An implementation of the Black-Litterman Model and Atilio Meucci's copula opinion pooling framework.
| Version: | 0.3.2 |
| Imports: | methods, MASS, quadprog, RUnit (≥ 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio (≥ 3011.81) |
| Suggests: | sn, corpcor, mnormt |
| Published: | 2020-02-09 |
| Author: | Francisco Gochez, Richard Chandler-Mant, Suchen Jin, Jinjing Xie |
| Maintainer: | Ava Yang <ayang at mango-solutions.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | BLCOP results |
| Reference manual: | BLCOP.pdf |
| Vignettes: |
"Overview of the BLCOP package" |
| Package source: | BLCOP_0.3.2.tar.gz |
| Windows binaries: | r-devel: BLCOP_0.3.2.zip, r-release: BLCOP_0.3.2.zip, r-oldrel: BLCOP_0.3.2.zip |
| macOS binaries: | r-release: BLCOP_0.3.2.tgz, r-oldrel: BLCOP_0.3.2.tgz |
| Old sources: | BLCOP archive |
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