Index Construction for Time Series Data

Documentation for package ‘IndexConstruction’ version 0.1-1

CRIX	Derivation of the CRIX index
ECRIX	Derivation of the ECRIX index
EFCRIX	Derivation of the EFCRIX index
IndexComp	Index derivation for price and liquidity indices
IndexMemberSelection	Number of Index Members Derivation
IndexMembersUpdate	Reevaluation of Index constituents weights
IndexUpdate	Updating an existing index with new index values
LCRIX	Derivation of the LCRIX index
LECRIX	Derivation of the LECRIX index
LEFCRIX	Derivation of the LEFCRIX index
market	Market capitalization data for Cryptocurrencies.
price	Pricing data for Cryptocurrencies.
RelativeWeights	Retrieving the relative weights of the assets in the index
SwitchDates	Deriving the dates on which the index constituents are going to be reevaluated
vol	Volume data for Cryptocurrencies.