rets_m: Monthly stock returns data from the S&P500 index
In antshi/CovEstim: (High-dimensional) Covariance Estimation
rets_m R Documentation
Monthly stock returns data from the S&P500 index
Description
The dataset contains the monthly returns of 200 sampled stocks from the S&P500 index
for the time period from 12.2000 to 12.2018.
Usage
data(rets_m)
Format
An object of class data.frame with 216 rows and 200 columns.
antshi/CovEstim documentation built on June 10, 2025, 3:11 a.m.
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| rets_m | R Documentation |
Monthly stock returns data from the S&P500 index
Description
The dataset contains the monthly returns of 200 sampled stocks from the S&P500 index for the time period from 12.2000 to 12.2018.
Usage
data(rets_m)
Format
An object of class data.frame with 216 rows and 200 columns.
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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