stockdata: Stock price of S&P 500 companies from 2003 to 2008

In fastclime: A Fast Solver for Parameterized LP Problems, Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation and Dantzig Selector

Description

This data set consists of stock price and company information.

Usage

data(stockdata)

Format

The format is a list containing conatins two matrices. 1. data - 1258x452, represents the 452 stocks' close prices for 1258 trading days. 2. info - 452x3: The 1st column: the query symbol for each company. The 2nd column: the categoriy for each company. The 3rd column: the full name of each company.

Details

This data set can be used to perform high-dimensional graph estimation to analyze the relationships between S&P 500 companies.

Author(s)

Haotian Pang, Han Liu and Robert Vanderbei
Maintainer: Haotan Pang<[e-mail]>

Source

It is publicly available at http://ichart.finance.yahoo.com

Examples

data(stockdata)
image(stockdata$data)
stockdata$info

fastclime documentation built on May 2, 2019, 1:06 p.m.