stressr: Fetch and plot financial stress index and component data.
Version 1.0.0

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.

Browse man pages Browse package API and functions Browse package files

AuthorMatt Barry <mrb@softisms.com>
Date of publication2014-06-30 10:59:21
MaintainerMatt Barry <mrb@softisms.com>
LicenseMIT + file LICENSE
Version1.0.0
URL https://github.com/mrbcuda/stressr
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("stressr")

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

Functions

getComponentSummary Man page Source code
getCreditMarkets Man page Source code
getEquityMarkets Man page Source code
getForeignExchangeMarkets Man page Source code
getFundingMarkets Man page Source code
getRealEstateMarkets Man page Source code
getSecuritizationMarkets Man page Source code
getStressComponents Man page Source code
getStressIndex Man page Source code
stressAreaChart Man page Source code
stressIndexChart Man page Source code
stressLineChart Man page Source code
stressr Man page
stressr-package Man page
xyplot.cfsi Man page Source code
xyplot.stress Man page Source code

Files

inst
inst/doc
inst/doc/index.html
inst/doc/stressr.pdf
tests
tests/testthat.R
tests/testthat
tests/testthat/test_index.R
tests/testthat/test_component.R
tests/testthat/component-data.xml
tests/testthat/cfsi-data.xml
NAMESPACE
R
R/stressr-package.R
R/stressr.R
R/plots.R
README.md
MD5
DESCRIPTION
man
man/getStressComponents.Rd
man/figures
man/figures/creditLine.png
man/figures/foreignLine.png
man/figures/realArea.png
man/figures/securitizationLine.png
man/figures/creditArea.png
man/figures/indexLine.png
man/figures/summaryArea.png
man/figures/fundingArea.png
man/figures/equityArea.png
man/figures/summaryPanels.png
man/figures/fundingLine.png
man/figures/summaryLine.png
man/figures/realLine.png
man/figures/foreignArea.png
man/figures/securitizationArea.png
man/figures/components.png
man/figures/equityLine.png
man/getFundingMarkets.Rd
man/getCreditMarkets.Rd
man/stressIndexChart.Rd
man/getForeignExchangeMarkets.Rd
man/stressr.Rd
man/getRealEstateMarkets.Rd
man/getStressIndex.Rd
man/getSecuritizationMarkets.Rd
man/xyplot.stress.Rd
man/getComponentSummary.Rd
man/xyplot.cfsi.Rd
man/stressLineChart.Rd
man/stressAreaChart.Rd
man/getEquityMarkets.Rd
LICENSE
stressr documentation built on May 19, 2017, 11:42 p.m.