farr1.0.0 package

Produce a table of cumulative event returns

Produce a table mapping announcements to trading dates

Produce a table of event returns

Fetch Fama-French industry grouping.

Generate simulated data as described in Gow, Ormazabal and Taylor (201...

Period for Inevitable Disclosure Doctrine (IDD)

Create a table of with cut-offs for size portfolios

Create a table of monthly returns for size portfolios

A function returning data on test_scores

Produce a table mapping dates on CRSP to "trading days"

Function to load parquet file into database.

Calculate metric: NDCG at k

Save WRDS table as parquet file.

Pipe operator

A function returning data for a ROC plot.

Random under-sampling function

RUSBoost for two-class problems

Version of system.time() that works with assignment

Truncate a vector.

Winsorize a vector

Produce a table of cumulative event returns using monthly data

Area under curve

Confusion statistics.

Form deciles

Produce a table mapping announcements to trading dates