ldhmm.oxford_man_realized_data: Get the realized data from Oxford-Man

In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution

Description

This utility fetches the realized data from Oxford-Man and stores the data frame in local memory. It can be retrieved as getOption("ldhmm.oxford.rv"). Since the data is updated on a daily basis. The user can optionally force the utility to fetch the new file in the same R-session. Note that the download is network intensive. The size of file is about 10-20 MB and growing daily. In addition, VIX daily data is downloaded as getOption("ldhmm.oxford.vix").

Usage

ldhmm.oxford_man_realized_data(force = FALSE, debug = FALSE)

Arguments

force	logical, force the utility to fetch the new file. Default is FALSE.
debug	logical, print debug information. Could be very verbose. Default is FALSE.

Value

data.frame containing the raw data from Oxford-Man.

Author(s)

Stephen H. Lihn

References

Oxford-Man Institute of Quantitative Finance. Realized Library: http://realized.oxford-man.ox.ac.uk

Examples

## Not run: 
    ldhmm.oxford_man_realized_data()

## End(Not run)

ldhmm documentation built on Jan. 11, 2020, 9:16 a.m.