ftse100

<p>This dataset gives the daily returns (c_t+1/c_t -1) of the UK FTSE 100 index from 2nd April 1984 until the 13th September 2012.</p>

datasets

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data.  Many popular non-parametric and frequentist methods are included.  The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

Rebecca Killick

changepoint

Methods for Changepoint Detection

Kaylea Haynes

Idris Eckley

Paul Fearnhead

Robin Long

Jamie Lee

ftse100 function

<p>A matrix of dimension 7187 x 2 where the first column is the Date and the second column is the Daily Return.</p>

Format

FTSE 100 Daily Returns: 2nd April 1984 -- 13th September 2012 — ftse100

FTSE 100 Daily Returns: 2nd April 1984 -- 13th September 2012

ftse100: FTSE 100 Daily Returns: 2nd April 1984 -- 13th September 2012

Description

Usage

Arguments

Format