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BLModel: Black-Litterman Posterior Distribution

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.

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.
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