The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks

An implementation of the Black-Litterman Model and Attilio Meucci's copula opinion pooling framework as described in Meucci, Attilio (2005) <doi:10.2139/ssrn.848407>, Meucci, Attilio (2006) <doi:10.2139/ssrn.872577> and Meucci, Attilio (2008) <doi:10.2139/ssrn.1117574>.

Version: 0.3.3
Imports: methods, MASS, quadprog, RUnit (≥ 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio (≥ 3011.81), rmarkdown, knitr
Suggests: sn, corpcor, mnormt
Published: 2021-01-25
DOI: 10.32614/CRAN.package.BLCOP
Author: Francisco Gochez [aut], Richard Chandler-Mant [aut], Suchen Jin [aut], Jinjing Xie [aut], Ava Yang [ctb] (Previous maintainer), Joe Russell [cre]
Maintainer: Joe Russell <jrussell at mango-solutions.com>
BugReports: https://github.com/mangothecat/BLCOP/issues
License: MIT + file LICENSE
URL: https://github.com/mangothecat/BLCOP
NeedsCompilation: no
Materials: README NEWS
CRAN checks: BLCOP results

Documentation:

Reference manual: BLCOP.pdf
Vignettes: Notes on the BLCOP Package

Downloads:

Package source: BLCOP_0.3.3.tar.gz
Windows binaries: r-devel: BLCOP_0.3.3.zip, r-release: BLCOP_0.3.3.zip, r-oldrel: BLCOP_0.3.3.zip
macOS binaries: r-release (arm64): BLCOP_0.3.3.tgz, r-oldrel (arm64): BLCOP_0.3.3.tgz, r-release (x86_64): BLCOP_0.3.3.tgz, r-oldrel (x86_64): BLCOP_0.3.3.tgz
Old sources: BLCOP archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=BLCOP to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.