R/mdec1to5-data.R

In SLBDD: Statistical Learning for Big Dependent Data

#' Monthly Simple Returns of United States Market Portfolios.
#'
#' Based on Market Cap. The first 5 (smallest 10 percentage, next 10 percentage, etc.).
#' The time span is from January 1962 to December 2018. The data is from CRSP
#' (Center of Research for the Security Prices). The first column is calendar time.
#'
#' @docType data
#'
#' @usage data("mdec1to5")
#'
#' @format An object of class \code{"data.frame"}.
#'
#' @keywords datasets
#'
#' @source \href{https://www.crsp.org/}{https://www.crsp.org/}
#'
"mdec1to5"