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Published February 24, 2016 | Version v0.0.0.9006
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ustreasuries: DF bootstrap and equity index downloads added

Creators

  • 1. George Fisher Advisors LLC

Description

Seventh Development Release 0.0.0.9006

  • ### Added vignette veronesi-ch02, all the examples and figures from Chapter 2 of Veronesi
  • ### Added Zbootstrap function
  • ### Modified FedInvestData function to start at the date following the last date in the historical file
  • ### Added data-raw/FedInvestHistory_bring_to_current.R to "top off" the FedInvest historical dataset so that as few POSTS as possible have to be made to bring it current
  • ### Added SP500 and SP500TR to download S&P 500 data

Files

ustreasuries-v0.0.0.9006.zip

Files (2.7 MB)

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md5:1e639f88d3db21fd5ec3cb65a265c932
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