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.

Getting started

Package details

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
Installation Install the latest version of this package by entering the following in R:
install.packages("stressr")

Try the stressr package in your browser

Any scripts or data that you put into this service are public.

stressr documentation built on May 30, 2017, 1:35 a.m.