Package: asharechips 0.2.1
asharechips: Estimate Holding Cost Distributions for Chinese Equities
Estimates holding-cost distributions of mainland Chinese A-share equities from daily price, volume, amount and turnover data. Implements the linear turnover-based cost-distribution recurrence of Liu and Wang (2018) <doi:10.1016/j.physa.2017.11.154>, and adds a package-specific exponential-retention alternative and price-allocation choices. Provides optional adjustment factors and initial distributions, offline preparation of 'Tushare' tables, weighted cost summaries and diagnostics for reproducible sensitivity analysis.
Authors:
asharechips_0.2.1.tar.gz
asharechips_0.2.1.zip(r-4.7-any)asharechips_0.2.1.zip(r-4.6-any)asharechips_0.2.1.zip(r-4.5-any)
asharechips_0.2.1.tgz(r-4.6-any)asharechips_0.2.1.tgz(r-4.5-any)
asharechips_0.2.1.tar.gz(r-4.7-any)asharechips_0.2.1.tar.gz(r-4.6-any)
asharechips_0.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
asharechips/json (API)
| # Install 'asharechips' in R: |
| install.packages('asharechips', repos = c('https://3142115360-web.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/3142115360-web/asharechips/issues
Last updated from:ad8e9015fd. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 118 | ||
| source / vignettes | OK | 164 | ||
| linux-release | OK | 122 | ||
| macos-release | OK | 183 | ||
| macos-oldrel | OK | 212 | ||
| windows-devel | OK | 141 | ||
| windows-release | OK | 133 | ||
| windows-oldrel | OK | 142 | ||
| wasm-release | OK | 88 |
Exports:chip_mean_costestimate_chip_distributionprepare_tushare_data
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimate A-Share Holding-Cost Distributions | asharechips-package asharechips |
| Inspect and Plot a Chip Distribution | as.data.frame.chip_distribution plot.chip_distribution print.chip_distribution summary.chip_distribution |
| Calculate a Share-Weighted Mean Cost | chip_mean_cost |
| Estimate a Holding-Cost Distribution from Daily Market Data | estimate_chip_distribution |
| Prepare Matching Tushare Tables without Network Access | prepare_tushare_data |
