R/data.R

In JensWahl/stochvolTMB: Likelihood Estimation of Stochastic Volatility Models

#' Daily closing prices for the S&P500 from 2005 to 2018.
#'
#' A dataset containing the prices and log-returns of the S&P500 from 2005 to 2018
#'
#' @format A data frame with 3522 rows and 3 variables:
#' \describe{
#'   \item{date}{date}
#'   \item{price}{price, in US dollars}
#'   \item{log_return}{logarithmic return}
#'   ...
#' }
"spy"