FFdownload 1.2.0

New functions

• 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.

Enhancements to FFdownload()

• 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.

Enhancements to internal converters

• converter() and converter_tbl() now accept a na_values argument and apply sentinel replacement after numeric conversion.

New vignette

• Added 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.

FFdownload 1.1.1

• Release to CRAN after previous package version has been archived due to a broken travis link.

FFdownload 1.1

• Resubmit to CRAN
• Added possibility to create list of tibbles rather than list of xts. Also added appropriate vignettes.

FFdownload 1.0.6

• Resubmit to CRAN
• Corrected variable names to not be similar to a corresponding command (FFdownload -> FFdata, tempdir -> tempd). This is potentially a breaking change, so I additionally included a warning message when the package is loaded.
• Also corrected date in converter for annual data to Dec of each year.
• Additionally fixed the download/download_only problem which now should be working

FFdownload 1.0.5

• Resubmit to CRAN
• Fixed too long line in commented example

FFdownload 1.0.4

• Resubmit to CRAN
• wraped examples that download in 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)

FFdownload 1.0.3

• Resubmit to CRAN

FFdownload 1.0.2

• Added a NEWS.md file to track changes to the package.
• Added slight changes suggested by CRAN