LIHNPSD (version 0.2.1)

LIHNPSD_prepare_data: Prepare the data set object from log-return series

Description

Prepare the data set object from log-return series

Usage

LIHNPSD_prepare_data(logr, breaks, merge_tails)

Arguments

logr

The log-return series

breaks

Breaks for histogram

merge_tails

Specify the numbers of data points to merge in both tails when processing histogram

Value

logr

The log-return series from the input

N

The length of logr

breaks

Breaks specified from the input

merge_tails

merge_tails from the input

stats

The descriptive statistics of logr: c(mean(logr), sqrt(var(logr)), skewness(logr), kurtosis(logr) - 3)

h

The histogram of logr

hq

The tail-merged histogram

See Also

standardfit