## Loading of packages library(FRAPO) library(PerformanceAnalytics) library(quadprog) library(rrcov) library(zoo) ## Loading data, calculate returns data(StockIndex) pzoo <- zoo(StockIndex, order.by = rownames(StockIndex)) rzoo <- (pzoo / lag(pzoo, k = -1) - 1) * 100 ## boxplot and descriptive statistics boxplot(coredata(rzoo)) rstats <- rbind(apply(rzoo, 2, summary), skewness(rzoo), kurtosis(rzoo) )