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BLModel
View on CRAN: Click
here
Download and install BLModel package within the R console
Install from CRAN:
install.packages("BLModel")
Install from Github:
library("remotes")
install_github("cran/BLModel") Install by package version:
library("remotes")
install_version("BLModel", "1.0.2") Attach the package and use:
library("BLModel")
Maintained by
Andrzej Palczewski
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All associated links for this package
First Published: 2017-03-29
Latest Update: 2017-03-29
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.
How to cite:
Andrzej Palczewski (2017). BLModel: Black-Litterman Posterior Distribution. R package version 1.0.2, https://cran.r-project.org/web/packages/BLModel. Accessed 12 Mar. 2026.
Previous versions and publish date:
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Complete documentation for BLModel
Functions, R codes and Examples using
the BLModel R package
Some associated functions: BL_post_distr . equilibrium_mean . observ_normal . observ_powerexp . observ_ts .
Some associated R codes: BL_post_distr.R . diag_of.R . discrete_variance.R . equilibrium_mean.R . equilibrium_mean_elliptic.R . make_diag.R . observ_normal.R . observ_powerexp.R . observ_ts.R . post_distr_new.R . Full BLModel package functions and examples
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