Man pages for BLCOP
Black-Litterman and Copula Opinion Pooling Frameworks

addBLViewsCreate or add to a BLViews object
assetSetExtract various fields of view or posterior objects
BLCOPOptionsGlobal package options
BLResult-classClass "BLResult": posterior of a market distribution in the...
BLViews-classClass "BLViews" (Black-Litterman views)
CAPMListCompute CAPM alphas for a set of assets
COPPosteriorCalculate the posterior distribution of the market using...
COPResult-classClass "COPResult"
COPViews-classClass "COPViews" (copula opinion pooling views)
createViewsCreate or add to a view object using a graphical interface
deleteViewsDelete individual views from view objects
densityPlotsDensity plots of prior and posterior distributions
distribution-classClass "distribution"
estimatorsGet prior and posterior estimators stored in package scope
monthlyReturnsMonthly equity returns
mvdistributionConstructors for distribution and mvdistribution class...
mvdistribution-classClass "mvdistribution"
optimalPortfoliosCalculates optimal portfolios under prior and posterior...
posteriorEstThis function performs the "core" calculation of the...
posteriorFeasibilityCalculate the "feasibility" of the (Black-Litterman)...
replacersVarious functions for modifying fields of view objects
runBLCOPTestSuiteExecute the BLCOP unit tests
sampleFromSample from a distribution object
sp500ReturnsS&P500 Returns
US13wTBRisk free rate of return
BLCOP documentation built on Jan. 26, 2021, 1:05 a.m.