logreturn2014: Daily Log-returns of S&P 500 in 2014.
In cnmlcd: Maximum Likelihood Estimation of a Log-Concave Density Function

Description Usage Format Source See Also Examples

252 daily log-returns of S&P 500 from 02/01/2014 to 31/12/2014.

1	logreturn2014

A vector of 252 values.

Data retrieved from Yahoo Finance.

cnmlcd, lcd.

data(logreturn2014)
## Computes and plots the log-concave density estimate
(r = cnmlcd(logreturn2014))
plot(r$lcd, logreturn2014)               # Density
plot(r$lcd, logreturn2014, log=TRUE)     # Log-density
plotgradient(r$lcd, logreturn2014)       # Gradient