R/data.SP500_idioerr.R

In bspcov: Bayesian Sparse Estimation of a Covariance Matrix

#' SP500 dataset
#'
#' The idiosyncratic error of S&P 500 data
#' @name SP500_idioerr
#' @format `list`
#' @docType data
#' @source  State Street Global Advisors (2022).
#' @keywords data
#' @examples
#'
#' data("SP500_idioerr")
#' names(SP500_idioerr)
#'
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