 | 0.02438480 ||
| USA | 0.01469072 | 0.02957162 | 0.03097917 | 0.03309208 | 0.01201662 | 0.02438480 | 0.03496900 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| VIEW SCOPING ASSET PROJECTION LOADING ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00000000 | 0.00000000 |-0.29500000 | 1.00000000 | 0.00000000 |-0.70500000 | 0.00000000 ||
| #1 | 0.00000000 | 1.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |-1.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00215000 | 0.00000000 | 5.00%
| #1 | 0.00000000 | 0.00085000 | 4.00%
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| JOINT CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.00125764 | 0.00074048 | 0.00089557 | 0.00100588 | 0.00072500 | 0.00080897 | 0.00071551 ||
| CAD | 0.00074048 | 0.00181060 | 0.00155275 | 0.00158449 | 0.00062372 | 0.00121376 | 0.00152628 ||
| FRA | 0.00089557 | 0.00155275 | 0.00295049 | 0.00263086 | 0.00089512 | 0.00191759 | 0.00150111 ||
| GER | 0.00100588 | 0.00158449 | 0.00263086 | 0.00311203 | 0.00094784 | 0.00205402 | 0.00153174 ||
| JPN | 0.00072500 | 0.00062372 | 0.00089512 | 0.00094784 | 0.00219750 | 0.00084498 | 0.00059583 ||
| UK | 0.00080897 | 0.00121376 | 0.00191759 | 0.00205402 | 0.00084498 | 0.00199523 | 0.00120817 ||
| USA | 0.00071551 | 0.00152628 | 0.00150111 | 0.00153174 | 0.00059583 | 0.00120817 | 0.00166660 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| POSTERIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02685764 | 0.01659072 | 0.01986261 | 0.02333628 | 0.01547540 | 0.01719297 | 0.01540623 ||
| CAD | 0.01659072 | 0.04301960 | 0.03498116 | 0.03761801 | 0.01383902 | 0.02589856 | 0.03109790 ||
| FRA | 0.01986261 | 0.03498116 | 0.06445449 | 0.06049695 | 0.01938352 | 0.04075439 | 0.03248027 ||
| GER | 0.02333628 | 0.03761801 | 0.06049695 | 0.07655303 | 0.02109398 | 0.04416742 | 0.03462382 ||
| JPN | 0.01547540 | 0.01383902 | 0.01938352 | 0.02109398 | 0.04629750 | 0.01785498 | 0.01261245 ||
| UK | 0.01719297 | 0.02589856 | 0.04075439 | 0.04416742 | 0.01785498 | 0.04199523 | 0.02559297 ||
| USA | 0.01540623 | 0.03109790 | 0.03248027 | 0.03462382 | 0.01261245 | 0.02559297 | 0.03663560 ||
|------------------------------------------------------------------------------------------------||
|------------------------||
| JOINT/POSTERIOR RETURN ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 04.3% | 04.3% ||
| [CAD] => 08.9% | 08.9% ||
| [FRA] => 09.3% | 09.3% ||
| [GER] => 10.6% | 10.6% ||
| [JPN] => 04.6% | 04.6% ||
| [UK ] => 06.9% | 06.9% ||
| [USA] => 07.1% | 07.2% ||
|------------------------||
|------------------------||
| OPTIMAL POSTERIOR WTS. ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 01.5% | 01.5% ||
| [CAD] => 54.0% | 53.9% ||
| [FRA] =>-00.4% |-00.5% ||
| [GER] => 23.5% | 23.6% ||
| [JPN] => 11.0% | 11.0% ||
| [UK ] =>-01.1% |-01.1% ||
| [USA] => 06.7% | 06.8% ||
|------------------------||
|------------------------||
| POSTERIOR DEVIATION ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 00.0% | 00.0% ||
| [CAD] => 51.9% | 51.8% ||
| [FRA] =>-05.4% |-05.4% ||
| [GER] => 18.3% | 18.4% ||
| [JPN] => 00.0% | 00.0% ||
| [UK ] =>-12.9% |-13.0% ||
| [USA] =>-51.9% |-51.8% ||
|------------------------||
|-----------------------------------------------------------------||
| POSTERIOR DEVIATION WEIGHTS ATTRIBUTION ||
|-----------------------------------------------------------------||
| VIEW NUM => INTRA | INTER | PRIOR | CUMUL | RECON | BAYES ||
|-----------------------------------------------------------------||
| VIEW #1 => -0.110 | 0.465 | -0.163 | 0.192 | 0.193 | 0.183 ||
| VIEW #2 => 0.080 | 0.941 | -0.477 | 0.544 | 0.544 | 0.519 ||
|-----------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Finish Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 4 ms
| Run Duration => 2 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|------------------------||
| TAU => 0.05000000 ||
| DELTA => 2.50000000 ||
|------------------------||
|------------------------||
| ASSET EXCESS RETURNS ||
|------------------------||
| ID => EQ WT | VOL ||
|------------------------||
| [AUS] => 01.6% | 16.0% ||
| [CAD] => 02.2% | 20.3% ||
| [FRA] => 05.2% | 24.8% ||
| [GER] => 05.5% | 27.1% ||
| [JPN] => 11.6% | 21.0% ||
| [UK ] => 12.4% | 20.0% ||
| [USA] => 61.5% | 18.7% ||
|------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET CORRELATION MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 1.00000000 | 0.48800000 | 0.47800000 | 0.51500000 | 0.43900000 | 0.51200000 | 0.49100000 ||
| CAD | 0.48800000 | 1.00000000 | 0.66400000 | 0.65500000 | 0.31000000 | 0.60800000 | 0.77900000 ||
| FRA | 0.47800000 | 0.66400000 | 1.00000000 | 0.86100000 | 0.35500000 | 0.78300000 | 0.66800000 ||
| GER | 0.51500000 | 0.65500000 | 0.86100000 | 1.00000000 | 0.35400000 | 0.77700000 | 0.65300000 ||
| JPN | 0.43900000 | 0.31000000 | 0.35500000 | 0.35400000 | 1.00000000 | 0.40500000 | 0.30600000 ||
| UK | 0.51200000 | 0.60800000 | 0.78300000 | 0.77700000 | 0.40500000 | 1.00000000 | 0.65200000 ||
| USA | 0.49100000 | 0.77900000 | 0.66800000 | 0.65300000 | 0.30600000 | 0.65200000 | 1.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| PRIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02560000 | 0.01585024 | 0.01896704 | 0.02233040 | 0.01475040 | 0.01638400 | 0.01469072 ||
| CAD | 0.01585024 | 0.04120900 | 0.03342842 | 0.03603352 | 0.01321530 | 0.02468480 | 0.02957162 ||
| FRA | 0.01896704 | 0.03342842 | 0.06150400 | 0.05786609 | 0.01848840 | 0.03883680 | 0.03097917 ||
| GER | 0.02233040 | 0.03603352 | 0.05786609 | 0.07344100 | 0.02014614 | 0.04211340 | 0.03309208 ||
| JPN | 0.01475040 | 0.01321530 | 0.01848840 | 0.02014614 | 0.04410000 | 0.01701000 | 0.01201662 ||
| UK | 0.01638400 | 0.02468480 | 0.03883680 | 0.04211340 | 0.01701000 | 0.04000000 | 0.02438480 ||
| USA | 0.01469072 | 0.02957162 | 0.03097917 | 0.03309208 | 0.01201662 | 0.02438480 | 0.03496900 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| VIEW SCOPING ASSET PROJECTION LOADING ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00000000 | 0.00000000 |-0.29500000 | 1.00000000 | 0.00000000 |-0.70500000 | 0.00000000 ||
| #1 | 0.00000000 | 1.00000000 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |-1.00000000 ||
| #2 | 0.00000000 | 1.00000000 | 0.00000000 | 0.00000000 |-1.00000000 | 0.00000000 | 0.00000000 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| #0 | 0.00215000 | 0.00000000 | 0.00000000 | 5.00%
| #1 | 0.00000000 | 0.00085000 | 0.00000000 | 4.00%
| #2 | 0.00000000 | 0.00000000 | 0.00295000 | 4.12%
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| JOINT CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.00125760 | 0.00073726 | 0.00089379 | 0.00100415 | 0.00072927 | 0.00080797 | 0.00071299 ||
| CAD | 0.00073726 | 0.00156392 | 0.00141607 | 0.00145217 | 0.00095081 | 0.00113711 | 0.00133290 ||
| FRA | 0.00089379 | 0.00141607 | 0.00287476 | 0.00255755 | 0.00107636 | 0.00187512 | 0.00139396 ||
| GER | 0.00100415 | 0.00145217 | 0.00255755 | 0.00304105 | 0.00112329 | 0.00201290 | 0.00142801 ||
| JPN | 0.00072927 | 0.00095081 | 0.00107636 | 0.00112329 | 0.00176379 | 0.00094661 | 0.00085225 ||
| UK | 0.00080797 | 0.00113711 | 0.00187512 | 0.00201290 | 0.00094661 | 0.00197142 | 0.00114808 ||
| USA | 0.00071299 | 0.00133290 | 0.00139396 | 0.00142801 | 0.00085225 | 0.00114808 | 0.00151501 ||
|------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------||
| POSTERIOR CROSS ASSET COVARIANCE MATRIX ||
|------------------------------------------------------------------------------------------------||
| | AUS | CAD | FRA | GER | JPN | UK | USA ||
|------------------------------------------------------------------------------------------------||
| AUS | 0.02685760 | 0.01658750 | 0.01986083 | 0.02333455 | 0.01547967 | 0.01719197 | 0.01540371 ||
| CAD | 0.01658750 | 0.04277292 | 0.03484448 | 0.03748569 | 0.01416611 | 0.02582191 | 0.03090452 ||
| FRA | 0.01986083 | 0.03484448 | 0.06437876 | 0.06042363 | 0.01956476 | 0.04071192 | 0.03237313 ||
| GER | 0.02333455 | 0.03748569 | 0.06042363 | 0.07648205 | 0.02126943 | 0.04412630 | 0.03452009 ||
| JPN | 0.01547967 | 0.01416611 | 0.01956476 | 0.02126943 | 0.04586379 | 0.01795661 | 0.01286887 ||
| UK | 0.01719197 | 0.02582191 | 0.04071192 | 0.04412630 | 0.01795661 | 0.04197142 | 0.02553288 ||
| USA | 0.01540371 | 0.03090452 | 0.03237313 | 0.03452009 | 0.01286887 | 0.02553288 | 0.03648401 ||
|------------------------------------------------------------------------------------------------||
|------------------------||
| JOINT/POSTERIOR RETURN ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 04.3% | 04.3% ||
| [CAD] => 08.8% | 08.9% ||
| [FRA] => 09.2% | 09.3% ||
| [GER] => 10.6% | 10.6% ||
| [JPN] => 04.6% | 04.6% ||
| [UK ] => 06.9% | 06.9% ||
| [USA] => 07.1% | 07.2% ||
|------------------------||
|------------------------||
| OPTIMAL POSTERIOR WTS. ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 01.5% | 01.5% ||
| [CAD] => 54.0% | 53.9% ||
| [FRA] =>-00.4% |-00.5% ||
| [GER] => 23.5% | 23.6% ||
| [JPN] => 11.0% | 11.0% ||
| [UK ] =>-01.1% |-01.1% ||
| [USA] => 06.7% | 06.8% ||
|------------------------||
|------------------------||
| POSTERIOR DEVIATION ||
|------------------------||
| ID => RIOC | HL99 ||
|------------------------||
| [AUS] => 00.0% | 00.0% ||
| [CAD] => 51.9% | 51.8% ||
| [FRA] =>-05.4% |-05.4% ||
| [GER] => 18.3% | 18.4% ||
| [JPN] =>-00.0% | 00.0% ||
| [UK ] =>-12.9% |-13.0% ||
| [USA] =>-51.9% |-51.8% ||
|------------------------||
|-----------------------------------------------------------------||
| POSTERIOR DEVIATION WEIGHTS ATTRIBUTION ||
|-----------------------------------------------------------------||
| VIEW NUM => INTRA | INTER | PRIOR | CUMUL | RECON | BAYES ||
|-----------------------------------------------------------------||
| VIEW #1 => -0.103 | 0.465 | -0.171 | 0.192 | 0.193 | 0.183 ||
| VIEW #2 => 0.107 | 0.941 | -0.504 | 0.544 | 0.544 | 0.519 ||
| VIEW #3 => -0.091 | 0.279 | -0.189 | 0.000 | 0.000 | 0.000 ||
|-----------------------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 00:35:08 EST 2020
| Setup Time => Mon Jan 27 00:35:08 EST 2020
| Finish Time => Mon Jan 27 00:35:08 EST 2020
| Setup Duration => 1 ms
| Run Duration => 2 ms
|-----------------------------------------------------------------|