Black-Litterman and Copula Opinion Pooling Frameworks

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Documentation for package ‘BLCOP’ version 0.3.3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

addBLViews	Create or add to a BLViews object
addCOPViews	Create or add to a BLViews object
assetSet	Extract various fields of view or posterior objects
BLCOPOptions	Global package options
BLPosterior	BLposterior
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 or posterior objects
confidences<-	Various functions for modifying 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-method	Class "BLViews" (Black-Litterman views)
deleteViews-method	Class "COPViews" (copula opinion pooling views)
densityPlots	Density plots of prior and posterior distributions
densityPlots-method	Class "BLResult": posterior of a market distribution in the Black-Litterman sense
densityPlots-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"
Estimators	Get prior and posterior estimators stored in package scope
getPosteriorEstim	Get prior and posterior estimators stored in package scope
getPriorEstim	Get prior and posterior estimators stored in package scope
monthlyReturns	Monthly equity returns
mvdistribution	Constructors for distribution and mvdistribution class objects
mvdistribution-class	Class "mvdistribution"
newPMatrix	Create or add to a BLViews object
numSimulations	Extract various fields of view or posterior objects
optimalPortfolios	Calculates optimal portfolios under prior and posterior distributions
optimalPortfolios.fPort	Calculates optimal portfolios under prior and posterior distributions
optimalPortfolios.fPort-method	Class "BLResult": posterior of a market distribution in the Black-Litterman sense
optimalPortfolios.fPort-method	Class "COPResult"
optimalPortfolios.fPort.BL	Class "BLResult": posterior of a market distribution in the Black-Litterman sense
optimalPortfolios.fPort.COP	Class "COPResult"
PMatrix	Extract various fields of view or posterior objects
PMatrix<-	Various functions for modifying fields of view objects
posteriorEst	This function performs the "core" calculation of the Black-Litterman model.
posteriorFeasibility	Calculate the "feasibility" of the (Black-Litterman) posterior mean
posteriorMeanCov	Extract various fields of view or posterior objects
posteriorSimulations	Extract various fields of view or posterior objects
priorViews	Extract various fields of view or posterior objects
qv<-	Various functions for modifying fields of view objects
runBLCOPTests	Execute the BLCOP unit tests
sampleFrom	Sample from a distribution object
show-method	Class "BLResult": posterior of a market distribution in the Black-Litterman sense
show-method	Class "BLViews" (Black-Litterman views)
show-method	Class "COPResult"
show-method	Class "COPViews" (copula opinion pooling views)
show.COPResult	Class "COPResult"
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 or posterior objects