Showing 37 of total 37 results (show query)
sbgraves237
Ecdat:Data Sets for Econometrics
Data sets for econometrics, including political science.
Maintained by Spencer Graves. Last updated 4 months ago.
15.1 match 2 stars 7.25 score 740 scripts 3 dependents
kjhealy
gssrdoc:Document General Social Survey Variable
The General Social Survey (GSS) is a long-running, mostly annual survey of US households. It is administered by the National Opinion Research Center (NORC). This package contains the a tibble with information on the survey variables, together with every variable documented as an R help page. For more information on the GSS see \url{http://gss.norc.org}.
Maintained by Kieran Healy. Last updated 11 months ago.
37.4 match 2.28 score 38 scripts
arbuzovv
rusquant:Quantitative Trading Framework
Collection of functions to retrieve financial data from various sources, including brokerage and exchange platforms, financial websites, and data providers. Includes functions to retrieve account information, portfolio information, and place/cancel orders from different brokers. Additionally, allows users to download historical data such as earnings, dividends, stock splits.
Maintained by Vyacheslav Arbuzov. Last updated 10 months ago.
cryptocurrencydata-sciencedatasciencedatascrapingdatasetdatasourcedividendsearningsfinamfinanceinvestinginvesting-apiipoquantquantitative-financesplitsstockstrading
14.1 match 46 stars 5.51 score 47 scripts
justinmshea
wooldridge:115 Data Sets from "Introductory Econometrics: A Modern Approach, 7e" by Jeffrey M. Wooldridge
Students learning both econometrics and R may find the introduction to both challenging. The wooldridge data package aims to lighten the task by efficiently loading any data set found in the text with a single command. Data sets have been compressed to a fraction of their original size. Documentation files contain page numbers, the original source, time of publication, and notes from the author suggesting avenues for further analysis and research. If one needs an introduction to R model syntax, a vignette contains solutions to examples from chapters of the text. Data sets are from the 7th edition (Wooldridge 2020, ISBN-13 978-1-337-55886-0), and are backwards compatible with all previous versions of the text.
Maintained by Justin M. Shea. Last updated 3 months ago.
6.0 match 203 stars 9.38 score 1.4k scripts
nickch-k
causaldata:Example Data Sets for Causal Inference Textbooks
Example data sets to run the example problems from causal inference textbooks. Currently, contains data sets for Huntington-Klein, Nick (2021) "The Effect" <https://theeffectbook.net>, first and second edition, Cunningham, Scott (2021, ISBN-13: 978-0-300-25168-5) "Causal Inference: The Mixtape", and Hernán, Miguel and James Robins (2020) "Causal Inference: What If" <https://www.hsph.harvard.edu/miguel-hernan/causal-inference-book/>.
Maintained by Nick Huntington-Klein. Last updated 4 months ago.
6.8 match 136 stars 7.43 score 144 scripts 1 dependents
jeffreyracine
np:Nonparametric Kernel Smoothing Methods for Mixed Data Types
Nonparametric (and semiparametric) kernel methods that seamlessly handle a mix of continuous, unordered, and ordered factor data types. We would like to gratefully acknowledge support from the Natural Sciences and Engineering Research Council of Canada (NSERC, <https://www.nserc-crsng.gc.ca/>), the Social Sciences and Humanities Research Council of Canada (SSHRC, <https://www.sshrc-crsh.gc.ca/>), and the Shared Hierarchical Academic Research Computing Network (SHARCNET, <https://sharcnet.ca/>). We would also like to acknowledge the contributions of the GNU GSL authors. In particular, we adapt the GNU GSL B-spline routine gsl_bspline.c adding automated support for quantile knots (in addition to uniform knots), providing missing functionality for derivatives, and for extending the splines beyond their endpoints.
Maintained by Jeffrey S. Racine. Last updated 1 months ago.
3.6 match 49 stars 12.64 score 672 scripts 44 dependents
natsiopoulos
ARDL:ARDL, ECM and Bounds-Test for Cointegration
Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation. The validity and the accuracy of this package have been verified by successfully replicating the results of Pesaran et al. (2001) in Natsiopoulos and Tzeremes (2022) <doi:10.1002/jae.2919>.
Maintained by Kleanthis Natsiopoulos. Last updated 2 years ago.
6.8 match 18 stars 6.64 score 86 scripts 1 dependents
lightbluetitan
timeSeriesDataSets:Time Series Data Sets
Provides a diverse collection of time series datasets spanning various fields such as economics, finance, energy, healthcare, and more. Designed to support time series analysis in R by offering datasets from multiple disciplines, making it a valuable resource for researchers and analysts.
Maintained by Renzo Caceres Rossi. Last updated 6 months ago.
6.8 match 10 stars 5.71 score 103 scripts
paulgovan
PRA:Project Risk Analysis
Data analysis for Project Risk Management via the Second Moment Method, Monte Carlo Simulation, Contingency Analysis, Sensitivity Analysis, Earned Value Management, Learning Curves, Design Structure Matrices, and more.
Maintained by Paul Govan. Last updated 3 months ago.
causal-networkscontingency-analysismonte-carlo-simulationrisk-analysissensitivity-analysis
5.9 match 3 stars 5.82 score 8 scripts
theeliteanalyst
Riex:IEX Stocks and Market Data
Retrieves efficiently and reliably Investors Exchange ('IEX') stock and market data using 'IEX Cloud API'. The platform is offered by Investors Exchange Group (IEX Group). Main goal is to leverage 'R' capabilities including existing packages to effectively provide financial and statistical analysis as well as visualization in support of fact-based decisions. In addition, continuously improve and enhance 'Riex' by applying best practices and being in tune with users' feedback and requirements. Please, make sure to review and acknowledge Investors Exchange Group (IEX Group) terms and conditions before using 'Riex' (<https://iexcloud.io/terms/>).
Maintained by Myriam Ibrahim. Last updated 4 years ago.
financefinancial-analysisfinancial-dataiexiex-apiiexcloud
6.8 match 9 stars 4.69 score 11 scripts
jacob-long
panelr:Regression Models and Utilities for Repeated Measures and Panel Data
Provides an object type and associated tools for storing and wrangling panel data. Implements several methods for creating regression models that take advantage of the unique aspects of panel data. Among other capabilities, automates the "within-between" (also known as "between-within" and "hybrid") panel regression specification that combines the desirable aspects of both fixed effects and random effects econometric models and fits them as multilevel models (Allison, 2009 <doi:10.4135/9781412993869.d33>; Bell & Jones, 2015 <doi:10.1017/psrm.2014.7>). These models can also be estimated via generalized estimating equations (GEE; McNeish, 2019 <doi:10.1080/00273171.2019.1602504>) and Bayesian estimation is (optionally) supported via 'Stan'. Supports estimation of asymmetric effects models via first differences (Allison, 2019 <doi:10.1177/2378023119826441>) as well as a generalized linear model extension thereof using GEE.
Maintained by Jacob A. Long. Last updated 1 years ago.
3.5 match 101 stars 8.76 score 181 scripts 1 dependents
alanarnholt
BSDA:Basic Statistics and Data Analysis
Data sets for book "Basic Statistics and Data Analysis" by Larry J. Kitchens.
Maintained by Alan T. Arnholt. Last updated 2 years ago.
3.3 match 7 stars 9.11 score 1.3k scripts 6 dependentsjeffreyracine
crs:Categorical Regression Splines
Regression splines that handle a mix of continuous and categorical (discrete) data often encountered in applied settings. I would like to gratefully acknowledge support from the Natural Sciences and Engineering Research Council of Canada (NSERC, <https://www.nserc-crsng.gc.ca>), the Social Sciences and Humanities Research Council of Canada (SSHRC, <https://www.sshrc-crsh.gc.ca>), and the Shared Hierarchical Academic Research Computing Network (SHARCNET, <https://www.sharcnet.ca>). We would also like to acknowledge the contributions of the GNU GSL authors. In particular, we adapt the GNU GSL B-spline routine gsl_bspline.c adding automated support for quantile knots (in addition to uniform knots), providing missing functionality for derivatives, and for extending the splines beyond their endpoints.
Maintained by Jeffrey S. Racine. Last updated 3 months ago.
3.6 match 17 stars 8.30 score 90 scripts 1 dependents
dsstoffer
astsa:Applied Statistical Time Series Analysis
Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2025, <https://link.springer.com/book/9783031705830>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <DOI:10.1201/9780429273285>.
Maintained by David Stoffer. Last updated 2 months ago.
3.5 match 7 stars 7.88 score 2.2k scripts 8 dependents
david-hammond
pmev:Calculates Earned Value for a Project Schedule
Given a project schedule and associated costs, this package calculates the earned value to date. It is an implementation of Project Management Body of Knowledge (PMBOK) methodologies (reference Project Management Institute. (2021). A guide to the Project Management Body of Knowledge (PMBOK guide) (7th ed.). Project Management Institute, Newtown Square, PA, ISBN 9781628256673 (pdf)).
Maintained by David Hammond. Last updated 7 months ago.
7.0 match 3.30 score 4 scripts
felixfan
FinCal:Time Value of Money, Time Series Analysis and Computational Finance
Package for time value of money calculation, time series analysis and computational finance.
Maintained by Felix Yanhui Fan. Last updated 8 years ago.
3.8 match 23 stars 6.02 score 203 scripts 1 dependents
maheshpkumar
stockAnalyst:Equity Valuation using Methods of Fundamental Analysis
Methods of Fundamental Analysis for Valuation of Equity included here serve as a quick reference for undergraduate courses on Stock Valuation and Chartered Financial Analyst Levels 1 and 2 Readings on Equity Valuation. Jerald E. Pinto (“Equity Asset Valuation (4th Edition)”, 2020, ISBN: 9781119628194). Chartered Financial Analyst Institute ("Chartered Financial Analyst Program Curriculum 2020 Level I Volumes 1-6. (Vol. 4, pp. 445-491)", 2019, ISBN: 9781119593577). Chartered Financial Analyst Institute ("Chartered Financial Analyst Program Curriculum 2020 Level II Volumes 1-6. (Vol. 4, pp. 197-447)", 2019, ISBN: 9781119593614).
Maintained by MaheshP Kumar. Last updated 3 years ago.
21.9 match 1.00 score
tbates
umx:Structural Equation Modeling and Twin Modeling in R
Quickly create, run, and report structural equation models, and twin models. See '?umx' for help, and umx_open_CRAN_page("umx") for NEWS. Timothy C. Bates, Michael C. Neale, Hermine H. Maes, (2019). umx: A library for Structural Equation and Twin Modelling in R. Twin Research and Human Genetics, 22, 27-41. <doi:10.1017/thg.2019.2>.
Maintained by Timothy C. Bates. Last updated 2 days ago.
behavior-geneticsgeneticsopenmxpsychologysemstatisticsstructural-equation-modelingtutorialstwin-modelsumx
1.8 match 44 stars 9.45 score 472 scripts
alexwhitworth
synthACS:Synthetic Microdata and Spatial MicroSimulation Modeling for ACS Data
Provides access to curated American Community Survey (ACS) base tables via a wrapper to library(acs). Builds synthetic micro-datasets at any user-specified geographic level with ten default attributes; and, conducts spatial microsimulation modeling (SMSM) via simulated annealing. SMSM is conducted in parallel by default. Lastly, we provide functionality for data-extensibility of micro-datasets <doi:10.18637/jss.v104.i07>.
Maintained by Alex Whitworth. Last updated 2 years ago.
acsacs-datamicrosimulationspatial-data-analysiscpp
3.6 match 5 stars 4.29 score 78 scripts
cran
TSA:Time Series Analysis
Contains R functions and datasets detailed in the book "Time Series Analysis with Applications in R (second edition)" by Jonathan Cryer and Kung-Sik Chan.
Maintained by Kung-Sik Chan. Last updated 3 years ago.
3.4 match 2 stars 4.47 score 5 dependents
altanalytics
fmpcloudr:R Access to the 'FMP Cloud' and 'Financial Modeling Prep' API
Use R to access to the 'FMP Cloud' API <https://fmpcloud.io/> and 'Financial Modeling Prep' API <https://financialmodelingprep.com/developer/docs/>. Data available includes stock prices, market indexes, company fundamentals, 13F holdings data, and much more. A valid API token must be set to enable functions.
Maintained by Anthony Balentine. Last updated 1 years ago.
3.6 match 12 stars 4.30 score 33 scripts
petrbouchal
ispv:Use Czech labour market survey data
Retrieve and load data from the Czech Information System on Average Earnings (ISPV) at <https://www.ispv.cz>.
Maintained by Petr Bouchal. Last updated 9 months ago.
7.5 match 2 stars 2.00 score 5 scripts
martinrd3d
PCRA:Companion to Portfolio Construction and Risk Analysis
A collection of functions and data sets that support teaching a quantitative finance MS level course on Portfolio Construction and Risk Analysis, and the writing of a textbook for such a course. The package is unique in providing several real-world data sets that may be used for problem assignments and student projects. The data sets include cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures data from S&P Global, and several SP500 data sets.
Maintained by Doug Martin. Last updated 2 years ago.
3.8 match 3.67 score 94 scripts
trilnick
bunchr:Analyze Bunching in a Kink or Notch Setting
View and analyze data where bunching is expected. Estimate counter- factual distributions. For earnings data, estimate the compensated elasticity of earnings w.r.t. the net-of-tax rate.
Maintained by Itai Trilnick. Last updated 1 years ago.
bunchingelasticitykinksnotchtax-rate
2.5 match 7 stars 5.02 score 15 scripts
juvlac
camerondata:Datasets from "Microeconometrics: Methods and Applications" by Cameron and Trivedi
Quick and easy access to datasets that let you replicate the empirical examples in Cameron and Trivedi (2005) "Microeconometrics: Methods and Applications" (ISBN: 9780521848053).The data are available as soon as you install and load the package (lazy-loading) as data frames. The documentation includes reference to chapter sections and page numbers where the datasets are used.
Maintained by Juliana Vega-Lacorte. Last updated 3 years ago.
4.5 match 2.70 score 1 scripts
davidearn
epigrowthfit:Nonlinear Mixed Effects Models of Epidemic Growth
Maximum likelihood estimation of nonlinear mixed effects models of epidemic growth using Template Model Builder ('TMB'). Enables joint estimation for collections of disease incidence time series, including time series that describe multiple epidemic waves. Supports a set of widely used phenomenological models: exponential, logistic, Richards (generalized logistic), subexponential, and Gompertz. Provides methods for interrogating model objects and several auxiliary functions, including one for computing basic reproduction numbers from fitted values of the initial exponential growth rate. Preliminary versions of this software were applied in Ma et al. (2014) <doi:10.1007/s11538-013-9918-2> and in Earn et al. (2020) <doi:10.1073/pnas.2004904117>.
Maintained by Mikael Jagan. Last updated 25 days ago.
2.0 match 9 stars 5.75 score 45 scripts
jonasroettger
disclosuR:Text Conversion from Nexis Uni PDFs to R Data Frames
Transform 'newswire' and earnings call transcripts as PDF obtained from 'Nexis Uni' to R data frames. Various 'newswires' and 'FairDisclosure' earnings call formats are supported. Further, users can apply several pre-defined dictionaries on the data based on Graffin et al. (2016)<doi:10.5465/amj.2013.0288> and Gamache et al. (2015)<doi:10.5465/amj.2013.0377>.
Maintained by Jonas Röttger. Last updated 1 years ago.
4.6 match 2.00 score
jameel-institute
daedalus:Model Health, Social, and Economic Costs of a Pandemic
Model the health, education, and economic costs of directly transmitted respiratory virus pandemics, under different scenarios of prior vaccine investment and reactive interventions, using the 'DAEDALUS' integrated health-economics model adapted from Haw et al. (2022) <doi.org/10.1038/s43588-022-00233-0>.
Maintained by Pratik Gupte. Last updated 7 days ago.
decision-supportepidemiological-modelshealth-economicspandemic-preparednesspublic-healthrcppsdg-3cppopenmp
1.3 match 4 stars 5.92 score 8 scripts
canmod
iidda.analysis:Tools for Analyzing IIDDA Datasets
This package contains tools for working with data obtained from the International Infectious Disease Data Archive.
Maintained by Steven Walker. Last updated 4 months ago.
1.3 match 5.65 score 23 scripts
shanejorr
usincometaxes:Calculate Federal and State Income Taxes in the United States
Calculates federal and state income taxes in the United States. It acts as a wrapper to the NBER's TAXSIM 35 (<http://taxsim.nber.org/taxsim35/>) tax simulator. TAXSIM 35 conducts the calculations, while 'usincometaxes' prepares the data for TAXSIM 35, sends the data to TAXSIM 35's server or communicates with the Web Assembly file, retrieves the data, and places it into a data frame. All without the user worrying about this process.
Maintained by Shane Orr. Last updated 1 years ago.
1.1 match 13 stars 5.99 score 15 scripts
kjetil1001
SenSrivastava:Datasets from Sen & Srivastava
Collection of datasets from Sen & Srivastava: "Regression Analysis, Theory, Methods and Applications", Springer. Sources for individual data files are more fully documented in the book.
Maintained by Kjetil B Halvorsen. Last updated 1 years ago.
3.5 match 1.76 score 57 scriptscran
QDComparison:Modern Nonparametric Tools for Two-Sample Quantile and Distribution Comparisons
Allows practitioners to determine (i) if two univariate distributions (which can be continuous, discrete, or even mixed) are equal, (ii) how two distributions differ (shape differences, e.g., location, scale, etc.), and (iii) where two distributions differ (at which quantiles), all using nonparametric LP statistics. The primary reference is Jungreis, D. (2019, Technical Report).
Maintained by David Jungreis. Last updated 6 years ago.
3.8 match 1.00 scorecran
R4HCR:R for Health Care Research
A collection of datasets that accompany the forthcoming book "R for Health Care Research".
Maintained by Jason L. Oke. Last updated 6 months ago.
3.6 match 1.00 score
neonira
wyz.code.testthat:Wizardry Code Offensive Programming Test Generation
Allows to generate automatically 'testthat' code files from offensive programming test cases. Generated test files are complete and ready to run. Using 'wyz.code.testthat' you will earn a lot of time, reduce the number of errors in test case production, be able to test immediately generated files without any need to view or modify them, and enter a zero time latency between code implementation and industrial testing. As with 'testthat', you may complete provided test cases according to your needs to push testing further, but this need is nearly void when using 'wyz.code.offensiveProgramming'.
Maintained by Fabien Gelineau. Last updated 3 years ago.
0.5 match 2.00 score 2 scripts
thospfuller
restimizeapi:Functions for Working with the 'www.estimize.com' Web Services
Provides the user with functions to develop their trading strategy, uncover actionable trading ideas, and monitor consensus shifts with crowdsourced earnings and economic estimate data directly from <www.estimize.com>. Further information regarding the web services this package invokes can be found at <www.estimize.com/api>.
Maintained by Thomas P. Fuller. Last updated 10 years ago.
0.5 match 1.00 score 8 scripts