ftse100

This dataset gives the daily returns (c_{t+1}/c_t -1) of the UK FTSE 100 index from 2nd April 1984 until the 11th March 2011.

datasets

Implements various mainstream and specialised changepoint
        methods for finding single and multiple changepoints within
        data.  Many popular non-parametric and frequentist methods are
        included.  The cpt.mean, cpt.var, cpt.meanvar functions should
        be your first point of call.

Rebecca Killick

changepoint

An R package for changepoint analysis

ftse100 function

A matrix of dimension 6807 x 2 where the first column is the Date and the second column is the Daily Return.

ftse100: FTSE 100 Daily Returns: 2nd April 1984 -- 11th March 2011

Description

Usage

Arguments

format

source