Example data

Task

Make example data available to use.  The pprobeData R package provides such data.

Preparation

You need to have the package installed on you machine:

install.packages("pprobeData", 
    repos="http://www.portfolioprobe.com/R")

In each R session that you want to use the data, you have to load the package:

require(pprobeData)

Explanation

The package has:

  • a price matrix (1511 days by 350 assets)
  • a matrix of log returns created from the price matrix
  • a data frame containing country and sector membership of the assets

The data are modified prices of some large-cap US equities. The modifications almost surely reduced the correlation between assets a little.

The sectors are real (but disguised) assignments, the countries were assigned randomly.

The data may be used for whatever you like.

See also

R packages are  explained in “Using R packages”.

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