getPCRAData function

Download CRSP and SPGMI Data

Downloads stocksCRSPweekly, stocksCRSPdaily

getPCRAData(dataset = "stocksCRSPweekly", cache = TRUE, refresh = FALSE)

Arguments

• dataset: a valid dataset name (see details)
• cache: logical variable controlling whether or not to cache the data so that when calling the function for the same dataset it will be loaded from cache rather than re-downloading from the github site
• refresh: logical variable controlling whether or not to re-download a cached dataset

Returns

An object of class data.table .

Details

The following are valid names of datasets available:

• "stocksCRSPdaily""Details same as for stocksCRSP except now daily"
• "stocksCRSPweekly""Details same as for stocksCRSP except now weekly"

User must install R.cache package

Examples

stocksCRSPweekly <- getPCRAData(data = "stocksCRSPweekly")
class(stocksCRSPweekly)
names(stocksCRSPweekly)

stocksCRSPdaily <- getPCRAData(data = "stocksCRSPdaily")
class(stocksCRSPdaily)
names(stocksCRSPdaily)