Package FinAna. R topics documented: October 26, Type Package
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1 Type Package Package FiAa October 26, 2017 Title Fiacial Aalysis ad Regressio Diagostic Aalysis Versio Author Xuahua(Peter) Yi Maitaier Xuahua(Peter) Yi Fuctios for fiacial aalysis ad fiacial modelig, icludig batch graphs geeratio, beta calculatio, descriptive statistics, auity calculatio, bod pricig ad fiacial data dowload. Note Few parts are still prelimiary ad might be chaged i the ear future. Ad more fuctios will be add as easier tools to higher efficiecy i aalyzig. Licese GPL (>= 2) LazyData TRUE RoygeNote NeedsCompilatio o Repository CRAN Date/Publicatio :08:49 UTC R topics documeted: au.fv au.pv au.pv.df betaf bod.price corm desc get.mode get.price.google get.price.yahoo kur
2 2 au.pv ploth ploths plotsm plotts rr sk Ide 11 au.fv Calculate future value of auity Calculate future value of a ordiary auity or a auity due. au.fv(pmt,i,,type = 0) pmt i type :the equal amout of paymet of each period :iterest rate accodig to the period :umber of periods :type = 0 for ordiary auity, type = 1 for auity due #au.fv(100,0.0248,10,0) au.pv Calculate preset value of auity Calculate preset value of a ordiary auity or a auity due. au.pv(pmt,i,,type = 0)
3 au.pv.df 3 pmt i type :the equal amout of paymet of each period :iterest rate accodig to the period :umber of periods :type = 0 for ordiary auity, type = 1 for auity due #au.pv(100,0.0248,10,0) au.pv.df Calculate preset value of auity Calculate preset value of a ordiary auity or a auity due. au.pv.df(pmt,i,,k) pmt i k :the equal amout of paymet of each period :iterest rate accodig to the period :umber of periods :umber of periods deffered #au.pv(100,0.0248,10,4,0)
4 4 bod.price betaf Calculatig beta for a compay or a select of compaies Calculatig beta usig commo method or liear regressio(ols) betaf(,y,method) y method :a vector or a data.frame of rate of retur of compaies :ame of the idepedet variable :method of calculatio; method = 1 for a commo epressio of beta(see detail); method = 2 usig liear regressio to estimate the beta #betaf(appl,sp500) bod.price Calculate the plai vailla bod price Calculate the plai vailla bod price bod.price(par,c,,yield,m) par c yield m :the face value of the bod :the aual coupo rate of the bod :umber of years :the aual yield to maturity of a bod :coupodig period i a year #bod.price(1000,0.03,10,0.0248,2)
5 corm 5 corm Correlatio matri ad correlatio rakig of a data.frame Calculatig the descriptive statistics of a data.frame ad eportig i a data.frame corm(,) :a data.frame :umber of decimal poits #corm(sp1500,3) for correlatio matri of sp1500 desc Descriptice statistics of a data.frame Calculatig the descriptive statistics of a data.frame ad eportig i a data.frame desc(,) :a data.frame :umber of decimal poits #desc(sp1500,3) for descriptive statistics of sp1500
6 6 get.price.google get.mode Calculatig mode for umeric data Calculatig mode for umeric data get.mode() :a umeric variable(vector) # get.mode(retur) get.price.google Dowload fiacial data from google fiace Dowload stock prices for oe compay or a list of compaies from google fiace. Ad furthur applicatio of rate of retur fuctio ad beta fuctio i the package for more aalysis. get.price.google(tkr, bg = " ",ed = "today") tkr :compay ticker, e.g. "BABA","AMZN" bg :begiig date, e.g." " ed :edig date, e.g. "today", " " #get.price.google("goog") #get.price.google("goog", bg = " ",ed = "today") # the two above are the same # # tkr <- c("aapl", "IBM","YHOO") # pricelist <- get.price.google(tkr, bg = " ",ed = "today") # aapl <- pricelist[1] # covert to sigle data.frame # ibm <- pricelist[2] # covert to sigle data.frame # yhoo <- pricelist[3] # covert to sigle data.frame
7 get.price.yahoo 7 get.price.yahoo Dowload fiacial data from Yahoo fiace Dowload stock prices for oe compay or a list of compaies from Yahoo fiace. The fuctio ca dowload daily, weekly ad mothly data. Ad furthur applicatio of rate of retur fuctio ad beta fuctio i the package for more aalysis. get.price.yahoo(tkr, bg = "first",ed = "today", f = "d") tkr bg :compay ticker, e.g. "BABA","AMZN" :begiig date, e.g. "first"," " ed :edig date, e.g. "today", " " f :frequecy, e.g. "d" for daily,"w" for weekly,"m" for mothly #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] # covert to sigle data.frame # ibm <- pricelist[2] # covert to sigle data.frame # yhoo <- pricelist[3] # covert to sigle data.frame kur Calculatig kurtosis for umeric data Kurtosis kur() :a umeric variable
8 8 ploths #kur(retur) for skewess of variable retur ploth Plot histograms for a data.frame Plottig histograms for a data.frame. Also the fuctio will ame the graphs ad umber the graphs. ploth(,c,l) :a dataframe c :is there dummy variable i the data.frame; c = 0 whe there is oe; c = 1 whe there is l : umber of labelig starts at (default = 1) #ploth(sp500,0,20) for histograms of sp500 which does ot has dummy variables ploths Plot histograms ad scatter plots for a data.frame Plottig histograms or scatter plots of your choice for a data.frame. Also the fuctio will ame the graphs ad umber them.the purpose of the fuctio is to save time whe plottig graphs for a regressio aalysis or other usage. The fuctio ca plot, ame ad umber the graphs at oe step. ploths(,a,depedet,c,l) :a dataframe a :the type of graph you wat; a = 1 for histograms; a = 2 for scatter plots; a = 0 for both depedet :the depedet variable for scatterplots c :is there dummy variable i the dataframe; c = 0 whe there is oe; c = 1 whe there is l : umber of labelig starts at (default = 1)
9 plotsm 9 #ploths(sp500,0,"price",0,20) plotsm Plot scatter smooth plots for a data.frame Plottig scatter smooth plots for a data.frame, with ame, umber ad labels. plotsm(,depedet,c,l) :a dataframe depedet :the depedet variable c :is there dummy variable i the data.frame; c = 0 whe there is oe; c = 1 whe there is l : umber of labelig starts at (default = 1) # plotsm(jpm-ratios,"price"",0,20) plotts Plot time series plots for a data.frame Plottig time series plots for a data.frame, with ame the graphs ad umber the graphs. plotts(,c,l) :a dataframe c :is there dummy variable i the data.frame; c = 0 whe there is oe; c = 1 whe there is l : umber of labelig starts at (default = 1) #plotts(sp500,0,20)
10 10 sk rr Calculatig rate of retur of a vector Calculatig the rate of retur of a vector for further aalysis, icludig calculatig beta of compaies, plottig to see the tred of the stock for techical aalysis rr(,) :a vector of compay prices : umber of lags #rr(aapl,1) sk Calculatig skewess for umeric data Calculatig Pearso s skewess i three types: mode, media, ad mea sk(, type = 3) type :a umeric variable :type = 1 for mode skewess; type = 2 for media skewess; type = 3 for mea skewess #sk(retur) for skewess of variable retur
11 Ide au.fv, 2 au.pv, 2 au.pv.df, 3 betaf, 4 bod.price, 4 corm, 5 desc, 5 get.mode, 6 get.price.google, 6 get.price.yahoo, 7 kur, 7 ploth, 8 ploths, 8 plotsm, 9 plotts, 9 rr, 10 sk, 10 11
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