Last data update: 2014.03.03

BLCOP

Package: BLCOP
Type: Package
Title: Black-Litterman and Copula Opinion Pooling Frameworks
Version: 0.3.1
Date: 2015-02-04
Author: Francisco Gochez, Richard Chandler-Mant, Suchen Jin, Jinjing Xie
Maintainer: Ava Yang <ayang@mango-solutions.com>
Description: An implementation of the Black-Litterman Model and Atilio
Meucci's copula opinion pooling framework.
Depends: methods, MASS, quadprog
Imports: RUnit (>= 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio
(>= 3011.81)
Suggests: sn, corpcor, mnormt
License: GPL-3
LazyData: yes
LazyLoad: yes
Repository: CRAN
Packaged: 2015-02-04 08:21:00 UTC; Administrator
NeedsCompilation: no
Date/Publication: 2015-02-04 21:10:04

● 0 images, 23 functions, 3 datasets
● Reverse Depends: 0

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
ERROR: dependency 'fPortfolio' is not available for package 'BLCOP'
* removing '/home/ddbj/local/lib64/R/library/BLCOP'