Published February 24, 2016
| Version v0.0.0.9006
Software
Open
ustreasuries: DF bootstrap and equity index downloads added
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)
| Name | Size | Download all |
|---|---|---|
|
md5:1e639f88d3db21fd5ec3cb65a265c932
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2.7 MB | Preview Download |
Additional details
Related works
- Is supplement to
- https://github.com/grfiv/ustreasuries/tree/v0.0.0.9006 (URL)