The `tidyfinance` R package

tidyfinance is an R package that contains a set of helper functions for empirical research in financial economics, addressing a variety of topics covered in this book. We designed the package to provide easy shortcuts for the applications that we discuss in the book. If you want to inspect the details of the package or propose new features, feel free to visit the package repository on Github.

Installation

You can install the released version of tidyfinance from CRAN via:

install.packages("tidyfinance")

You can install the development version of tidyfinance from GitHub (which might not be fully tested) via:

# install.packages("pak")
pak::pak("tidy-finance/r-tidyfinance")

Usage

Throughout the book, we refer to the corresponding features of the tidyfinance package. If you want to get an overview of the existing functionality, we suggest the blog posts that discuss specific releases and new features:

Feature requests

We are curious to learn in which direction we should extend the package, so please consider opening an issue in the package repository. For instance, we could support more data sources, add more parameters to the family of functions for data downloads, or we could put more emphasis on the generality of portfolio assignment or other modeling functions. Moreover, if you discover a bug, we are very grateful if you report the issue in our repository.