遇到很多坑，主要不知道该调入哪些函数

目前用到的：
quantmod
fGarch
fBasics : skewness,kurtosis

快捷键

仅在RStudio中可以使用。首先选中要注释掉的行，然后按 Ctrl+shift+C

appendix

可以调用下面函数获得相应公司的数据，可以设置每日、每周、每月、每季度

getLrt <- function(name="AAPL", d1="2000-01-01", d2="2018-01-01", freq="d", source="yahoo"){
  
  # download daily quotes by quantmod
  # default dat source: yahoo finance
  # name: symbol name, str
  # d1: start date, str, yyyy-mm-dd
  # d2: end date
  # freq: options on d for daily, w for weekly, m for monthly, q for quarterly, a for annually. default daily
  
  library(quantmod)
  getSymbols(name, from=d1, to=d2, src=source)
  
  if (substr(name,1,1)=="^"){
    name <- substr(name,2,nchar(name))
  }
  x<-get(name)
  
  
  x$lrt <- diff(log(x[,6]))
  x$lrt[1] <- 0
  
  if (freq=="d"){
    return (x$lrt)
  }else if(freq=="w"){
    return(apply.weekly(x$lrt, sum))
  }else if(freq=="m"){
    return(apply.monthly(x$lrt, sum))
  }else if(freq=="q"){
    return(apply.quarterly(x$lrt, sum))
  }else if(freq=='a'){
    return(apply.yearly(x$lrt, sum))
  }else{
    return ("frequency error")
  }
}