Package: YRmisc 0.1.6

YRmisc: Y&R Miscellaneous R Functions

Miscellaneous functions for data analysis, portfolio management, graphics, data manipulation, statistical investigation, including descriptive statistics, creating leading and lagging variables, portfolio return analysis, time series difference and percentage change calculation, stacking data for higher efficient analysis.

Authors:Manuel Russon <[email protected]>, Xuanhua Yin <[email protected]>

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YRmisc.pdf |YRmisc.html✨
YRmisc/json (API)
NEWS

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

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.76 score 57 scripts 149 downloads 81 exports 29 dependencies

Last updated 5 years agofrom:0edb89f5f0. Checks:7 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 22 2025
R-4.5-winOKJan 22 2025
R-4.5-linuxOKJan 22 2025
R-4.4-winOKJan 22 2025
R-4.4-macOKJan 22 2025
R-4.3-winOKJan 22 2025
R-4.3-macOKJan 22 2025

Exports:cor.lagcor.spearmancv.annu.fvcv.annu.pvcv.axpcv.bondpricecv.diffcv.drawdowncv.lagcv.leadcv.logscv.pctcngcv.powersdf.sortcoldf.stackds.cormds.kurtds.modeds.skewds.summpl.2tspl.2tsggpl.3smoothtxtpl.3smoothtxtggpl.3txtpl.3txtggpl.coplotpl.histpl.histggpl.hspl.hsdpl.hsdggpl.mvpl.spl.sggpl.smpl.smggpl.tspl.tsggpl.tsspt.alphapt.annexrtnpt.annrtnpt.annsdpt.betapt.biaspt.btavgpt.cmexrtnpt.cmrtnpt.dalphapt.dbetapt.explosspt.hismvpt.infopt.jalphapt.m2pt.problosspt.roypt.sdexrtnpt.semivarpt.sharppt.sortinopt.tept.treynorpt.udrtnpt.updwcapreg.adj.r.squaredreg.aicreg.bicreg.dofreg.dwreg.linregreg.modelreg.r.squaredreg.std.errtr.logtr.logtbtr.ndtr.unlixd.fredxd.fred.tickers

Dependencies:clicolorspacefansifarverggplot2gluegridExtragtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerrlangscalestibbleutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Lag/Lead Correlationcor.lag
Spearman rank correlationcor.spearman
Calculate future value of annuitycv.annu.fv
Calculate present value of annuitycv.annu.pv
Create logarithm with a random basecv.axp
Calculate the plain vanilla bond pricecv.bondprice
Calculating the difference of a time seriescv.diff
Largest draw down of returnscv.drawdown
Create a lag variablecv.lag
Create a lead variablecv.lead
Create logarithm with a random basecv.logs
Calculating rate of return of a vectorcv.pctcng
Create nth power variablecv.powers
Sort a data frame by a columndf.sortcol
Stack data frame by one classifierdf.stack
Correlation matrixds.corm
Calculating kurtosis for numeric data.ds.kurt
Calculating mode for numeric datads.mode
Calculating skewness for numeric datads.skew
Descriptive statistics of a data frameds.summ
Time series plot for two variablespl.2ts
Time series plot for two variables with ggplot2pl.2tsgg
Scatter smooth plot with text overlaypl.3smoothtxt
Scatter smooth plot with text overlay using ggplot2pl.3smoothtxtgg
Scatter plot with text overlaypl.3txt
Scatter plot with text overlay with ggplot2pl.3txtgg
Scatter plot of x and y divided by zpl.coplot
Plot histograms for a data framepl.hist
Plot histograms for a data frame with ggplot2pl.histgg
Plot histograms and scatter plots for a data framepl.hs
Plot histogram with density line for a data framepl.hsd
Plot histograms for a data frame with ggplot2pl.hsdgg
Plot mean-variance simulation resultpl.mv
Plot scatter plots for a data framepl.s
Plot scatter plots for a data frame using ggplot2pl.sgg
Plot scatter smooth plots for a data framepl.sm
Plot scatter plots with smooth line for a data frame using ggplot2pl.smgg
Plot time series plots for a data framepl.ts
Plot times series plot for a data frame with ggplot2pl.tsgg
Time series plot with multiple variablespl.tss
Stock return alphapt.alpha
Annualized excess returnpt.annexrtn
Annualized returnpt.annrtn
Annualized standard deviationpt.annsd
Stock return betapt.beta
Bias ratiopt.bias
Batting averagept.btavg
Cumulative excess returnpt.cmexrtn
Cumulative returnpt.cmrtn
Dual-alphapt.dalpha
Dual-betapt.dbeta
Expected losspt.exploss
Mean-variance model with historical average returns and standard deviationspt.hismv
Information ratiopt.info
Jensen's alphapt.jalpha
Modigliani risk-adjusted performancept.m2
Probability of losspt.probloss
Roy's safety-first criterionpt.roy
Standard deviation of excess returnpt.sdexrtn
Semivariance of losspt.semivar
Sharp ratiopt.sharp
Sortino ratiopt.sortino
Tracking errorpt.te
Treynor ratiopt.treynor
Average up and down returnspt.udrtn
Up and down capturept.updwcap
Adjusted R-squared for lm.fitreg.adj.r.squared
AIC for lm.fitreg.aic
BIC for lm.fitreg.bic
Degree of freedom for lim.fitreg.dof
Durbin-Watson Testreg.dw
Linear regression processorreg.linreg
Linear model generatorreg.model
R-squared for lm.fitreg.r.squared
Standard error for lim.fitreg.std.err
Sigmoid functiontr.log
Logistic functiontr.logtb
Normal density functiontr.nd
Unit normal loss integraltr.unli
Download data from Federal Reserve Bank of St. Louisxd.fred
Federal Reserve Bank of St. Louis Economic Data Tickersxd.fred.tickers