Allianz: Daily final prices (DAX) of the German stock Allianz in the...
In pendensity: Density Estimation with a Penalized Mixture Approach

Containing the daily final prices of the German stock Allianz in the years 2006 and 2007.

1	data(Allianz)

A data frame with 507 observations of the following 2 variables.

Date: Date
ClosingPrice: ClosingPrice

data(Allianz)

form<-'%d.%m.%y'

time.Allianz <- strptime(Allianz[,1],form)

#looking for all dates in 2006
data.Allianz <- Allianz[which(time.Allianz$year==106),2]

#building differences of first order
d.Allianz <- diff(data.Allianz)

#estimating the density
density.Allianz <- pendensity(d.Allianz~1,)
plot(density.Allianz)