companies

Data extracted from Standard &amp; Poor's Compustat PC Plus. This dataset has been used to illustrate some influence diagnostic techniques.

datasets

Routines to perform estimation and inference under the multivariate
t-distribution <doi:10.1007/s10182-022-00468-2>. Currently, the following methodologies
are implemented: multivariate mean and covariance estimation, hypothesis testing
about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation,
QQ-plots with envelopes and random variate generation.

Felipe Osorio

Estimation and Testing for the Multivariate t-Distribution

companies function

A data frame with 26 observations on the following 3 variables.<dl>
 <dt>book</dt>
<dd>book value in dollars per share at the end of 1992.</dd> <dt>net</dt>
<dd>net sales in millions of dollars in 1992.</dd> <dt>ratio</dt>
<dd>sales to assets ratio in 1992.</dd> 
</dl>

Format

Financial data — companies

A data frame with 26 observations on the following 3 variables.<dl>
 <dt>book</dt>
<dd>book value in dollars per share at the end of 1992.</dd>

 <dt>net</dt>
<dd>net sales in millions of dollars in 1992.</dd>

 <dt>ratio</dt>
<dd>sales to assets ratio in 1992.</dd>

 
</dl>

companies: Financial data

Description

Usage

Arguments

Format