stressr: Fetch and plot financial stress index and component data.

Forms queries to submit to the Cleveland Federal Reserve Bank web site's financial stress index data site. Provides query functions for both the composite stress index and the components data. By default the download includes daily time series data starting September 25, 1991. The functions return a class of either type easing or cfsi which contain a list of items related to the query and its graphical presentation. The list includes the time series data as an xts object. The package provides four lattice time series plots to render the time series data in a manner similar to the bank's own presentation.

Author
Matt Barry <mrb@softisms.com>
Date of publication
2014-06-30 10:59:21
Maintainer
Matt Barry <mrb@softisms.com>
License
MIT + file LICENSE
Version
1.0.0
URLs

View on CRAN

Man pages

getComponentSummary
Get stress components summary
getCreditMarkets
Get credit markets stress components
getEquityMarkets
Get equity markets stress components
getForeignExchangeMarkets
Get foreign exchange markets stress components
getFundingMarkets
Get funding markets stress components
getRealEstateMarkets
Get foreign exchange markets stress components
getSecuritizationMarkets
Get securitization markets stress components
getStressComponents
Get financial stress index component data.
getStressIndex
Get financial stress index data.
stressAreaChart
Financial stress component data as a stacked area chart.
stressIndexChart
Financial stress index data line chart with regions.
stressLineChart
Financial stress component data as an unstacked line chart.
stressr
Financial stress index component data.
xyplot.cfsi
Financial stress index component data xyplot
xyplot.stress
Financial stress index component data xyplot

Files in this package

stressr
stressr/inst
stressr/inst/doc
stressr/inst/doc/index.html
stressr/inst/doc/stressr.pdf
stressr/tests
stressr/tests/testthat.R
stressr/tests/testthat
stressr/tests/testthat/test_index.R
stressr/tests/testthat/test_component.R
stressr/tests/testthat/component-data.xml
stressr/tests/testthat/cfsi-data.xml
stressr/NAMESPACE
stressr/R
stressr/R/stressr-package.R
stressr/R/stressr.R
stressr/R/plots.R
stressr/README.md
stressr/MD5
stressr/DESCRIPTION
stressr/man
stressr/man/getStressComponents.Rd
stressr/man/figures
stressr/man/figures/creditLine.png
stressr/man/figures/foreignLine.png
stressr/man/figures/realArea.png
stressr/man/figures/securitizationLine.png
stressr/man/figures/creditArea.png
stressr/man/figures/indexLine.png
stressr/man/figures/summaryArea.png
stressr/man/figures/fundingArea.png
stressr/man/figures/equityArea.png
stressr/man/figures/summaryPanels.png
stressr/man/figures/fundingLine.png
stressr/man/figures/summaryLine.png
stressr/man/figures/realLine.png
stressr/man/figures/foreignArea.png
stressr/man/figures/securitizationArea.png
stressr/man/figures/components.png
stressr/man/figures/equityLine.png
stressr/man/getFundingMarkets.Rd
stressr/man/getCreditMarkets.Rd
stressr/man/stressIndexChart.Rd
stressr/man/getForeignExchangeMarkets.Rd
stressr/man/stressr.Rd
stressr/man/getRealEstateMarkets.Rd
stressr/man/getStressIndex.Rd
stressr/man/getSecuritizationMarkets.Rd
stressr/man/xyplot.stress.Rd
stressr/man/getComponentSummary.Rd
stressr/man/xyplot.cfsi.Rd
stressr/man/stressLineChart.Rd
stressr/man/stressAreaChart.Rd
stressr/man/getEquityMarkets.Rd
stressr/LICENSE