logvolatility: Daily Log-volatilities of S&P 500.

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

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logvolatilities

Format

A vector of 4786 values.

Source

Data retrieved from Yahoo Finance.

See Also

cnmlcd, lcd.

Examples

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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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