Package: farr 0.3.0.9000

farr: Data and Code for Financial Accounting Research

Handy functions and data to support a course book for accounting research. Gow, Ian D. and Tongqing Ding (2024) 'Empirical Research in Accounting: Tools and Methods' <https://iangow.github.io/far_book/>.

Authors:Ian Gow [aut, cre]

farr_0.3.0.9000.tar.gz
farr_0.3.0.9000.zip(r-4.5)farr_0.3.0.9000.zip(r-4.4)farr_0.3.0.9000.zip(r-4.3)
farr_0.3.0.9000.tgz(r-4.4-any)farr_0.3.0.9000.tgz(r-4.3-any)
farr_0.3.0.9000.tar.gz(r-4.5-noble)farr_0.3.0.9000.tar.gz(r-4.4-noble)
farr_0.3.0.9000.tgz(r-4.4-emscripten)farr_0.3.0.9000.tgz(r-4.3-emscripten)
farr.pdf |farr.html
farr/json (API)
NEWS

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

Peer review:

Bug tracker:https://github.com/iangow/farr/issues

Datasets:

On CRAN:

accountingfinance

5.78 score 15 stars 62 scripts 649 downloads 24 exports 37 dependencies

Last updated 7 months agofrom:bf596dad1f. Checks:OK: 3 NOTE: 4. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-winOKOct 25 2024
R-4.5-linuxOKOct 25 2024
R-4.4-winNOTEOct 25 2024
R-4.4-macNOTEOct 25 2024
R-4.3-winNOTEOct 25 2024
R-4.3-macNOTEOct 25 2024

Exports:%>%aucconfusion_statsform_decilesget_annc_datesget_event_cum_retsget_event_cum_rets_mthget_event_datesget_event_retsget_ff_indget_got_dataget_idd_periodsget_me_breakpointsget_size_rets_monthlyget_test_scoresget_trading_datesload_parquetndcgpg_to_parquetrocrusboostsystem_timetruncatewinsorize

Dependencies:bitbit64blobclicliprcpp11crayonDBIdbplyrdplyrfansigenericsgluehmslifecyclelubridatemagrittrpillarpkgconfigprettyunitsprogresspurrrR6readrrlangrpartstringistringrtibbletidyrtidyselecttimechangetzdbutf8vctrsvroomwithr

Readme and manuals

Help Manual

Help pageTopics
AAER dates from SECaaer_dates
AAERs from Bao et al. (2020)aaer_firm_year
Dates for Apple Eventsapple_events
Area under curveauc
Australian bank fundamental dataaus_bank_funds
Australian bank stock market dataaus_bank_rets
Australian banksaus_banks
Firm-years in RDD analysis of Bloomfield (2021)bloomfield_2021
Tags on StackOverflowby_tag_year
Camp attendancecamp_attendance
Data for CMSWcmsw_2018
Data on accruals and auditor choicecomp
Confusion statistics.confusion_stats
Firm-years for replication of Fang, Huang and Karpoff (2016)fhk_firm_years
Treatment indicators for SHO pilot firmsfhk_pilot
Form decilesform_deciles
Produce a table mapping announcements to trading datesget_annc_dates
Produce a table of cumulative event returnsget_event_cum_rets
Produce a table of cumulative event returns using monthly dataget_event_cum_rets_mth
Produce a table mapping announcements to trading datesget_event_dates
Produce a table of event returnsget_event_rets
Fetch Fama-French industry grouping.get_ff_ind
Generate simulated data as described in Gow, Ormazabal and Taylor (2010).get_got_data
Period for Inevitable Disclosure Doctrine (IDD)get_idd_periods
Create a table of with cut-offs for size portfoliosget_me_breakpoints
Create a table of monthly returns for size portfoliosget_size_rets_monthly
A function returning data on test_scores.get_test_scores
Produce a table mapping dates on CRSP to "trading days"get_trading_dates
GVKEY-CIK linksgvkey_ciks
Dates for Inevitable Disclosure Doctrine (IDD)idd_dates
Data on public floatiliev_2010
GVKEYs used in Li, Lin and Zhang (2018)llz_2018
Function to load parquet file into database.load_parquet
Data on firms suffering natural disastersmichels_2017
Calculate metric: NDCG at kndcg
Save WRDS table as parquet file.pg_to_parquet
A function returning data for a ROC plot.roc
Random under-sampling functionrus
RUSBoost for two-class problemsrusboost
Russell 3000 stocks at time of SEC Reg SHO sample formation.sho_r3000
Russell 3000 sample used by SEC with GVKEYssho_r3000_gvkeys
Russell 3000 sample used by SECsho_r3000_sample
Tickers of pilot firms for Reg SHO.sho_tickers
Data on firm headquarters based on SEC EDGAR filingsstate_hq
Version of 'system.time()' that works with assignmentsystem_time
Test scorestest_scores
Truncate a vector.truncate
Customer names that represent non-disclosures.undisclosed_names
Winsorize a vector.winsorize
Event dates from Zhang (2007)zhang_2007_events
Event windows from Zhang (2007)zhang_2007_windows