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bbdetection  

Identification of Bull and Bear States of the Market
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bbdetection", "1.0")



Attach the package and use:
library("bbdetection")
Maintained by
Valeriy Zakamulin
[Scholar Profile | Author Map]
First Published: 2021-04-01
Latest Update: 2021-04-01
Description:
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan and Sossounov (2002, ) and the algorithm of Lunde and Timmermann (2004, ). The package also contains functions for printing out the dating of the Bull and Bear states of the market, the descriptive statistics of the states, and functions for plotting the results. For the sake of convenience, the package includes the monthly and daily data on the prices (not adjusted for dividends) of the S&P 500 stock market index.
How to cite:
Valeriy Zakamulin (2021). bbdetection: Identification of Bull and Bear States of the Market. R package version 1.0, https://cran.r-project.org/web/packages/bbdetection. Accessed 13 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited bbdetection R package
View bbdetection citation profile
Other R packages that bbdetection depends, imports, suggests or enhances
Complete documentation for bbdetection
Functions, R codes and Examples using the bbdetection R package
Some associated functions: bb.dating.states . bb.plot . bb.summary.stat . djiad . djiam . run_dating_alg . run_filtering_alg . setpar_dating_alg . setpar_filtering_alg . sp500d . sp500m . 
Some associated R codes: RcppExports.R .  Full bbdetection package functions and examples
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