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JFE

Tools for Analyzing Time Series Data of Just Finance and Econometrics

v2.5.11 · Jun 29, 2025 · GPL (>= 2)

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

CRAN

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962

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3.9K

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Trend: +80.5% (30d vs prior 30d)

r2u CRAN

0

Last 30 days

24

Last 90 days

104

Last year

Trend: -100% (30d vs prior 30d)

autoCRAN

5

Last 7 days

16

Last 30 days

1

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

13 OK
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
ERROR r-devel-linux-x86_64-debian-gcc

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
ERROR r-devel-linux-x86_64-debian-gcc

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
ERROR r-devel-linux-x86_64-debian-gcc

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
ERROR r-release-windows-x86_64

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
ERROR r-devel-linux-x86_64-debian-clang

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

R 1,335 (42.3%)Docs 1,823 (57.7%)

API

Exported functions

36

Internal functions

10

Recent export changes

v2.5.6−1 JFE

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

v1.0: 2,455 LOCv1.2: 2,647 LOCv1.3: 2,261 LOCv2.0: 2,437 LOCv2.1.1: 5,097 LOCv2.1.3: 5,293 LOCv2.5.1: 6,201 LOCv2.5.2: 6,502 LOCv2.5.3: 5,677 LOCv2.5.4: 5,899 LOCv2.5.5: 5,899 LOCv2.5.6: 3,130 LOCv2.5.7: 3,168 LOCv2.5.8: 3,151 LOCv2.5.9: 3,177 LOCv2.5.10: 3,159 LOCv2.5.11: 3,158 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Reverse Dependencies (1)

imports

Dependency Network

Dependencies Reverse dependencies xts iClick JFE

Version History

18 tracked
new 2.5.11 Mar 10, 2026
updated 2.5.11 ← 2.5.10 diff Jun 28, 2025
updated 2.5.10 ← 2.5.9 diff May 26, 2025
updated 2.5.9 ← 2.5.8 diff Mar 31, 2025
updated 2.5.8 ← 2.5.7 diff Jan 24, 2025
updated 2.5.7 ← 2.5.6 diff Jun 10, 2024
updated 2.5.6 ← 2.5.5 diff Jan 14, 2024
updated 2.5.5 ← 2.5.4 diff Aug 27, 2023
updated 2.5.4 ← 2.5.3 diff May 17, 2023
updated 2.5.3 ← 2.5.2 diff May 5, 2022
updated 2.5.2 ← 2.5.1 diff Dec 4, 2021
updated 2.5.1 ← 2.1.3 diff Sep 30, 2020
updated 2.1.3 ← 2.1.1 diff Aug 4, 2019
updated 2.1.1 ← 2.0 diff Apr 8, 2019
updated 2.0 ← 1.3 diff Jan 25, 2019