bitcoin: Log-returns of Bitcoin price
In AntoineUC/Expectrem: Bias-reduced estimation of extreme value index and extreme quantiles, expectiles and Expected Shortfalls
bitcoin R Documentation
Log-returns of Bitcoin price
Description
A data set of 917 time series (size 24) of the hourly log-returns of the Bitcoin price, and its maximum log-return the day after.
Usage
data("bitcoin")
Format
XHourly log-returns of the Bitcoin price during 917 days.
YMaximum hourly log-return the day after.
Examples
data(bitcoin)
AntoineUC/Expectrem documentation built on June 9, 2025, 1:48 p.m.
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| bitcoin | R Documentation |
Log-returns of Bitcoin price
Description
A data set of 917 time series (size 24) of the hourly log-returns of the Bitcoin price, and its maximum log-return the day after.
Usage
data("bitcoin")Format
XHourly log-returns of the Bitcoin price during 917 days.
YMaximum hourly log-return the day after.
Examples
data(bitcoin)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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