BLModel
Black-Litterman Posterior Distribution
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
rolling linux/jammy R-4.5 | BLModel_1.0.2.tar.gz |
39.5 KiB |
1.0.2 |
rolling linux/noble R-4.5 | BLModel_1.0.2.tar.gz |
39.5 KiB |
1.0.2 |
rolling source/ R- | BLModel_1.0.2.tar.gz |
9.7 KiB |
1.0.2 |
latest linux/jammy R-4.5 | BLModel_1.0.2.tar.gz |
39.5 KiB |
1.0.2 |
latest linux/noble R-4.5 | BLModel_1.0.2.tar.gz |
39.5 KiB |
1.0.2 |
latest source/ R- | BLModel_1.0.2.tar.gz |
9.7 KiB |
1.0.2 |
2026-04-26 source/ R- | BLModel_1.0.2.tar.gz |
9.7 KiB |
1.0.2 |
2026-04-23 source/ R- | BLModel_1.0.2.tar.gz |
9.7 KiB |
1.0.2 |
2026-04-09 windows/windows R-4.5 | BLModel_1.0.2.zip |
42.2 KiB |
1.0.2 |
2025-04-20 source/ R- | BLModel_1.0.2.tar.gz |
9.7 KiB |