Man pages for alejandro-sotolongo/InvestR
Collection of functions for quantitative investment analysis

busdaySubset time-series to business day only
cal_timeCalendar time helper
change_freqChange time-series frequency
change_freq_naChange frequency in time-series with missing values
combine_xtsCombine multiple xts objects into one xts object
dot-na_priceFill missing prices in a vector
dot-na_retFill missing returns in a vector
dot-return_xtsReturn xts with index of dates
download_fredDownload time-series from FRED database
download_frenchDownload data with daily frequency from Ken French...
download_tiingoDownload data from Tiingo
excess_retSubtract risk-free from returns
fill_na_priceFill missing price values with previous non-missing value
fill_na_retFill missing values for a return time-series
freq_to_scalerConvert string frequency to numeric scale
helloHello, World!
price_to_retConvert prices to returns (percent change)
ret_to_priceConvert returns to a price index
trunc_xtsTruncate xts object
viz_drawdownPlot Drawdowns
viz_perfPlot Performance Summary
alejandro-sotolongo/InvestR documentation built on Jan. 9, 2021, 2:20 p.m.