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:Andrzej Palczewski [aut, cre], Jan Palczewski [aut], Alicja Gosiewska [ctb]

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'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 6 scripts 535 downloads 5 exports 0 dependencies

Last updated 8 years agofrom:3b6b8747a4. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 12 2024
R-4.5-linuxOKDec 12 2024

Exports:BL_post_distrequilibrium_meanobserv_normalobserv_powerexpobserv_ts

Dependencies: