JFE
Tools for Analyzing Time Series Data of Just Finance and Econometrics
Description
Offer procedures to download financial-economic time series data and enhanced procedures for computing the investment performance indices of Bacon (2004) <DOI:10.1002/9781119206309>.
Downloads
435
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9771st
962
Last 90 days
3.9K
Last year
Trend: +80.5% (30d vs prior 30d)
0
Last 30 days
24
Last 90 days
104
Last year
Trend: -100% (30d vs prior 30d)
5
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16
Last 30 days
1
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
examples
Running examples in ‘JFE-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: durbinH
> ### Title: calculate Sortino Ratio of performance over downside risk
> ### Aliases: durbinH
>
>
...[truncated]...
961,1),freq=12) #OECD business cycle index
>
> out1=dynlm::dynlm(y~L(y,1)+season(y)+trend(y))
Error in loadNamespace(x) : there is no package called ‘dynlm’
Calls: loadNamespace -> withRestarts -> withOneRestart -> doWithOneRestart
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 20, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 19, 2026
examples
Running examples in ‘JFE-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: getFed
> ### Title: Download financial and economic time series data from the Fed
> ### Aliases: getFed
>
...[truncated]...
E&fq=Monthly': HTTP status was '504 Gateway Timeout'
Error in file(file, "rt") :
cannot open the connection to 'https://fred.stlouisfed.org/graph/fredgraph.csv?&id=UNRATE&fq=Monthly'
Calls: getFed -> read.csv -> read.table -> file
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 14, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 13, 2026
examples
Running examples in ‘JFE-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: getFrench.Factors
> ### Title: Download seven asset pricing factors data from the data library
> ### of
...[truncated]...
status was 'Could not resolve hostname'
Error in download.file(Link, temp) :
cannot open URL 'http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/F-F_Research_Data_Factors_CSV.zip'
Calls: getFrench.Factors -> download.file
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 24, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 20, 2026
examples
Running examples in 'JFE-Ex.R' failed The error most likely occurred in: > ### Name: getFrench.Factors > ### Title: Download seven asset pricing factors data from the data library > ### of Dr. French > ### Aliases: getFrench.Factors > > ### ** Ex ...[truncated]... : cannot open zip file 'd:/Rcompile/CRANpkg/local/4.5/JFE.Rcheck\filea6d86f2f79d9.zip' Error in open.connection(file, "rt") : cannot open the connection Calls: getFrench.Factors -> read.csv -> read.table -> open -> open.connection Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 17, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 13, 2026
examples
Running examples in ‘JFE-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: getFed
> ### Title: Download financial and economic time series data from the Fed
> ### Aliases: getFed
>
...[truncated]...
NRATE&fq=Monthly': Timeout of 60 seconds was reached
Error in file(file, "rt") :
cannot open the connection to 'https://fred.stlouisfed.org/graph/fredgraph.csv?&id=UNRATE&fq=Monthly'
Calls: getFed -> read.csv -> read.table -> file
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code
Structure
Lines of code
3,158
Files
44
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
36
Internal functions
10
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
–
\dontrun example ratio
0%
Roxygen coverage
–
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
0%
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.5.0
System requirements
–
C++ standard
–
License
GPL (>= 2)
License flags
SPDX valid, OSI approved
History
Versions
17
First release
2017-12-06
Latest release
2025-06-29
Avg cadence
129 days
Cold removal rate
100%
Dep drift
29
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.