API for BLCOP
Black-Litterman and copula-opinion pooling frameworks
| Global functions | |
|---|---|
| .BLResult.valid | Source code |
| .BLViews.valid | Source code |
| .COPResult.valid | Source code |
| .COPViews.valid | Source code |
| .assertClass | Source code |
| .blockDiag | Source code |
| .correlationMatrix | Source code |
| .empCDF | Source code |
| .empQuantile | Source code |
| .onLoad | Source code |
| .optimalWeights.simpleMV | Source code |
| .padMatrix | Source code |
| .padVector | Source code |
| .removeZeroColumns | Source code |
| .symmetricMatrix | Source code |
| .varcovMatrix | Source code |
| BLCOPOptions | Man page |
| BLExample | Source code |
| BLPosterior | Man page |
| BLResult-class | Man page |
| BLViews | Man page |
| BLViews-class | Man page |
| CAPMList | Man page |
| COPExample | Source code |
| COPPosterior | Man page |
| COPResult-class | Man page |
| COPViews | Man page |
| COPViews-class | Man page |
| PMatrix | Man page Source code |
| PMatrix<- | Man page |
| US13wTB | Man page |
| addBLViews | Man page |
| addCOPViews | Man page |
| assetSet | Man page Source code |
| biDensityPlots | Source code |
| confidences | Man page Source code |
| confidences<- | Man page |
| createBLViews | Man page |
| createCOPViews | Man page Source code |
| deleteViews | Man page Source code |
| deleteViews,BLViews-method | Man page |
| deleteViews,COPViews-method | Man page |
| deleteViews.BLViews | Source code |
| deleteViews.COPViews | Source code |
| densityPlots | Man page Source code |
| densityPlots,BLResult-method | Man page |
| densityPlots,COPResult-method | Man page |
| densityPlots.BLResult | Man page Source code |
| densityPlots.COPResult | Man page |
| densityPlots.COPViews | Source code |
| distribution | Man page |
| distribution-class | Man page |
| monthlyReturns | Man page |
| mvdistribution | Man page |
| mvdistribution-class | Man page |
| newPMatrix | Man page |
| numSimulations | Man page Source code |
| optimalPortfolios | Man page |
| optimalPortfolios.fPort | Man page Source code |
| optimalPortfolios.fPort,BLResult-method | Man page |
| optimalPortfolios.fPort,COPResult-method | Man page |
| optimalPortfolios.fPort.BL | Man page Source code |
| optimalPortfolios.fPort.COP | Man page Source code |
| plot.BLOptimPortfolios | Source code |
| plot.COPOptimPortfolios | Source code |
| posteriorEst | Man page |
| posteriorFeasibility | Man page Source code |
| posteriorMeanCov | Man page Source code |
| posteriorSimulations | Man page Source code |
| priorViews | Man page Source code |
| probDistance | Source code |
| probDistance,COPResult-method | Man page |
| probDistance.COPResult | Source code |
| qv<- | Man page |
| runBLCOPTests | Man page Source code |
| sampleFrom | Man page |
| show,BLResult-method | Man page |
| show,BLViews-method | Man page |
| show,COPResult-method | Man page |
| show,COPViews-method | Man page |
| show.BLResult | Source code |
| show.BLViews | Source code |
| show.COPResult | Man page Source code |
| show.COPViews | Source code |
| sp500Returns | Man page |
| updateBLViews | Man page |
| viewMatrix | Man page Source code |
