getPCRAData: Download CRSP and SPGMI Data

In PCRA: Companion to Portfolio Construction and Risk Analysis

Download CRSP and SPGMI Data

Description

Downloads stocksCRSPweekly, stocksCRSPdaily

Usage

getPCRAData(dataset = "stocksCRSPweekly", cache = TRUE, refresh = FALSE)

Arguments

dataset	a valid dataset name (see details)
cache	logical variable controlling whether or not to cache the data so that when calling the function for the same dataset it will be loaded from cache rather than re-downloading from the github site
refresh	logical variable controlling whether or not to re-download a cached dataset

Details

The following are valid names of datasets available:

• "stocksCRSPdaily""Details same as for stocksCRSP except now daily"

• "stocksCRSPweekly""Details same as for stocksCRSP except now weekly"

User must install R.cache package

Value

An object of class “data.table”.

Examples

stocksCRSPweekly <- getPCRAData(data = "stocksCRSPweekly")
class(stocksCRSPweekly)
names(stocksCRSPweekly)

stocksCRSPdaily <- getPCRAData(data = "stocksCRSPdaily")
class(stocksCRSPdaily)
names(stocksCRSPdaily)

PCRA documentation built on Aug. 30, 2023, 9:09 a.m.