Suggests: RUnit (>= 0.4.22), fPortfolio (>= 2100.78), sn, corpcor

Packaged: 2014-01-07 11:20:18 UTC; rchandler-mant

Title: Black-Litterman and Copula Opinion Pooling Frameworks
Author: Francisco Gochez, Richard Chandler-Mant, Suchen Jin, Jinjing Xie
Meucci's copula opinion pooling framework.
Imports: RUnit (>= 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio
Packaged: 2015-02-04 08:21:00 UTC; Administrator

Imports: methods, MASS, quadprog, RUnit (>= 0.4.22), timeSeries,
fBasics, fMultivar, fPortfolio (>= 3011.81)

Description: An implementation of the Black-Litterman Model and Attilio
Meucci's copula opinion pooling framework as described in
fBasics, fMultivar, fPortfolio (>= 3011.81), rmarkdown, knitr

person("Andrzej", "Palczewski", email = "A.Palczewski@mimuw.edu.pl", role = c("aut", "cre")),
person("Jan", "Palczewski", email = "J.Palczewski@leeds.ac.uk", role = c("aut")),
person("Alicja","Gosiewska", email = "alicjagosiewska@gmail.com", role = c("ctb")))
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.
License: GNU General Public License version 3

Title: Impute and Analyze Data with Observations Below the Limit of
person("Vahid","Nassiri", email = "vahid.nassiri@openanalytics.eu", role = "cre"),
person("Helen", "Barnett", email= "h.barnett@lancaster.ac.uk", role = "aut"),
person("Helena", "Geys", email= "HGEYS@its.jnj.com", role = "aut"),
person("Tom", "Jacobs", email= "TJACOBS1@its.jnj.com", role = "aut"),
person("Thomas", "Jaki", email= "t.jaki@lancaster.ac.uk", role = "aut"))
pharmacokinetic analysis with observations below the
limit of quantification (BLOQ) are implemented as
microsampling." PhD diss., Lancaster University, 2017.
It includes estimating the area under the concentrations
versus time curve (AUC) and its standard error using two
approaches: direct estimation using censored maximum
likelihood, also by first imputing the BLOQ's
using various methods, then compute AUC and its standard