unmark {QRMlib}R Documentation

Unmark Point Process

Description

strips marks from a marked point process

Usage

unmark(PP)

Arguments

PP a point process object of class PP

Details

~~ If necessary, more details than the description above ~~

Value

~Describe the value returned If it is a LIST, use

comp1 Description of 'comp1'
comp2 Description of 'comp2'

...

See Also

fit.sePP, fit.seMPP, extremalPP

Examples

data(sp500);
sp500.nreturns <- -mk.returns(sp500); 
window <- (seriesPositions(sp500.nreturns) > 
        timeDate("12/31/1995",format = "%m/%d/%Y")); 
sp500.nreturns <- sp500.nreturns[window]; 
tmp <- extremalPP(sp500.nreturns,ne=100); 
tmp2 <- unmark(tmp); 

[Package QRMlib version 1.4.4 Index]