Compute the Black Litterman estimate of moments for the posterior normal.
black.litterman(R, P, Mu = NULL, Sigma = NULL, Views = NULL)returns
a K x N pick matrix
vector of length N of the prior expected values. The sample mean
is used if Mu=NULL.
an N x N matrix of the prior covariance matrix. The sample
covariance is used if Sigma=NULL.
a vector of length K of the views
BLMu: posterior expected values
BLSigma: posterior covariance matrix
A. Meucci - "Exercises in Advanced Risk and Portfolio Management" http://symmys.com/node/170.