sp500pseudo

<p>This data is the result of code from the 'zenplots' package to
process S&amp;P 500 consituent stock returns into uniform
pseudo-observations for measuring association.</p>

datasets

An iterative implementation of a recursive binary partitioning algorithm to measure pairwise dependence with a modular design that allows user specification of the splitting logic and stop criteria. Helper functions provide suggested versions of both and support visualization and the computation of summary statistics on final binnings. For a complete description of the functionality and algorithm, see Salahub and Oldford (2023) <doi:10.48550/arXiv.2311.08561>.

Chris Salahub

AssocBin

Measuring Association with Recursive Binning

sp500pseudo function

<p>A matrix with 755 rows and 461 columns, the rows correspond to
dates between 2007 and 2009 and the columns correspond to the
different S&amp;P 500 constituent stocks.</p>

sp500pseudo: De-Garched S&P 500 returns

Description

Usage

Arguments

Format