[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
appreciated.
Regards,
Francisco Gochez
Mango Solutions, Chippenham
+44 (0)1249 767700
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