threeway_download: The threeway_download function

In antshi/ffData: Automatic download of returns' data from the Kenneth R. French Data Library

Description

This function automatically downloads Threeway portfolios returns from the Kenneth R. French Data Library. The downloaded returns are saved then as a .csv-file in the chosen directory.

Usage

threeway_download(
  base,
  dir,
  sub_path,
  subtype,
  dividends,
  start,
  end,
  cleanNAs
)

Arguments

base	a character string, the main webpage address "http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/".
dir	a character string, the directory for saving the data. The current working directory is set by default.
sub_path	a character string, the folder subpath, created by ffDataDownload.
subtype	a character string, the Threeway portfolio subtype. Possible values are "ME_BEME_OP" (default), "ME_BEME_INV" or "ME_OP_INV".
dividends	a logical, TRUE (default) considers dividends. FALSE downloads the data without dividends.
start	a character string, start date for the download in the format "YYmm". Default value is 197501.
end	a character string, end date for the download in the format "YYmm". Default value is two months before Sys.Date() to insure availability.
cleanNAs	a logical, TRUE (default) replaces NAs with zoo::na.locf(). If FALSE, NAs are not cleaned.

Value

a .csv-file within the directory, defined in dir.

antshi/ffData documentation built on Oct. 24, 2020, 9:56 p.m.