An implementation of the Black-Litterman Model and Atilio Meucci's copula opinion pooling framework.
Version: | 0.3.1 |
Depends: | methods, MASS, quadprog |
Imports: | RUnit (≥ 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio (≥ 3011.81) |
Suggests: | sn, corpcor, mnormt |
Published: | 2015-02-04 |
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_0.3.1.tar.gz |
Windows binaries: | r-devel: BLCOP_0.3.1.zip, r-release: BLCOP_0.3.1.zip, r-oldrel: BLCOP_0.3.1.zip |
OS X El Capitan binaries: | r-release: not available |
OS X Mavericks binaries: | r-oldrel: BLCOP_0.3.1.tgz |
Old sources: | BLCOP archive |
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