R Scripts

To produce an image similar to the one below, depicting scaling-law properties for various currency pairs, use the following files:

• AUD_JPY.dat: Sample data file, containing two columns (thresholds and the measured scaling-law quantities); a selection of empirical datasets is available here.
• master.R: Preprocesses the data file and generates the individual parts of the diagram, e.g., calling AUD_JPY.R
• AUD_JPY.R: Example of a single scaling law computation and plot.

 

Note that if you will be using the diagram in a LaTeX document, the labels can easily be replaced and moved utilizing the package

\usepackage{psfrag}

by using the following commands:

\begin{figure}

        \psfrag{TITLE}[][][0.65]{\LaTeX}
        \psfrag{LAB}[r][r][0.65]{{\LaTeX}