estsyawo/bayesprdopt: Bayesian Prediction and portfolio optimization
Version 0.1.0

This package does normal bayesian predictive distributions and integrates these into portfolio decision making. For high dimensional data, one has the option of using supervised principal components for dimension reduction.

Getting started

Package details

Maintainer
LicenseGPL-2
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("estsyawo/bayesprdopt")
estsyawo/bayesprdopt documentation built on Oct. 10, 2017, 12:33 a.m.