OpenSourceAP.DownloadR
Download Open Source Asset Pricing (OpenAP) Data Directly
Description
Convenient download functions enabling access Open Source Asset Pricing (OpenAP) data. This package enables users to download predictor portfolio returns (over 200 cross-sectional predictors with multiple portfolio construction methods) and firm characteristics (over 200 characteristics replicated from the academic asset pricing literature). Center for Research in Security Prices (CRSP)-based variables such as Price, Size, and Short-term Reversal can be downloaded with a Wharton Research Data Services (WRDS, <https://wrds-www.wharton.upenn.edu/>) subscription. For a full list of what is available, see <https://www.openassetpricing.com/>.
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CRAN Check Status
Show all 14 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 | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | 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 details (2 non-OK)
dependencies in R code
Namespaces in Imports field not imported from: ‘DBI’ ‘R6’ ‘RPostgres’ ‘getPass’ ‘lubridate’ ‘withr’ All declared Imports should be used.
dependencies in R code
Namespaces in Imports field not imported from: ‘DBI’ ‘R6’ ‘RPostgres’ ‘getPass’ ‘lubridate’ ‘withr’ All declared Imports should be used.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
dependencies in R code
Namespaces in Imports field not imported from: ‘DBI’ ‘R6’ ‘RPostgres’ ‘getPass’ ‘lubridate’ ‘withr’ All declared Imports should be used.
dependencies in R code
Namespaces in Imports field not imported from: ‘DBI’ ‘R6’ ‘RPostgres’ ‘getPass’ ‘lubridate’ ‘withr’ All declared Imports should be used.