sp500: SP 500 data
In hadley/l1tf: l1 trend filtering algorithm
sp500 R Documentation
SP 500 data
Description
The Daily Standard & Poor index from March 25, 1999 to March 9, 2007.
Usage
sp500
Format
A data frame with 2001 rows and 3 columns:
- date
date of measurement
- raw
Raw value of SP500
- log
Logged value, as used in paper
Examples
plot(sp500$date, sp500$log, type = "l")
lines(sp500$date, l1tf(sp500$log, lambda = 50), col = "red")
lines(sp500$date, l1tf(sp500$log, prop = 0.01), col = "blue")
hadley/l1tf documentation built on April 2, 2024, 3:16 p.m.
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| sp500 | R Documentation |
SP 500 data
Description
The Daily Standard & Poor index from March 25, 1999 to March 9, 2007.
Usage
sp500
Format
A data frame with 2001 rows and 3 columns:
- date
date of measurement
- raw
Raw value of SP500
- log
Logged value, as used in paper
Examples
plot(sp500$date, sp500$log, type = "l")
lines(sp500$date, l1tf(sp500$log, lambda = 50), col = "red")
lines(sp500$date, l1tf(sp500$log, prop = 0.01), col = "blue")
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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