Description Usage Format Source See Also Examples
4783 daily log-volatilities of S&P 500 from 03/01/1995 to 03/01/2014.
1 | logvolatilities
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A vector of 4786 values.
Data retrieved from Yahoo Finance.
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
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