R/datasets.R

In tboonman/eba_lasso_bma: Implementation of several econometric models in high-dimension.

#' A dataset used in the examples
#'
#' This data is from Garcia, Medeiros and Vasconcelos (2017). It has 93 variables which are divided between inflation indexes, macroeconomic variables and expectation variables.
#'
#' @docType data
#' @keywords datasets
#' @name BRinf
#' @usage data(BRinf)
#' @format A matrix with 156 rows and 92 variables.
#' @references Garcia, Medeiros and Vasconcelos (2017).
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#' A dataset used in the examples
#'
#' This is a panel of volatilities with daily data for the 30 Dow stocks estimated using a garch(1,1) for each serie. The returns used on the garch are from the dataset dji30ret from te package rugarch.
#'
#' @docType data
#' @keywords datasets
#' @name voldata
#' @usage data(voldata)
#' @format A dataframe with 5521 rows and 30 variables.
#' @references Alexios Ghalanos (2015). rugarch: Univariate GARCH models. R package version 1.3-6.
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