sp.raw

The daily closing values of the S&amp;P index from
 Monday 4th January 1960 until Friday 11th June 1993.
 The data are contained in a numeric vector.
 The dates of each observation are contained in a <code>times</code>
 attribute, which is an object of class <code>"POSIXct"</code> (see
 <code><a rd-options="" href="/link/DateTimeClasses?package=evir&version=1.7-4" data-mini-rdoc="evir::DateTimeClasses">DateTimeClasses</a></code>).

datasets

Functions for extreme value theory, which may be
divided into the following groups; exploratory data analysis,
block maxima, peaks over thresholds (univariate and bivariate),
point processes, gev/gpd distributions.

Bernhard Pfaff

evir

Extreme Values in R

Eric Zivot

Alexander McNeil

Alec Stephenson

sp.raw function

A numeric vector containing 8415 observations, with a
 <code>times</code> attribute which is a <code>POSIXct</code> object
 of the same length.

Format

The daily closing values of the S&amp;P index from
 Monday 4th January 1960 until Friday 11th June 1993.
 The data are contained in a numeric vector.
 The dates of each observation are contained in a <code>times</code>
 attribute, which is an object of class <code>"POSIXct"</code> (see
 <code><a rd-options='' href='DateTimeClasses'>DateTimeClasses</a></code>).

sp.raw: SP Data to June 1993

Description

Usage

Arguments

Format