Package: tsrsa 0.1.1

tsrsa: Data and code for the book, The Sharpe Ratio: Statistics and Applications

Publicly available Market data, mostly compiled by Kenneth French, and loaded from Quandl.

Authors:Steven E. Pav [aut, cre]

tsrsa_0.1.1.tar.gz
tsrsa_0.1.1.zip(r-4.5)tsrsa_0.1.1.zip(r-4.4)tsrsa_0.1.1.zip(r-4.3)
tsrsa_0.1.1.tgz(r-4.4-any)tsrsa_0.1.1.tgz(r-4.3-any)
tsrsa_0.1.1.tar.gz(r-4.5-noble)tsrsa_0.1.1.tar.gz(r-4.4-noble)
tsrsa_0.1.1.tgz(r-4.4-emscripten)tsrsa_0.1.1.tgz(r-4.3-emscripten)
tsrsa.pdf |tsrsa.html
tsrsa/json (API)

# Install 'tsrsa' in R:
install.packages('tsrsa', repos = c('https://shabbychef.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/shabbychef/tsrsa/issues

Datasets:
  • dff4 - Daily Fama French 4 Factor Returns
  • dvix - Daily VIX Close
  • gw - Goyal Welch Equity Premium Data.
  • mff4 - Monthly Fama French 4 Factor Returns
  • mff6 - Monthly Fama French 6 Factor Returns
  • mind10 - Monthly Fama French 10 Industry Returns
  • mind5 - Monthly Fama French 5 Industry Returns

On CRAN:

2.00 score 2 stars 2 scripts 0 exports 3 dependencies

Last updated 3 years agofrom:4e566e3744. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 21 2024
R-4.5-winNOTENov 21 2024
R-4.5-linuxNOTENov 21 2024
R-4.4-winNOTENov 21 2024
R-4.4-macNOTENov 21 2024
R-4.3-winNOTENov 21 2024
R-4.3-macNOTENov 21 2024

Exports:

Dependencies:latticextszoo