Posterior distribution in the Black-Litterman model is computed from a prior distribution given in the form of a time series of asset returns and a continuous distribution of views provided by the user as an external function.
Version: 1.0.2 Depends: R (≥ 3.3.0) Suggests: mvtnorm, testthat Published: 2017-03-29 DOI: 10.32614/CRAN.package.BLModel Author: Andrzej Palczewski [aut, cre], Jan Palczewski [aut], Alicja Gosiewska [ctb] Maintainer: Andrzej Palczewski <A.Palczewski at mimuw.edu.pl> License: GNU General Public License version 3 NeedsCompilation: no In views: Finance CRAN checks: BLModel results Documentation: Reference manual: BLModel.pdf Downloads: Package source: BLModel_1.0.2.tar.gz Windows binaries: r-devel: BLModel_1.0.2.zip, r-release: BLModel_1.0.2.zip, r-oldrel: BLModel_1.0.2.zip macOS binaries: r-release (arm64): BLModel_1.0.2.tgz, r-oldrel (arm64): BLModel_1.0.2.tgz, r-release (x86_64): BLModel_1.0.2.tgz, r-oldrel (x86_64): BLModel_1.0.2.tgz Linking:Please use the canonical form https://CRAN.R-project.org/package=BLModel to link to this page.
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