Black-Litterman and copula-opinion pooling frameworks


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Documentation for package ‘BLCOP’ version 0.2.2

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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