R Dataset / Package ISLR / Portfolio

Documentation

On this Picostat.com statistics page, you will find information about the Portfolio data set which pertains to Portfolio Data. The Portfolio data set is found in the ISLR R package. You can load the Portfolio data set in R by issuing the following command at the console data("Portfolio"). This will load the data into a variable called Portfolio. If R says the Portfolio data set is not found, you can try installing the package by issuing this command install.packages("ISLR") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the Portfolio R data set. The size of this file is about 3,638 bytes.


Portfolio Data

Description

A simple simulated data set containing 100 returns for each of two assets, X and Y. The data is used to estimate the optimal fraction to invest in each asset to minimize investment risk of the combined portfolio. One can then use the Bootstrap to estimate the standard error of this estimate.

Usage

Portfolio

Format

A data frame with 100 observations on the following 2 variables.

X

Returns for Asset X

Y

Returns for Asset Y

Source

Simulated data

References

Games, G., Witten, D., Hastie, T., and Tibshirani, R. (2013) An Introduction to Statistical Learning with applications in R, www.StatLearning.com, Springer-Verlag, New York

Examples

summary(Portfolio)
attach(Portfolio)
plot(X,Y)
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Dataset imported from https://www.r-project.org.

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Attachment Size
dataset-36515.csv 3.55 KB
Dataset License
GNU General Public License v2.0
Documentation License
GNU General Public License v2.0