Other packages > Find by keyword >

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]
All associated links for this package
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
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
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
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

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  
rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
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  
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  
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  
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  

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