ff_tidy_data: Fama-French data download
In piotrek-orlowski/FamaFrenchData: Download FF factor/portfolio data
View source: R/ff_data_download.R
ff_tidy_data R Documentation
Fama-French data download
Description
Downloads data from http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html, cleans, returns nice form.
Usage
ff_tidy_data(file_names, all_subsets = FALSE)
Arguments
file_names
names of FF zip files, character vector
all_subsets
logical, if TRUE, returns all data subdivisions from file, if FALSE, only the first table (i.e. until first line-break after data)
Value
*tidy* data.frame with return data. Column date is of type Date, columns series_name, series_type, data_type, frequency are character; column value is numeric.
piotrek-orlowski/FamaFrenchData documentation built on Nov. 5, 2022, 4:47 p.m.
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View source: R/ff_data_download.R
| ff_tidy_data | R Documentation |
Fama-French data download
Description
Downloads data from http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html, cleans, returns nice form.
Usage
ff_tidy_data(file_names, all_subsets = FALSE)
Arguments
file_names |
names of FF zip files, character vector |
all_subsets |
logical, if TRUE, returns all data subdivisions from file, if FALSE, only the first table (i.e. until first line-break after data) |
Value
*tidy* data.frame with return data. Column date is of type Date, columns series_name, series_type, data_type, frequency are character; column value is numeric.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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