yt {CEoptim} | R Documentation |

## Simulated cumulative data from an AR(1) model with regime switching

### Description

yt represents the added value of a stock at time t, at day t=1,2,...,300; that is, the increase (which may be negative) in stock price relative to the price at time t=0.

### Usage

data(yt)

### Format

Numeric vector of length 300

### References

Benham T., Duan Q., Kroese D.P., Liquet B. (2017) **CEoptim**:
Cross-Entropy **R** package for optimization. *Journal of Statistical Software*, 76(8), 1-29.

### Examples

## Plot the yt data
data(yt)
plot(yt,type="l",col="blue")

[Package

*CEoptim* version 1.2

Index]