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:

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