Package: BLModel
Title: Black-Litterman Posterior Distribution
Version: 1.0.2
Authors@R: c(
          person("Andrzej", "Palczewski", email = "A.Palczewski@mimuw.edu.pl", role = c("aut", "cre")),
          person("Jan", "Palczewski", email = "J.Palczewski@leeds.ac.uk", role = c("aut")),
          person("Alicja","Gosiewska", email = "alicjagosiewska@gmail.com", role = c("ctb")))      
Description: 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.
Depends: R (>= 3.3.0)
License: GNU General Public License version 3
Encoding: UTF-8
LazyData: true
Author: Andrzej Palczewski [aut, cre],
        Jan Palczewski [aut],
        Alicja Gosiewska [ctb]
Maintainer: Andrzej Palczewski <A.Palczewski@mimuw.edu.pl>
RoxygenNote: 6.0.1
Suggests: mvtnorm, testthat
NeedsCompilation: no
Packaged: 2017-03-28 16:52:03 UTC; apalczew
Repository: CRAN
Date/Publication: 2017-03-29 06:38:36 UTC
Built: R 4.3.3; ; 2025-01-24 04:52:31 UTC; unix
