vix_logr
(Package: LIHNPSD) :
Log-return of VIX
Log-return data of VIX from 1990 to 2011
● Data Source:
CranContrib
● Keywords: data
● Alias: vix_logr
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Convert daily price series to log-return series by a specified time interval
● Data Source:
CranContrib
● Keywords:
● Alias: TimeSeriesLogReturn
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Generate the plot of tail index for the specified PSD
● Data Source:
CranContrib
● Keywords: tail
● Alias: tailindex_plot
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Calculate the tail index
● Data Source:
CranContrib
● Keywords: tail
● Alias: tailindex
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szd_logr
(Package: LIHNPSD) :
Log-return of SZD/USD
Log-return data of SZD/USD exchange rate from 1975 to 2008
● Data Source:
CranContrib
● Keywords: data
● Alias: szd_logr
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Standard utility to perform nonlinear PSD fit
● Data Source:
CranContrib
● Keywords:
● Alias: standardfit
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Construct an S3 object for PSD in double-precision or MPFR
● Data Source:
CranContrib
● Keywords: Constructor
● Alias: SPSD
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Internal utility for SN related function
● Data Source:
CranContrib
● Keywords: PDF
● Alias: rawsn
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Calculate the Poisson sum of the fourth moment of PSD without location parameter.
● Data Source:
CranContrib
● Keywords: statistics
● Alias: rawmu4
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Calculate the Poisson sum of the third moment of PSD without location parameter.
● Data Source:
CranContrib
● Keywords: statistics
● Alias: rawmu3
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