README.md

In gtog/dMisc: A Collection of Helper Functions for Doing Financial Data Analysis

dMisc

A collection of helper functions for working with financial data.

This collection of functions is basically a set of tools that I have created to help with data analysis involving financial data. Most of these are just small annoyances that I have resolved with short functions that speed development of larger applications. For example, you might want to create a cumulative wealth index from return data on the fly. makeIndex() aids in this task. There are many xts helpers like xtsApply(), which is a generic apply function for xts objects. Things like making a multi-variable xts object from a list of tickers can be handled by tickersToXTS(). In many ways, this package is like the hMisc package which I imagine was created to resolve the many issues they encountered in data to day R life.

gtog/dMisc documentation built on May 17, 2019, 8:57 a.m.