Package: stressr 1.0.0
Matt Barry
stressr: Fetch and plot financial stress index and component data.
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.
Authors:
stressr_1.0.0.tar.gz
stressr_1.0.0.zip(r-4.5)stressr_1.0.0.zip(r-4.4)stressr_1.0.0.zip(r-4.3)
stressr_1.0.0.tgz(r-4.4-any)stressr_1.0.0.tgz(r-4.3-any)
stressr_1.0.0.tar.gz(r-4.5-noble)stressr_1.0.0.tar.gz(r-4.4-noble)
stressr_1.0.0.tgz(r-4.4-emscripten)stressr_1.0.0.tgz(r-4.3-emscripten)
stressr.pdf |stressr.html✨
stressr/json (API)
| # Install 'stressr' in R: |
| install.packages('stressr', repos = c('https://mrbcuda.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/mrbcuda/stressr/issues
Last updated 10 years agofrom:bd84b04dbf. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 16 2024 |
| R-4.5-win | NOTE | Sep 16 2024 |
| R-4.5-linux | NOTE | Sep 16 2024 |
| R-4.4-win | NOTE | Sep 16 2024 |
| R-4.4-mac | NOTE | Sep 16 2024 |
| R-4.3-win | NOTE | Sep 16 2024 |
| R-4.3-mac | NOTE | Sep 16 2024 |
Exports:getComponentSummarygetCreditMarketsgetEquityMarketsgetForeignExchangeMarketsgetFundingMarketsgetRealEstateMarketsgetSecuritizationMarketsgetStressComponentsgetStressIndexstressAreaChartstressIndexChartstressLineChart
Dependencies:deldirinterpjpeglatticelatticeExtraMASSpngRColorBrewerRcppRcppEigenXMLxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Get stress components summary | getComponentSummary |
| Get credit markets stress components | getCreditMarkets |
| Get equity markets stress components | getEquityMarkets |
| Get foreign exchange markets stress components | getForeignExchangeMarkets |
| Get funding markets stress components | getFundingMarkets |
| Get foreign exchange markets stress components | getRealEstateMarkets |
| Get securitization markets stress components | getSecuritizationMarkets |
| Get financial stress index component data. | getStressComponents |
| Get financial stress index data. | getStressIndex |
| Financial stress component data as a stacked area chart. | stressAreaChart |
| Financial stress index data line chart with regions. | stressIndexChart |
| Financial stress component data as an unstacked line chart. | stressLineChart |
| Financial stress index component data. | stressr-package stressr |
| Financial stress index component data xyplot | xyplot.cfsi |
| Financial stress index component data xyplot | xyplot.stress |
