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IndexConstruction
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]
[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
Other packages that cited IndexConstruction R package
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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
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