[R-SIG-Finance] Announcement: BLCOP package

Francisco Gochez fgochez at mango-solutions.com
Wed Aug 27 18:24:31 CEST 2008

Hello R-Sig-Financers,

I uploaded a beta version (0.2.2) of a modest new package I call "BLCOP"
to CRAN last week.  It implements the Black-Litterman and (in my view
more interesting) copula opinion pooling frameworks.  Additional methods
such as entropy pooling may also be added in the future.  I hope that
some of you find it useful, and feedback and/or bug reports are always


Francisco Gochez

Mango Solutions, Chippenham
+44 (0)1249 767700  

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