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r / packages / r-blmodel

Posterior distribution in the Black-Litterman model is computed from a prior distribution given in the form of a time series of asset returns and a continuous distribution of views provided by the user as an external function.

Type Size Name Uploaded Downloads Labels
conda 46.1 kB | noarch/r-blmodel-1.0.2-r43h142f84f_0.tar.bz2  1 year and 23 days ago 20 main
conda 45.8 kB | noarch/r-blmodel-1.0.2-r42h142f84f_0.tar.bz2  2 years and 7 months ago 51 main
conda 50.6 kB | noarch/r-blmodel-1.0.2-r36h6115d3f_0.tar.bz2  4 years and 10 months ago 116 main

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