Package: BLModel 1.0.2
Andrzej Palczewski
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.
Authors:
BLModel_1.0.2.tar.gz
BLModel_1.0.2.tar.gz(r-4.5-noble)BLModel_1.0.2.tar.gz(r-4.4-noble)
BLModel_1.0.2.tgz(r-4.4-emscripten)BLModel_1.0.2.tgz(r-4.3-emscripten)
BLModel.pdf |BLModel.html✨
BLModel/json (API)
| # Install 'BLModel' in R: |
| install.packages('BLModel', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 8 years agofrom:3b6b8747a4. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 12 2024 |
| R-4.5-linux | OK | Nov 12 2024 |
Exports:BL_post_distrequilibrium_meanobserv_normalobserv_powerexpobserv_ts
Dependencies:
