asharechips: Estimate Holding Cost Distributions for Chinese Equities

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

Documentation:

Reference manual: asharechips.html , asharechips.pdf
Vignettes: Daily Holding-Cost Models with asharechips (source, R code)

Downloads:

Package source: asharechips_0.2.1.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=asharechips to link to this page.