Estimates holding-cost distributions of mainland Chinese A-share equities from daily price, volume, amount and turnover data. Implements the linear turnover-based cost-distribution recurrence of Liu and Wang (2018) <doi:10.1016/j.physa.2017.11.154>, and adds a package-specific exponential-retention alternative and price-allocation choices. Provides optional adjustment factors and initial distributions, offline preparation of 'Tushare' tables, weighted cost summaries and diagnostics for reproducible sensitivity analysis.
| Version: | 0.2.1 |
| Depends: | R (≥ 4.1.0) |
| Imports: | graphics |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-11-10 |
| DOI: | 10.32614/CRAN.package.asharechips (may not be active yet) |
| Author: | Ruihong Zhao [aut, cre] |
| Maintainer: | Ruihong Zhao <3142115360 at qq.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README, NEWS |
| CRAN checks: | asharechips results |
| Reference manual: | asharechips.html , asharechips.pdf |
| Vignettes: |
Daily Holding-Cost Models with asharechips (source, R code) |
| Package source: | asharechips_0.2.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: asharechips_0.2.1.zip, r-oldrel: asharechips_0.2.1.zip |
| macOS binaries: | r-release (arm64): asharechips_0.2.1.tgz, r-oldrel (arm64): asharechips_0.2.1.tgz, r-release (x86_64): asharechips_0.2.1.tgz, r-oldrel (x86_64): asharechips_0.2.1.tgz |
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