Other packages > Find by keyword >

IndexConstruction  

Index Construction for Time Series Data
View on CRAN: Click here


Download and install IndexConstruction package within the R console
Install from CRAN:
install.packages("IndexConstruction")

Install from Github:
library("remotes")
install_github("cran/IndexConstruction")

Install by package version:
library("remotes")
install_version("IndexConstruction", "0.1-3")



Attach the package and use:
library("IndexConstruction")
Maintained by
Simon Trimborn
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-03-29
Latest Update: 2020-06-02
Description:
Derivation of indexes for benchmarking purposes. A methodology with flexible number of constituents is implemented. Also functions for market capitalization and volume weighted indexes with fixed number of constituents are available. The main function of the package, indexComp(), provides the derived index, suitable for analysis purposes. The functions indexUpdate(), indexMemberSelection() and indexMembersUpdate() are components of indexComp() and enable one to construct and continuously update an index, e.g. for display on a website. The methodology behind the functions provided gets introduced in Trimborn and Haerdle (2018) .
How to cite:
Simon Trimborn (2019). IndexConstruction: Index Construction for Time Series Data. R package version 0.1-3, https://cran.r-project.org/web/packages/IndexConstruction
Previous versions and publish date:
0.1-1 (2019-03-29 17:50), 0.1-2 (2019-10-24 06:10)
Other packages that cited IndexConstruction R package
View IndexConstruction citation profile
Other R packages that IndexConstruction depends, imports, suggests or enhances
Functions, R codes and Examples using the IndexConstruction R package
Some associated functions: IndexComp . IndexMemberSelection . IndexMembersUpdate . IndexUpdate . RelativeWeights . SwitchDates . marketData . priceData . volData . 
Some associated R codes: IndexComp.R . IndexEval.R . IndexLoop.R . IndexMemberSelection.R . IndexMembersUpdate.R . IndexUpdate.R . RelativeWeights.R . SwitchDates.R . class_CRIX.R .  Full IndexConstruction package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

steepness  
Testing Steepness of Dominance Hierarchies
The steepness package computes steepness as a property of dominance hierarchies. Steepness is define ...
Download / Learn more Package Citations See dependency  
rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
Download / Learn more Package Citations See dependency  
mistral  
Methods in Structural Reliability
Various reliability analysis methods for rare event inference (computing failure probability and qua ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
ftaproxim  
Fault Tree Analysis Based on Proxel Simulation
Calculation and plotting of instantaneous unavailabilities of basic events along with the top event ...
Download / Learn more Package Citations See dependency  
critpath  
Setting the Critical Path in Project Management
Solving the problem of project management using CPM (Critical Path Method), PERT (Program Evaluation ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns