logvolatility: Daily Log-volatilities of S&P 500.
In cnmlcd: Maximum Likelihood Estimation of a Log-Concave Density Function
Description
Usage
Format
Source
See Also
Examples
Description
4783 daily log-volatilities of S&P 500 from 03/01/1995 to 03/01/2014.
Usage
1
logvolatilities
Format
A vector of 4786 values.
Source
Data retrieved from Yahoo Finance.
See Also
Examples
1
2
3
4
5
6
data(logvolatility)
## Computes and plots the log-concave density estimate
(r = cnmlcd(logvolatility))
plot(r$lcd, logvolatility) # Density
plot(r$lcd, logvolatility, log=TRUE) # Log-density
plotgradient(r$lcd, logvolatility) # Gradient
cnmlcd documentation built on May 1, 2019, 10:55 p.m.
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Description Usage Format Source See Also Examples
Description
4783 daily log-volatilities of S&P 500 from 03/01/1995 to 03/01/2014.
Usage
1 | logvolatilities
|
Format
A vector of 4786 values.
Source
Data retrieved from Yahoo Finance.
See Also
Examples
1 2 3 4 5 6 | data(logvolatility)
## Computes and plots the log-concave density estimate
(r = cnmlcd(logvolatility))
plot(r$lcd, logvolatility) # Density
plot(r$lcd, logvolatility, log=TRUE) # Log-density
plotgradient(r$lcd, logvolatility) # Gradient
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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