Make example data available to use. The
pprobeData R package provides such data.
You need to have the package installed on you machine:
In each R session that you want to use the data, you have to load the package:
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.
R packages are explained in “Using R packages”.
- Back to “Data Basics”
- Back to the top level of “Portfolio Probe Cookbook”