nareal / frenchdataLinks
R package to download Prof. Kenneth French data sets
☆12Updated last year
Alternatives and similar repositories for frenchdata
Users that are interested in frenchdata are comparing it to the libraries listed below
Sorting:
- getSymbols() reboot☆17Updated 8 months ago
- Time-series functionality based on nanotime and data.table☆15Updated 5 months ago
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated last year
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Forecasting for mlr3☆20Updated 10 months ago
- BLS API V2 interface☆15Updated last year
- The Fast Kalman Filter (FKF) package for R☆12Updated 9 months ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆11Updated 3 months ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆17Updated last week
- R code to perform the Lee Strazicich unit root test☆9Updated 7 years ago
- R package for dataset generation and benchmarking☆21Updated 5 years ago
- All data and functions needed for the book "That's weird: anomaly detection using R" by Rob J Hyndman <https://OTexts.com/weird>☆16Updated 2 months ago
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- Riex☆9Updated 4 years ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆10Updated 4 years ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- Error Handling Made Easy☆28Updated 2 months ago
- Filter-based feature selection for mlr3☆21Updated 4 months ago
- Miscellaneous helper functions for mlr3☆13Updated last week
- R package that helps to retrieve data from Banco de España☆11Updated this week
- R package for retrieving public data☆16Updated 6 months ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- Bayesian Multivariate GARCH☆18Updated 7 months ago
- R implementation of advanced optimizers for torch☆26Updated 2 years ago
- ☆10Updated 2 years ago
- A terribly-simple data base for time series☆13Updated 3 months ago
- Expected Shortfall Backtesting☆12Updated last year
- Functions and a R5 class that allows data to be downloaded and uploaded to the LSEG Datastream database via the DSWS server☆23Updated 2 months ago
- Graphical User Interface for Seasonal Adjustment☆23Updated 8 months ago