Learn R Programming

tidyfinance (version 0.4.3)

data_options: Create Data Options

Description

This function creates a list of data options used in financial data analysis, specifically for TidyFinance-related functions. It allows users to specify key parameters such as id, date, exchange, mktcap_lag, and ret_excess along with other additional options passed through ....

Usage

data_options(
  id = "permno",
  date = "date",
  exchange = "exchange",
  mktcap_lag = "mktcap_lag",
  ret_excess = "ret_excess",
  portfolio = "portfolio",
  ...
)

Value

A list of class tidyfinance_data_options containing the specified data options.

Arguments

id

A character string representing the identifier variable (e.g., "permno").

date

A character string representing the date variable (e.g., "date").

exchange

A character string representing the exchange variable (e.g., "exchange").

mktcap_lag

A character string representing the market capitalization lag variable (e.g., "mktcap_lag").

ret_excess

A character string representing the excess return variable (e.g., "ret_excess").

portfolio

A character string representing the portfolio variable (e.g., "portfolio").

...

Additional arguments to be included in the data options list.

Examples

Run this code
data_options(
  id = "permno",
  date = "date",
  exchange = "exchange"
)

Run the code above in your browser using DataLab