blockra-package: Tools For Block Rearrangement of Arrays

Description Details Author(s) Examples

Description

Provide algorithms for rearrangement of array to derive the dependence structure that minimizes the variance of the portfolio losses over all possible states.

Details

Package: blockra
Type: Package
Version: 1.0
Date: 2016-05-19
License: GPL (>= 2)

Author(s)

Kris Boudt, Edgars Jakobsons, Steven Vanduffel, Kristof Verbeken

Maintainer: Kris Boudt <Kris.Boudt@vub.ac.be>

Thanks: A special thanks for additional contributions from Carole Bernard.

Examples

1
# see users manual

blockra documentation built on May 2, 2019, 5:19 p.m.