Man pages for BLCOP
Black-Litterman and copula-opinion pooling frameworks
| addBLViews | Create or add to a BLViews object |
| assetSet | Extract various fields of view or posterior objects |
| BLCOPOptions | Global package options |
| BLPosterior | Compute the posterior distribution of the market according... |
| BLResult-class | Class "BLResult": posterior of a market distribution in the... |
| BLViews-class | Class "BLViews" (Black-Litterman views) |
| CAPMList | Compute CAPM alphas for a set of assets |
| COPPosterior | Calculate the posterior distribution of the market using... |
| COPResult-class | Class "COPResult" |
| COPViews-class | Class "COPViews" (copula opinion pooling views) |
| createViews | Create or add to a view object using a graphical interface |
| deleteViews | Delete individual views from view objects |
| densityPlots | Density plots of prior and posterior distributions |
| distribution-class | Class "distribution" |
| monthlyReturns | Monthly equity returns |
| mvdistribution | Constructors for distribution and mvdistribution class... |
| mvdistribution-class | Class "mvdistribution" |
| optimalPortfolios | Calculates optimal portfolios under prior and posterior... |
| posteriorFeasibility | Calculate the "feasibility" of the (Black-Litterman)... |
| replacers | Various functions for modifying fields of view objects |
| runBLCOPTestSuite | Execute the BLCOP unit tests |
| sampleFrom | Sample from a distribution object |
| sp500Returns | S&P500 Returns |
| US13wTB | Risk free rate of return |
