BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks

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

Downloads:

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 Snow Leopard binaries: r-release: not available, r-oldrel: BLCOP_0.3.1.tgz
OS X Mavericks binaries: r-release: not available
Old sources: BLCOP archive