FFlist(): scrapes Kenneth French's data library and returns a tidy data
frame (or tibble) of all available datasets, with columns name and
file_url. The name column can be passed directly to inputlist.
FFmatch(): previews fuzzy-match results for a given inputlist before
downloading. Returns requested, matched, edit_distance, and
similarity columns so users can verify matches without committing to a
download.
FFget(): downloads a single dataset directly into the R session (no file
I/O). Accepts frequency and subtable arguments to slice the desired
sub-table. Applies na_values = c(-99, -999, -99.99) by default.
New na_values parameter: replace French's sentinel missing-value codes
(e.g. −99, −999, −99.99) with NA after numeric conversion.
New return_data parameter: when TRUE, returns the FFdata list
invisibly in addition to saving the .RData file.
New action parameter: cleaner alternative to the download /
download_only flag pair. Accepts "all", "list_only",
"download_only", or "process_only".
New cache_days parameter: skips re-downloading zip files in tempd that
are younger than the specified number of days.
New match_threshold parameter: emits a warning when the fuzzy-match
similarity for any requested dataset falls below the threshold.
converter() and converter_tbl() now accept a na_values argument and
apply sentinel replacement after numeric conversion.assetpricing.Rmd: a complete empirical asset pricing workflow
covering time-series tests (CAPM, FF3) on 25 Size×BM portfolios, the GRS
joint test, the momentum anomaly, and Fama-MacBeth cross-sectional
regressions under CAPM, FF3, FF4 (Carhart), and FF5 across 100 Size×BM
portfolios.donttest{} but because cran tests this anyway (see https://stackoverflow.com/questions/63693563/issues-in-r-package-after-cran-asked-to-replace-dontrun-by-donttest) I also commented the second example which takes some time out (as dontrun() seems to also not being liked on cran)NEWS.md file to track changes to the package.