cnmlcd (version 1.2-0)

logreturn: Daily Log-returns of S&P 500.

Description

252 daily log-returns of S&P 500 from 03/01/2011 to 03/01/2012.

Usage

logreturn

Format

A vector of 252 values.

See Also

cnmlcd, lcd.

Examples

# NOT RUN {
data(logreturn)
## Computes and plots the log-concave density estimate
(r = cnmlcd(logreturn))
plot(r$lcd, logreturn)                 # Density
plot(r$lcd, logreturn, log=TRUE)       # Log-density
plotgradient(r$lcd, logreturn)         # Gradient
# }