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BLModel  

Black-Litterman Posterior Distribution
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
[Scholar Profile | Author Map]
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:
No previous versions
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Complete documentation for BLModel
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