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BLCOP

The BLCOP package is an implementation of the Black-Litterman and copula opinion pooling frame-works. The Black-Litterman model was devised to create a systematic method of specifying and then incorporating analyst or portfolio manager views into the estimation of market parameters. The implementation of this model in the BLCOP package is based on objects that represent views on the market and objects that represent the posterior distribution of the market after the blending of the market views. While BLCOP is stable and mature at the stage, its functionality is continually evolving.

BLCOP_0.3.1 was released to CRAN on 4th Feb 2015