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 |