In diengiau/rifin: R in Finance

1. Descriptions:

ri_fmatch is the function to fuzzy-match two string vectors and returns the output with: name_old, name_matched, and key.

In this version, I allow only one key (i.e., gkvey or cusip) in the key file. I will update later. We need two objects: - name_old: is a string vector of name that we need to match - key: a data.frame with 2 variables: name and key

The output will be a tibble with 3 variables: name_old, name_matched (from key file), and key.

2. Features

1. Use stringdist package, default method is dl.
2. Include the parallel parLapply to improve the performance. It reduces a lot of time to run. For example, if I use lapply, it takes hours to finish (e.g., a football match). Thanks to this parallel, we can save time (e.g., a Chopin piece only).

3. Dependencies

You should install these dependent packages: - tidyverse - stringdist - parallel

4. Example

Update later. Sorry.

diengiau/rifin documentation built on May 6, 2019, 6:01 p.m.