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