Message-ID: <3CBFCFB1FEFFA841BA83ADF2F2A9C6FA1EE1A3@mango-data1.Mango.local>
Date: 2008-08-27T16:24:31Z
From: Francisco Gochez
Subject: Announcement: BLCOP package
Hello R-Sig-Financers,
I uploaded a beta version (0.2.2) of a modest new package I call "BLCOP"
to CRAN last week. It implements the Black-Litterman and (in my view
more interesting) copula opinion pooling frameworks. Additional methods
such as entropy pooling may also be added in the future. I hope that
some of you find it useful, and feedback and/or bug reports are always
appreciated.
Regards,
Francisco Gochez
Mango Solutions, Chippenham
+44 (0)1249 767700