The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

FFdownload 1.2.0

New functions

• FFlist(): scrapes Kenneth French’s data library and returns a tidy data frame (or tibble) of all available datasets, with columns name and file_url. The name column can be passed directly to inputlist.

• FFmatch(): previews fuzzy-match results for a given inputlist before downloading. Returns requested, matched, edit_distance, and similarity columns so users can verify matches without committing to a download.

• FFget(): downloads a single dataset directly into the R session (no file I/O). Accepts frequency and subtable arguments to slice the desired sub-table. Applies na_values = c(-99, -999, -99.99) by default.

Enhancements to FFdownload()

• New na_values parameter: replace French’s sentinel missing-value codes (e.g. −99, −999, −99.99) with NA after numeric conversion.

• New return_data parameter: when TRUE, returns the FFdata list invisibly in addition to saving the .RData file.

• New action parameter: cleaner alternative to the download / download_only flag pair. Accepts "all", "list_only", "download_only", or "process_only".

• New cache_days parameter: skips re-downloading zip files in tempd that are younger than the specified number of days.

• New match_threshold parameter: emits a warning when the fuzzy-match similarity for any requested dataset falls below the threshold.

Enhancements to internal converters

• converter() and converter_tbl() now accept a na_values argument and apply sentinel replacement after numeric conversion.

New vignette

• Added assetpricing.Rmd: a complete empirical asset pricing workflow covering time-series tests (CAPM, FF3) on 25 Size×BM portfolios, the GRS joint test, the momentum anomaly, and Fama-MacBeth cross-sectional regressions under CAPM, FF3, FF4 (Carhart), and FF5 across 100 Size×BM portfolios.

FFdownload 1.1.1

• Release to CRAN after previous package version has been archived due to a broken travis link.

FFdownload 1.1

• Resubmit to CRAN
• Added possibility to create list of tibbles rather than list of xts. Also added appropriate vignettes.

FFdownload 1.0.6

• Resubmit to CRAN
• Corrected variable names to not be similar to a corresponding command (FFdownload -> FFdata, tempdir -> tempd). This is potentially a breaking change, so I additionally included a warning message when the package is loaded.
• Also corrected date in converter for annual data to Dec of each year.
• Additionally fixed the download/download_only problem which now should be working

FFdownload 1.0.5

• Resubmit to CRAN
• Fixed too long line in commented example

FFdownload 1.0.4

• Resubmit to CRAN
• wraped examples that download in donttest{} but because cran tests this anyway (see https://stackoverflow.com/questions/63693563/issues-in-r-package-after-cran-asked-to-replace-dontrun-by-donttest) I also commented the second example which takes some time out (as dontrun() seems to also not being liked on cran)

FFdownload 1.0.3

• Resubmit to CRAN

FFdownload 1.0.2

• Added a NEWS.md file to track changes to the package.
• Added slight changes suggested by CRAN

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.