| Type: | Package |
| Title: | Financial Analysis and Regression Diagnostic Analysis |
| Version: | 0.1.2 |
| Author: | Xuanhua(Peter) Yin <peteryin.sju@hotmail.com> |
| Maintainer: | Xuanhua(Peter) Yin <peteryin.sju@hotmail.com> |
| Description: | Functions for financial analysis and financial modeling, including batch graphs generation, beta calculation, descriptive statistics, annuity calculation, bond pricing and financial data download. |
| Note: | Few parts are still preliminary and might be changed in the near future. And more functions will be add as easier tools to higher efficiency in analyzing. |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| LazyData: | TRUE |
| RoxygenNote: | 6.0.1 |
| NeedsCompilation: | no |
| Packaged: | 2017-10-25 23:53:36 UTC; PeterYin |
| Repository: | CRAN |
| Date/Publication: | 2017-10-26 03:08:49 UTC |
Calculate future value of annuity
Description
Calculate future value of an ordinary annuity or an annuity due.
Usage
annu.fv(pmt,i,n,type = 0)
Arguments
pmt |
:the equal amount of payment of each period |
i |
:interest rate accoding to the period |
n |
:number of periods |
type |
:type = 0 for ordinary annuity, type = 1 for annuity due |
Examples
#annu.fv(100,0.0248,10,0)
Calculate present value of annuity
Description
Calculate present value of an ordinary annuity or an annuity due.
Usage
annu.pv(pmt,i,n,type = 0)
Arguments
pmt |
:the equal amount of payment of each period |
i |
:interest rate accoding to the period |
n |
:number of periods |
type |
:type = 0 for ordinary annuity, type = 1 for annuity due |
Examples
#annu.pv(100,0.0248,10,0)
Calculate present value of annuity
Description
Calculate present value of an ordinary annuity or an annuity due.
Usage
annu.pv.df(pmt,i,n,k)
Arguments
pmt |
:the equal amount of payment of each period |
i |
:interest rate accoding to the period |
n |
:number of periods |
k |
:number of periods deffered |
Examples
#annu.pv(100,0.0248,10,4,0)
Calculating beta for a company or a select of companies
Description
Calculating beta using common method or linear regression(OLS)
Usage
betaf(x,y,method)
Arguments
x |
:a vector or a data.frame of rate of return of companies |
y |
:name of the independent variable |
method |
:method of calculation; method = 1 for a common expression of beta(see detail); method = 2 using linear regression to estimate the beta |
Examples
#betaf(appl,sp500)
Calculate the plain vanilla bond price
Description
Calculate the plain vanilla bond price
Usage
bond.price(par,c,n,yield,m)
Arguments
par |
:the face value of the bond |
c |
:the annual coupon rate of the bond |
n |
:number of years |
yield |
:the annual yield to maturity of a bond |
m |
:couponding period in a year |
Examples
#bond.price(1000,0.03,10,0.0248,2)
Correlation matrix and correlation ranking of a data.frame
Description
Calculating the descriptive statistics of a data.frame and exporting in a data.frame
Usage
corm(x,n)
Arguments
x |
:a data.frame |
n |
:number of decimal points |
Examples
#corm(sp1500,3) for correlation matrix of sp1500
Descriptice statistics of a data.frame
Description
Calculating the descriptive statistics of a data.frame and exporting in a data.frame
Usage
desc(x,n)
Arguments
x |
:a data.frame |
n |
:number of decimal points |
Examples
#desc(sp1500,3) for descriptive statistics of sp1500
Calculating mode for numeric data
Description
Calculating mode for numeric data
Usage
get.mode(x)
Arguments
x |
:a numeric variable(vector) |
Examples
# get.mode(return)
Download financial data from google finance
Description
Download stock prices for one company or a list of companies from google finance. And furthur application of rate of return function and beta function in the package for more analysis.
Usage
get.price.google(tkr, bg = "2001-01-01",ed = "today")
Arguments
tkr |
:company ticker, e.g. "BABA","AMZN" |
bg |
:beginning date, e.g."2000-02-29" |
ed |
:ending date, e.g. "today", "2016-11-10" |
Examples
#get.price.google("GOOG")
#get.price.google("GOOG", bg = "2001-01-01",ed = "today")
# the two above are the same
#
# tkr <- c("AAPL", "IBM","YHOO")
# pricelist <- get.price.google(tkr, bg = "2001-01-01",ed = "today")
# aapl <- pricelist[1] # convert to single data.frame
# ibm <- pricelist[2] # convert to single data.frame
# yhoo <- pricelist[3] # convert to single data.frame
Download financial data from Yahoo finance
Description
Download stock prices for one company or a list of companies from Yahoo finance. The function can download daily, weekly and monthly data. And furthur application of rate of return function and beta function in the package for more analysis.
Usage
get.price.yahoo(tkr, bg = "first",ed = "today", f = "d")
Arguments
tkr |
:company ticker, e.g. "BABA","AMZN" |
bg |
:beginning date, e.g. "first","2000-02-29" |
ed |
:ending date, e.g. "today", "2016-11-10" |
f |
:frequency, e.g. "d" for daily,"w" for weekly,"m" for monthly |
Examples
#get.price.yahoo("GOOG")
#get.price.yahoo("GOOG", bg = "first",ed = "today", f = "d")
# the two above are the same
#
# tkr <- c("AAPL", "IBM","YHOO")
# pricelist <- get.price.yahoo(tkr, bg = "first",ed = "today", f = "m")
# aapl <- pricelist[1] # convert to single data.frame
# ibm <- pricelist[2] # convert to single data.frame
# yhoo <- pricelist[3] # convert to single data.frame
Calculating kurtosis for numeric data
Description
Kurtosis
Usage
kur(x)
Arguments
x |
:a numeric variable |
Examples
#kur(return) for skewness of variable return
Plot histograms for a data.frame
Description
Plotting histograms for a data.frame. Also the function will name the graphs and number the graphs.
Usage
ploth(x,c,l)
Arguments
x |
:a dataframe |
c |
:is there dummy variable in the data.frame; c = 0 when there is none; c = 1 when there is |
l |
: number of labeling starts at (default = 1) |
Examples
#ploth(sp500,0,20) for histograms of sp500 which does not has dummy variables
Plot histograms and scatter plots for a data.frame
Description
Plotting histograms or scatter plots of your choice for a data.frame. Also the function will name the graphs and number them.The purpose of the function is to save time when plotting graphs for a regression analysis or other usage. The function can plot, name and number the graphs at one step.
Usage
ploths(x,a,dependent,c,l)
Arguments
x |
:a dataframe |
a |
:the type of graph you want; a = 1 for histograms; a = 2 for scatter plots; a = 0 for both |
dependent |
:the dependent variable for scatterplots |
c |
:is there dummy variable in the dataframe; c = 0 when there is none; c = 1 when there is |
l |
: number of labeling starts at (default = 1) |
Examples
#ploths(sp500,0,"price",0,20)
Plot scatter smooth plots for a data.frame
Description
Plotting scatter smooth plots for a data.frame, with name, number and labels.
Usage
plotsm(x,dependent,c,l)
Arguments
x |
:a dataframe |
dependent |
:the dependent variable |
c |
:is there dummy variable in the data.frame; c = 0 when there is none; c = 1 when there is |
l |
: number of labeling starts at (default = 1) |
Examples
# plotsm(JPM-ratios,"price"",0,20)
Plot time series plots for a data.frame
Description
Plotting time series plots for a data.frame, with name the graphs and number the graphs.
Usage
plotts(x,c,l)
Arguments
x |
:a dataframe |
c |
:is there dummy variable in the data.frame; c = 0 when there is none; c = 1 when there is |
l |
: number of labeling starts at (default = 1) |
Examples
#plotts(sp500,0,20)
Calculating rate of return of a vector
Description
Calculating the rate of return of a vector for further analysis, including calculating beta of companies, plotting to see the trend of the stock for technical analysis
Usage
rr(x,n)
Arguments
x |
:a vector of company prices |
n |
: number of lags |
Examples
#rr(aapl,1)
Calculating skewness for numeric data
Description
Calculating Pearson's skewness in three types: mode, median, and mean
Usage
sk(x, type = 3)
Arguments
x |
:a numeric variable |
type |
:type = 1 for mode skewness; type = 2 for median skewness; type = 3 for mean skewness |
Examples
#sk(return) for skewness of variable return