getPCRAData: Download CRSP and SPGMI Data
In PCRA: Companion to Portfolio Construction and Risk Analysis

getPCRAData

R Documentation

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”. If the download fails, e.g., because the internet resource is temporarily unavailable, the function returns NULL invisibly, with an informative message.

Examples


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

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

PCRA documentation built on July 15, 2026, 9:06 a.m.