BLCOP0.3.3 package

Create or add to a BLViews object

Extract various fields of view or posterior objects

Global package options

BLposterior

Class "BLResult": posterior of a market distribution in the Black-Litt...

Class "BLViews" (Black-Litterman views)

Compute CAPM alphas for a set of assets

Calculate the posterior distribution of the market using copula opinio...

Class "COPResult"

Class "COPViews" (copula opinion pooling views)

Create or add to a view object using a graphical interface

Delete individual views from view objects

Density plots of prior and posterior distributions

Class "distribution"

Get prior and posterior estimators stored in package scope

Monthly equity returns

Class "mvdistribution"

Constructors for distribution and mvdistribution class objects

Calculates optimal portfolios under prior and posterior distributions

This function performs the "core" calculation of the Black-Litterman m...

Calculate the "feasibility" of the (Black-Litterman) posterior mean

Various functions for modifying fields of view objects

Execute the BLCOP unit tests

Sample from a distribution object