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# Data.R
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# 2018-09-22
# Curtis Miller
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# Documentation for package datasets
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#' Fama-French Five Factors
#'
#' Data set containing the five factors described by
#' \insertCite{famafrench15;textual}{CPAT}, from the data library maintained by
#' Kenneth French. Data ranges from July 1, 1963 to October
#' 31, 2017.
#'
#' @format A data frame with 13679 rows and 6 variables:
#' \describe{
#' \item{Mkt.RF}{Market excess returns}
#' \item{RF}{The risk-free rate of return}
#' \item{SMB}{The return on a diversified portfolio of small stocks minus
#' return on a diversified portfolio of big stocks}
#' \item{HML}{The return of a portfolio of stocks with a high
#' book-to-market (B/M) ratio minus the return of a portfolio
#' of stocks with a low B/M ratio}
#' \item{RMW}{The return of a portfolio of stocks with robust profitability
#' minus a portfolio of stocks with weak profitability}
#' \item{CMA}{The return of a portfolio of stocks with conservative
#' investment minus the return of a portfolio of stocks with
#' aggressive investment}
#' }
#'
#' Row names are dates in YYYYMMDD format.
#'
#' @source \url{http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html}
"ff"
#' Bank Portfolio Returns
#'
#' Data set representing the returns of an industry portfolio representing the
#' banking industry based on company four-digit SIC codes, obtained from the
#' data library maintained by Kenneth French. Data ranges from July 1, 1926
#' to October 31, 2017.
#'
#' @format A data frame with 24099 rows and 1 variable:
#' \describe{
#' \item{Banks}{The return of a portfolio representing the banking industry}
#' }
#'
#' Row names are dates in YYYY-MM-DD format.
#'
#' @source \url{http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html}
"banks"
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