stock_multi

This dataset contains detrended and standardized daily opening and closing
stock prices for the 50 largest companies in the S&amp;P 500 index. Data cover
the period from January 1, 2020 to January 1, 2022, with 505 daily
observations per company.

datasets

Performs change point detection on univariate and multivariate time series (Martínez & Mena, 2014, <doi:10.1214/14-BA878> ; Corradin, Danese & Ongaro, 2022, <doi:10.1016/j.ijar.2021.12.019>) and clusters time-dependent data with common change points (Corradin, Danese, KhudaBukhsh & Ongaro, 2026, <doi:10.1007/s11222-025-10756-x>).

Luca Danese

BayesChange

Bayesian Methods for Change Point Analysis

Riccardo Corradin

Andrea Ongaro

stock_multi function

A numeric array of dimension <code>2 × 505 × 50</code>:<dl>
<dt>Dimension 1</dt>
<dd>Price type: <code>"Open"</code>, <code>"Close"</code></dd><dt>Dimension 2</dt>
<dd>Daily observations (505)</dd><dt>Dimension 3</dt>
<dd>Companies (S&amp;P 500 top 50)</dd>
</dl>

Format

Daily Stock Price Dataset (Multivariate Open/Close Series) — stock_multi

A numeric array of dimension <code>2 × 505 × 50</code>:<dl>
<dt>Dimension 1</dt>
<dd>Price type: <code>"Open"</code>, <code>"Close"</code></dd>

<dt>Dimension 2</dt>
<dd>Daily observations (505)</dd>

<dt>Dimension 3</dt>
<dd>Companies (S&amp;P 500 top 50)</dd>


</dl>

stock_multi: Daily Stock Price Dataset (Multivariate Open/Close Series)

Description

Usage

Arguments

Format