Estimators

getPriorEstim

getPosteriorEstim

spec

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<p>These functions are not intended to be called directly by the user but exist to allow third party
optimizer routines to access prior and posterior estimators calculated as part of the portfolio optimisation.</p>

methods

An implementation of the Black-Litterman Model and Attilio
Meucci's copula opinion pooling framework as described in
Meucci, Attilio (2005) <doi:10.2139/ssrn.848407>,
Meucci, Attilio (2006) <doi:10.2139/ssrn.872577> and
Meucci, Attilio (2008) <doi:10.2139/ssrn.1117574>.

Joe Russell

BLCOP

Black-Litterman and Copula Opinion Pooling Frameworks

Francisco Gochez

Richard Chandler-Mant

Suchen Jin

Jinjing Xie

Ava Yang

Estimators function

Get prior and posterior estimators stored in package scope — Estimators

Get prior and posterior estimators stored in package scope

Estimators: Get prior and posterior estimators stored in package scope

Description

Usage

Arguments

Value