cnmlcd (version 1.2-0)

logvolatility: Daily Log-volatilities of S&P 500.

Description

4783 daily log-volatilities of S&P 500 from 03/01/1995 to 03/01/2014.

Usage

logvolatilities

Format

A vector of 4786 values.

See Also

cnmlcd, lcd.

Examples

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