The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
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[@]metanet.ch.
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 |
| Reference manual: | BLModel.pdf |
| 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 |
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.