| Title: | Download Data Sets from Kenneth's French Finance Data Library Site |
| Version: | 0.2.0 |
| Description: | Download data sets from Kenneth's French finance data library site http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html, reads all the data subsets from the file. Allows R users to collect the data as 'tidyverse'-ready data frames. |
| License: | MIT + file LICENSE |
| URL: | https://nareal.github.io/frenchdata/, https://github.com/nareal/frenchdata |
| BugReports: | https://github.com/nareal/frenchdata/issues |
| Depends: | R (≥ 3.3) |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.1.1 |
| Imports: | utils, magrittr, tibble, dplyr, tidyr (≥ 1.0.0), cli, httr, rvest (≥ 1.0.0), stringr, purrr, assertthat, rlang, fs, readr |
| Suggests: | markdown, rmarkdown, knitr, lubridate, ggplot2 |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Packaged: | 2021-09-08 20:48:25 UTC; nareal |
| Author: | Nelson Areal 
[aut, cre] |
| Maintainer: | Nelson Areal <nareal@gmail.com> |
| Repository: | CRAN |
| Date/Publication: | 2021-09-10 12:10:11 UTC |
frenchdata: Download Data Sets from Kenneth's French Finance Data Library Site
Description
Download data sets from Kenneth's French finance data library site <http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html>, reads all the data subsets from the file. Allows R users to collect the data as 'tidyverse'-ready data frames.
Author(s)
Maintainer: Nelson Areal nareal@gmail.com (ORCID)
See Also
Useful links:
Report bugs at https://github.com/nareal/frenchdata/issues
Browse the details webpage of a Kenneth's French data set
Description
Opens the details webpage of a data set on the default browser.
Usage
browse_details_page(fds)
Arguments
fds |
an object of class |
Value
Does not return a value. Opens the details webpage of a data set on the default browser window.
Examples
if(interactive()){
ff_3f <- download_french_data('Fama/French 3 Factors')
browse_details_page(ff_3f)
}
Browse Kenneth's French data library website
Description
Opens the data library website on the default browser https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Usage
browse_french_site()
Value
Does not return a value. Opens the Kenneth's French data library website with the default browser.
Examples
if(interactive()){
browse_french_site()
}
Download the data set
Description
Download the data set
Usage
download_french_data(
dataset_name,
dir = NULL,
dest_file = NULL,
overwrite = FALSE,
max_tries = 3
)
Arguments
dataset_name |
string with the data set name. Use |
dir |
character. Should be a valid directory path where to save the compressed downloaded file. |
dest_file |
character. Should be a valid file name to save the compressed downloaded file. If |
overwrite |
boolean. Overwrite an existing file? |
max_tries |
numeric. Number of file download trials. |
Value
An objects of class french_dataset with the following elements:
-
info- holds the information about when and were the information was retrieved. -
details_url- url for the webpage with details on data set. -
subsetsa tibble with with the subsets contained in the downloaded file, the tibble contains anameanddatacolumn.
Examples
ff_3f <- download_french_data('Fama/French 3 Factors')
ff_3f
french_data_list S3 class
Description
The french_data_list exists to hold the results of reading the files lists of Kenneth's French data library.
It provides a method to print the objects of this class.
Properties of french_data_list
Objects of class french_data_list have:
A
classattribute offrench_data_list.A base type of
"list"with the following elements:-
info- holds the information about when and were the information was retrieved. -
files_lista tibble with with a list of files that can be downloaded, the tibble contains aname,file_urlanddetails_urlcolumn.
-
Behavior of french_data_list
Pretty prints the object.
french_dataset S3 class
Description
The french_dataset exists to hold the results of reading the files lists of Kenneth's French data library.
It provides a method to print the objects of this class.
Properties of french_dataset
Objects of class french_dataset have:
A
classattribute offrench_dataset.A base type of
"list"with the following elements:-
info- holds the information about when and were the information was retrieved. -
details_url- url for the webpage with details on data set. -
subsetsa tibble with with the subsets contained in the downloaded file, the tibble contains anameanddatacolumn.
-
Behavior of french_dataset
Pretty prints the object.
Get list of files available on Kenneth's French data library website
Description
Extract the list of files along with a description and links to them and additional information from the data library page of Prof. Kenneth French website.
Usage
get_french_data_list(max_tries = 3, refresh = FALSE)
Arguments
max_tries |
a number defining the maximum number of tries to perform when downloading the page. |
refresh |
logical. If TRUE re-downloads the page and overwrites the cached information. Otherwise use the cached data if a download has been done in the current session. |
Value
An object of class french_data_list with the following elements:
-
info- holds the information about when and were the information was retrieved. -
files_lista tibble with with a list of files that can be downloaded, the tibble contains aname,file_urlanddetails_urlcolumn.
Examples
files_list <- get_french_data_list()
files_list
Generic print method for objects of class french_data_list
Description
Prints an object of class french_data_list
Usage
## S3 method for class 'french_data_list'
print(x, ...)
Arguments
x |
an object of class |
... |
other arguments passed to |
Value
Return a tbl_df/data.frame class object from the files_list element of x.
Examples
files_list <- get_french_data_list()
print(files_list)
files_list
Generic print method for objects of class french_dataset
Description
Prints an object of class french_dataset
Usage
## S3 method for class 'french_dataset'
print(x, ...)
Arguments
x |
an object of class |
... |
other arguments passed to |
Value
Return a tbl_df/data.frame class object from the subsets element of x.
Examples
ff_3f <- download_french_data('Fama/French 3 Factors')
print(ff_3f)
ff_3f