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stressr
View on CRAN: Click
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Download and install stressr package within the R console
Install from CRAN:
install.packages("stressr")
Install from Github:
library("remotes")
install_github("cran/stressr")
Install by package version:
library("remotes")
install_version("stressr", "1.0.0")
Attach the package and use:
library("stressr")
Maintained by
Matt Barry
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-06-30
Latest Update: 2014-06-30
Description:
Forms queries to submit to the Cleveland Federal Reserve Bank web site's financial stress index data site.Provides query functions for both the composite stress index and the components data. By default the download includes daily time series data starting September 25, 1991.The functions return a class of either type easing or cfsi which contain a list of items related to the query and its graphical presentation.The list includes the time series data as an xts object.The package provides four lattice time series plots to render the time series data in a manner similar to the bank's own presentation.
How to cite:
Matt Barry (2014). stressr: Fetch and plot financial stress index and component data. R package version 1.0.0, https://cran.r-project.org/web/packages/stressr
Previous versions and publish date:
No previous versions
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Other R packages that stressr depends,
imports, suggests or enhances
Functions, R codes and Examples using
the stressr R package
Some associated functions: getComponentSummary . getCreditMarkets . getEquityMarkets . getForeignExchangeMarkets . getFundingMarkets . getRealEstateMarkets . getSecuritizationMarkets . getStressComponents . getStressIndex . stressAreaChart . stressIndexChart . stressLineChart . stressr . xyplot.cfsi . xyplot.stress .
Some associated R codes: plots.R . stressr-package.R . stressr.R . Full stressr package functions and examples
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