Package: BLCOP
Type: Package
Title: Black-Litterman and Copula Opinion Pooling Frameworks
Version: 0.3.3
Authors@R: 
    c(person(given = "Francisco",
             family = "Gochez",
             role = "aut"),
      person(given = "Richard",
             family = "Chandler-Mant",
             role = "aut"),
      person(given = "Suchen",
             family = "Jin",
             role = "aut"),
      person(given = "Jinjing",
             family = "Xie",
             role = "aut"),
      person(given = "Ava",
             family = "Yang",
             role = "ctb",
             email = "ayang@mango-solutions.com",
             comment = "Previous maintainer"),
      person(given = "Joe",
             family = "Russell",
             role = "cre",
             email = "jrussell@mango-solutions.com"))
Description: An implementation of the Black-Litterman Model and Attilio
    Meucci's copula opinion pooling framework as described in
    Meucci, Attilio (2005) <doi:10.2139/ssrn.848407>,
    Meucci, Attilio (2006) <doi:10.2139/ssrn.872577> and
    Meucci, Attilio (2008) <doi:10.2139/ssrn.1117574>.
License: MIT + file LICENSE
LazyData: true
NeedsCompilation: no
URL: https://github.com/mangothecat/BLCOP
BugReports: https://github.com/mangothecat/BLCOP/issues
Imports: methods, MASS, quadprog, RUnit (>= 0.4.22), timeSeries,
        fBasics, fMultivar, fPortfolio (>= 3011.81), rmarkdown, knitr
Suggests: sn, corpcor, mnormt
VignetteBuilder: knitr
Packaged: 2021-01-25 15:30:56 UTC; jrussell
Author: Francisco Gochez [aut],
  Richard Chandler-Mant [aut],
  Suchen Jin [aut],
  Jinjing Xie [aut],
  Ava Yang [ctb] (Previous maintainer),
  Joe Russell [cre]
Maintainer: Joe Russell <jrussell@mango-solutions.com>
Repository: CRAN
Date/Publication: 2021-01-25 23:00:02 UTC
Built: R 4.4.3; ; 2025-10-21 14:10:47 UTC; windows
