{
  "_id": "6a10143eacfb0bcc41c83a23",
  "Package": "tsrsa",
  "Type": "Package",
  "Maintainer": "Steven E. Pav <shabbychef@gmail.com>",
  "Authors@R": "c(person(c(\"Steven\", \"E.\"), \"Pav\", \nrole=c(\"aut\",\"cre\"),\nemail=\"shabbychef@gmail.com\",\ncomment = c(ORCID = \"0000-0002-4197-6195\")))",
  "Version": "0.1.1",
  "Date": "2021-03-11",
  "License": "LGPL-3",
  "Title": "Data and code for the book, The Sharpe Ratio: Statistics and\nApplications",
  "BugReports": "https://github.com/shabbychef/tsrsa/issues",
  "Description": "Publicly available Market data, mostly compiled by Kenneth\nFrench, and loaded from Quandl.",
  "RoxygenNote": "6.1.1",
  "URL": "https://github.com/shabbychef/tsrsa",
  "Collate": "'tsrsa.r'",
  "LazyData": "true",
  "Repository": "https://shabbychef.r-universe.dev",
  "Date/Publication": "2026-03-22 05:08:47 UTC",
  "RemoteUrl": "https://github.com/shabbychef/tsrsa",
  "RemoteRef": "HEAD",
  "RemoteSha": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
  "RemoteSubdir": "rpkg",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-05-22 08:28:28 UTC",
    "User": "root"
  },
  "Author": "Steven E. Pav [aut, cre] (ORCID:\n<https://orcid.org/0000-0002-4197-6195>)",
  "MD5sum": "9fced62e62d4fa120f242a8cf2893ef3",
  "_user": "shabbychef",
  "_type": "src",
  "_file": "tsrsa_0.1.1.tar.gz",
  "_fileid": "960849733ca9c7287927e185135d138e6cbdcc7127b373252709668cefa8d63d",
  "_filesize": 423560,
  "_sha256": "960849733ca9c7287927e185135d138e6cbdcc7127b373252709668cefa8d63d",
  "_created": "2026-05-22T08:28:28.000Z",
  "_published": "2026-05-22T08:30:54.354Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 77344084828,
      "time": 103,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "7156189877"
    },
    {
      "job": 77344084858,
      "time": 94,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "7156187074"
    },
    {
      "job": 77344084876,
      "time": 68,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "7156179439"
    },
    {
      "job": 77344084915,
      "time": 109,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "7156191106"
    },
    {
      "job": 77343613951,
      "time": 190,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7156158112"
    },
    {
      "job": 77344084929,
      "time": 88,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7156185238"
    },
    {
      "job": 77344085266,
      "time": 61,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "7156177358"
    },
    {
      "job": 77344085152,
      "time": 58,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "7156176494"
    },
    {
      "job": 77344084968,
      "time": 61,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "7156176984"
    }
  ],
  "_buildurl": "https://github.com/r-universe/shabbychef/actions/runs/26276993279",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/shabbychef/tsrsa",
  "_commit": {
    "id": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
    "author": "Steven Pav <shabbychef@gmail.com>",
    "committer": "Steven Pav <shabbychef@gmail.com>",
    "message": "found two more errors\n",
    "time": 1774156127
  },
  "_maintainer": {
    "name": "Steven E. Pav",
    "email": "shabbychef@gmail.com",
    "login": "shabbychef",
    "description": "",
    "uuid": 1456159,
    "orcid": "0000-0002-4197-6195"
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 2.10",
      "role": "Depends"
    },
    {
      "package": "xts",
      "role": "Depends"
    }
  ],
  "_owner": "shabbychef",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2026-12",
      "n": 1
    }
  ],
  "_tags": [
    {
      "name": "thru20251130",
      "date": "2026-01-02"
    }
  ],
  "_stars": 2,
  "_contributors": [
    {
      "user": "shabbychef",
      "count": 13,
      "uuid": 1456159
    }
  ],
  "_userbio": {
    "uuid": 1456159,
    "type": "user",
    "name": "Steven Pav"
  },
  "_downloads": {
    "count": 0,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/tsrsa"
  },
  "_devurl": "https://github.com/shabbychef/tsrsa",
  "_searchresults": 3,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/readme.html",
    "extra/readme.md",
    "extra/tsrsa.html",
    "manual.pdf"
  ],
  "_cranurl": false,
  "_exports": [],
  "_datasets": [
    {
      "name": "dff4",
      "title": "Daily Fama French 4 Factor Returns",
      "object": "dff4",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "Mkt",
        "SMB",
        "HML",
        "UMD",
        "RF"
      ],
      "rows": 24795,
      "table": true,
      "tojson": false
    },
    {
      "name": "dvix",
      "title": "Daily VIX Close",
      "object": "dvix",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "VIX"
      ],
      "rows": 7809,
      "table": true,
      "tojson": false
    },
    {
      "name": "gw",
      "title": "Goyal Welch Equity Premium Data.",
      "object": "gw",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "cpi",
        "gold",
        "infl",
        "tbill",
        "ltyld10",
        "ltrate",
        "callmoney",
        "aaa",
        "baa",
        "corprate",
        "corprate.i",
        "sp500index",
        "sp500d12",
        "sp500e12",
        "vwm",
        "vwmx",
        "svar",
        "bkmk",
        "ntis",
        "eqis",
        "csp",
        "cay",
        "ik"
      ],
      "rows": 215,
      "table": true,
      "tojson": false
    },
    {
      "name": "mff4",
      "title": "Monthly Fama French 4 Factor Returns",
      "object": "mff4",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "Mkt",
        "SMB",
        "HML",
        "UMD",
        "RF"
      ],
      "rows": 1128,
      "table": true,
      "tojson": false
    },
    {
      "name": "mff6",
      "title": "Monthly Fama French 6 Factor Returns",
      "object": "mff6",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "Mkt",
        "SMB",
        "HML",
        "RMW",
        "CMA",
        "UMD",
        "RF"
      ],
      "rows": 690,
      "table": true,
      "tojson": false
    },
    {
      "name": "mind10",
      "title": "Monthly Fama French 10 Industry Returns",
      "object": "mind10",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "NondurableGoods",
        "DurableGoods",
        "Manufacturing",
        "Energy",
        "Technology",
        "Telecom",
        "Retail",
        "Healthcare",
        "Utilities",
        "Other"
      ],
      "rows": 1128,
      "table": true,
      "tojson": false
    },
    {
      "name": "mind5",
      "title": "Monthly Fama French 5 Industry Returns",
      "object": "mind5",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "Consumer",
        "Manufacturing",
        "Technology",
        "Healthcare",
        "Other"
      ],
      "rows": 1128,
      "table": true,
      "tojson": false
    }
  ],
  "_help": [
    {
      "page": "dff4",
      "title": "Daily Fama French 4 Factor Returns",
      "topics": [
        "dff4"
      ]
    },
    {
      "page": "dvix",
      "title": "Daily VIX Close",
      "topics": [
        "dvix"
      ]
    },
    {
      "page": "gw",
      "title": "Goyal Welch Equity Premium Data.",
      "topics": [
        "gw"
      ]
    },
    {
      "page": "mff4",
      "title": "Monthly Fama French 4 Factor Returns",
      "topics": [
        "mff4"
      ]
    },
    {
      "page": "mff6",
      "title": "Monthly Fama French 6 Factor Returns",
      "topics": [
        "mff6"
      ]
    },
    {
      "page": "mind10",
      "title": "Monthly Fama French 10 Industry Returns",
      "topics": [
        "mind10"
      ]
    },
    {
      "page": "mind5",
      "title": "Monthly Fama French 5 Industry Returns",
      "topics": [
        "mind5"
      ]
    }
  ],
  "_readme": "https://github.com/shabbychef/tsrsa/raw/HEAD/README.md",
  "_rundeps": [
    "lattice",
    "xts",
    "zoo"
  ],
  "_score": 2,
  "_indexed": true,
  "_nocasepkg": "tsrsa",
  "_universes": [
    "shabbychef"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.1.1",
      "date": "2026-05-22T08:30:18.000Z",
      "distro": "noble",
      "commit": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
      "fileid": "c59740fca6591919c03297d60220591fb4dfb9b75e3d13ecdc5cb479971d2ede",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/shabbychef/actions/runs/26276993279"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.1.1",
      "date": "2026-05-22T08:30:13.000Z",
      "distro": "noble",
      "commit": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
      "fileid": "bce8887be8cc575fad26008d86f406ae2d8f720a28b5b4871253268d6730396a",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/shabbychef/actions/runs/26276993279"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.1.1",
      "date": "2026-05-22T08:29:50.000Z",
      "commit": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
      "fileid": "d465eca4e81e87eba4b785f01d6e356938271508f01717f0c0ed9541097d02ea",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/shabbychef/actions/runs/26276993279"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.1.1",
      "date": "2026-05-22T08:30:25.000Z",
      "commit": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
      "fileid": "58a49d15ab746210a766aaaf92cae015936ebc99042273a54b3953a21116696f",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/shabbychef/actions/runs/26276993279"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.1.1",
      "date": "2026-05-22T08:30:16.000Z",
      "commit": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
      "fileid": "58acbcfabab8febe3fd76f3b6fd59a37ce6c102caa7ab64504b0ad7d69b285a7",
      "status": "success",
      "buildurl": "https://github.com/r-universe/shabbychef/actions/runs/26276993279"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.1.1",
      "date": "2026-05-22T08:29:34.000Z",
      "commit": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
      "fileid": "2e940550ce1c7b153e43bc28481de8e03aecaef6feb327c35d0277b890646dc6",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/shabbychef/actions/runs/26276993279"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.1.1",
      "date": "2026-05-22T08:29:33.000Z",
      "commit": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
      "fileid": "758ec434e88cd49e1bf6e04fa956247db6dcab8d155363e2fc45d289b4be6938",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/shabbychef/actions/runs/26276993279"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.1.1",
      "date": "2026-05-22T08:29:34.000Z",
      "commit": "3ea84e0234878b9e885094c9b5fe0c726847f2dc",
      "fileid": "7cf1a9e9c76aba3e66a7f975b1b5bb0fd212901f82f15f938196f0a61bb5957c",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/shabbychef/actions/runs/26276993279"
    }
  ]
}