An implementation of the Black-Litterman Model and Atilio Meucci's copula opinion pooling framework. This should be regarded as a beta release.
| Version: | 0.2.2 |
| Depends: | methods, RUnit, MASS, quadprog, corpcor, sn |
| Date: | 20/08/2008 |
| Author: | Francisco Gochez |
| Maintainer: | Mango Solutions <support at mango-solutions.com> |
| License: | GPL-3 |
| CRAN checks: | BLCOP results |
Downloads:
| Package source: | BLCOP_0.2.2.tar.gz |
| MacOS X binary: | BLCOP_0.2.2.tgz |
| Windows binary: | BLCOP_0.2.2.zip |
| Reference manual: | BLCOP.pdf |
| Vignettes: |
"Overview of the BLCOP package" |