Package: tidyfinance 0.4.1.9003

Christoph Scheuch

tidyfinance: Tidy Finance Helper Functions

Helper functions for empirical research in financial economics, addressing a variety of topics covered in Scheuch, Voigt, and Weiss (2023) <doi:10.1201/b23237>. The package is designed to provide shortcuts for issues extensively discussed in the book, facilitating easier application of its concepts. For more information and resources related to the book, visit <https://www.tidy-finance.org/r/index.html>.

Authors:Christoph Scheuch [aut, cre, cph], Stefan Voigt [aut, cph], Patrick Weiss [aut, cph], Maximilian Mücke [ctb]

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tidyfinance.pdf |tidyfinance.html✨
tidyfinance/json (API)
NEWS

# Install 'tidyfinance' in R:
install.packages('tidyfinance', repos = c('https://tidy-finance.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/tidy-finance/r-tidyfinance/issues

On CRAN:

7.38 score 13 stars 20 scripts 438 downloads 37 exports 25 dependencies

Last updated 4 days agofrom:495d542663. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 18 2024
R-4.5-winOKNov 18 2024
R-4.5-linuxOKNov 18 2024
R-4.4-winOKNov 18 2024
R-4.4-macOKNov 18 2024
R-4.3-winOKNov 18 2024
R-4.3-macOKNov 18 2024

Exports:add_lag_columnsassign_portfoliobreakpoint_optionscompute_breakpointscompute_long_short_returnscompute_portfolio_returnscreate_summary_statisticscreate_wrds_dummy_databasedata_optionsdisconnection_connectiondownload_datadownload_data_constituentsdownload_data_factorsdownload_data_factors_ffdownload_data_factors_qdownload_data_freddownload_data_macro_predictorsdownload_data_osapdownload_data_stock_pricesdownload_data_wrdsdownload_data_wrds_ccm_linksdownload_data_wrds_compustatdownload_data_wrds_crspdownload_data_wrds_fisddownload_data_wrds_trace_enhancedestimate_betasestimate_fama_macbethestimate_modelget_wrds_connectionlag_columnlist_supported_indexeslist_supported_typeslist_tidy_finance_chaptersopen_tidy_finance_websiteset_wrds_credentialstrimwinsorize

Dependencies:clicpp11dplyrfansigenericsgluelifecyclelubridatemagrittrpillarpkgconfigpurrrR6rlangsliderstringistringrtibbletidyrtidyselecttimechangeutf8vctrswarpwithr

Date Columns in tidyfinance

Rendered fromdates-in-tidyfinance.Rmdusingknitr::rmarkdownon Nov 18 2024.

Last update: 2024-07-24
Started: 2024-07-18

Using the tidyfinance package

Rendered fromusing-tidyfinance.Rmdusingknitr::rmarkdownon Nov 18 2024.

Last update: 2024-08-19
Started: 2024-05-27

Readme and manuals

Help Manual

Help pageTopics
Add Lagged Versions of Columns to a Data Frameadd_lag_columns
Assign Portfolios Based on Sorting Variableassign_portfolio
Create Breakpoint Options for Portfolio Sortingbreakpoint_options
Check if a Dataset Type is Supportedcheck_supported_type
Compute Breakpoints Based on Sorting Variablecompute_breakpoints
Compute Long-Short Returnscompute_long_short_returns
Compute Portfolio Returnscompute_portfolio_returns
Create Summary Statistics for Specified Variablescreate_summary_statistics
Create WRDS Dummy Databasecreate_wrds_dummy_database
Create Data Optionsdata_options
Disconnect Database Connectiondisconnection_connection
Download and Process Data Based on Typedownload_data
Download Constituent Datadownload_data_constituents
Download and Process Factor Datadownload_data_factors
Download and Process Fama-French Factor Datadownload_data_factors_ff
Download and Process Global Q Factor Datadownload_data_factors_q
Download and Process Data from FREDdownload_data_fred
Download and Process Macro Predictor Datadownload_data_macro_predictors
Download and Process Open Source Asset Pricing Datadownload_data_osap
Download Stock Datadownload_data_stock_prices
Download Data from WRDSdownload_data_wrds
Download CCM Links from WRDSdownload_data_wrds_ccm_links
Download Data from WRDS Compustatdownload_data_wrds_compustat
Download Data from WRDS CRSPdownload_data_wrds_crsp
Download Filtered FISD Data from WRDSdownload_data_wrds_fisd
Download Enhanced TRACE Data from WRDSdownload_data_wrds_trace_enhanced
Estimate Rolling Betasestimate_betas
Estimate Fama-MacBeth Regressionsestimate_fama_macbeth
Estimate Model Coefficientsestimate_model
Get a Random User Agentget_random_user_agent
Establish a Connection to the WRDS Databaseget_wrds_connection
Lag a Column Based on Date and Time Rangelag_column
List Supported Indexeslist_supported_indexes
List All Supported Dataset Typeslist_supported_types
List Supported Fama-French Dataset Typeslist_supported_types_ff
List Supported Legacy Fama-French Dataset Typeslist_supported_types_ff_legacy
List Supported Macro Predictor Dataset Typeslist_supported_types_macro_predictors
List Supported Other Data Typeslist_supported_types_other
List Supported Global Q Dataset Typeslist_supported_types_q
List Supported WRDS Dataset Typeslist_supported_types_wrds
List Chapters of Tidy Financelist_tidy_finance_chapters
Open Tidy Finance Website or Specific Chapter in Browseropen_tidy_finance_website
Set WRDS Credentialsset_wrds_credentials
Trim a Numeric Vectortrim
Winsorize a Numeric Vectorwinsorize