ereturns

Data from the Martin Marietta and American Can companies collected over a period 
 of 5 years on a monthly basis.

datasets

Functions to perform robust estimation considering heavy-tailed distributions.
Currently, the package includes routines for linear regression, linear mixed-effect
models, Grubbs' model, multivariate location and scatter estimation, multivariate
regression, penalized splines, random variate generation and some support functions.

Felipe Osorio

heavy

Robust Estimation Using Heavy-Tailed Distributions

ereturns function

A data frame with 60 observations on the following 4 variables.<dl class="dl-horizontal">
 <dt>Date</dt><dd>the month in which the observations were collected.</dd>
 <dt>am.can</dt><dd>excess returns from the American Can company.</dd>
 <dt>m.marietta</dt><dd>excess returns from the Martin Marietta company.</dd>
 <dt>CRSP</dt><dd>an index for the excess rate returns for the New York stock exchange.</dd>
 </dl>

Format

Excess returns for Martin Marietta and American Can companies — ereturns

A data frame with 60 observations on the following 4 variables.<dl class='dl-horizontal'>
 <dt>Date</dt><dd>the month in which the observations were collected.</dd>
 <dt>am.can</dt><dd>excess returns from the American Can company.</dd>
 <dt>m.marietta</dt><dd>excess returns from the Martin Marietta company.</dd>
 <dt>CRSP</dt><dd>an index for the excess rate returns for the New York stock exchange.</dd>
 </dl>

ereturns: Excess returns for Martin Marietta and American Can companies

Description

Usage

Arguments

Format