Package: FFdownload 1.2.0

FFdownload: Download Data from Kenneth French's Website

Downloads all the datasets (you can exclude the daily ones or specify a list of those you are targeting specifically) from Kenneth French's Website at <https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html>, process them and convert them to list of 'xts' (time series).

Authors:Sebastian Stoeckl [aut, cre], Annar Massimov [ctb]

FFdownload_1.2.0.tar.gz
FFdownload_1.2.0.zip(r-4.7)FFdownload_1.2.0.zip(r-4.6)FFdownload_1.2.0.zip(r-4.5)
FFdownload_1.2.0.tgz(r-4.6-any)FFdownload_1.2.0.tgz(r-4.5-any)
FFdownload_1.2.0.tar.gz(r-4.7-any)FFdownload_1.2.0.tar.gz(r-4.6-any)
FFdownload_1.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
FFdownload/json (API)

# Install 'FFdownload' in R:
install.packages('FFdownload', repos = c('https://sstoeckl.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/sstoeckl/ffdownload/issues

Pkgdown/docs site:https://sstoeckl.github.io

On CRAN:

Conda:

5.88 score 9 stars 28 scripts 349 downloads 4 exports 131 dependencies

Last updated from:0ac3399076. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK215
source / vignettesOK244
linux-release-x86_64OK211
macos-release-arm64OK211
macos-oldrel-arm64OK166
windows-develOK138
windows-releaseOK142
windows-oldrelOK140
wasm-releaseOK175

Exports:FFdownloadFFgetFFlistFFmatch

Dependencies:anytimeaskpassbase64encBHbitbit64bslibcachemclassclicliprclockcodetoolscolorspacecpp11crayoncrosstalkcurldata.tablediagramdigestdplyrevaluatefarverfastmapfontawesomeforcatsforecastfracdifffsfurrrfuturefuture.applygenericsggplot2globalsgluegowergtablehardhathighrhmshtmltoolshtmlwidgetshttripredisobandjquerylibjsonliteKernSmoothknitrlabelinglaterlatticelavalazyevallifecyclelistenvlmtestlubridatemagrittrMASSMatrixmemoisemimenlmennetnumDerivopensslotelpadrparallellypillarpkgconfigplotlyprettyunitsprodlimprogressprogressrpromisespurrrquadprogquantmodR6rappdirsRColorBrewerRcppRcppArmadilloRcppRollreadrrecipesrlangrmarkdownrpartrsamplervestS7sassscalesselectrshapeslidersparsevctrsSQUAREMstringistringrsurvivalsystibbletidyrtidyselecttimechangetimeDatetimetktinytextseriestsfeaturesTTRtzdburcautf8vctrsviridisLitevroomwarpwithrxfunxml2xtsyamlzoo

Empirical Asset Pricing with FFdownload
1 Data | 1.1 Download | 1.2 Extract factors | 1.3 Extract test portfolios | 1.4 Build long panels | 2 Time-Series Tests: 25 Size×BM Portfolios | 2.1 CAPM: large and structured pricing errors | 2.2 FF3: modest improvement over the full sample | 2.3 Side-by-side comparison | 3 GRS Test | 4 Momentum: The Anomaly FF3 Cannot Explain | 5 Fama-MacBeth Cross-Sectional Regressions | 5.1 Helper functions | 5.2 Prepare 100-portfolio matrices | 5.3 Run FMB for all four models | 5.4 Results | 5.5 Interpretation | 6 Summary
Rendered fromassetpricing.Rmdusingknitr::rmarkdown

Last update: 2026-02-25
Started: 2024-06-18

How-to in the Tidyverse
Quick start: FFget() (new in v1.2.0) | Dataset discovery: FFlist() and FFmatch() | Bulk download with FFdownload() (classic API) | New parameters | Working with the result
Rendered fromFFD-tibble-how-to.Rmdusingknitr::rmarkdown

Last update: 2026-02-25
Started: 2022-10-31

How-to xts
Step 1: Browse available datasets | Option A — FFlist() (recommended, new in v1.2.0) | Option B — listsave (classic approach, still supported) | Verifying your search strings with FFmatch() | Step 2: Download selected datasets | Step 3: Process downloaded files | Step 4: Inspect the result | Step 5: Use the data
Rendered fromFFD-xts-how-to.Rmdusingknitr::rmarkdown

Last update: 2026-02-25
Started: 2022-10-31