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tidyfinance

Tidy Finance Helper Functions

v0.4.5 · Jan 8, 2026 · MIT + file LICENSE

Description

Helper functions for empirical research in financial economics, addressing a variety of topics covered in Scheuch, Voigt, and Weiss (2023) <doi:10.1201/b23237>. The package is designed to provide shortcuts for issues extensively discussed in the book, facilitating easier application of its concepts. For more information and resources related to the book, visit <https://www.tidy-finance.org/r/index.html>.

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CRAN Check Status

14 OK
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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-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 History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 27, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 24, 2026
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running examples in ‘tidyfinance-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: estimate_fama_macbeth
> ### Title: Estimate Fama-MacBeth Regressions
> ### Aliases: estimate_fama_
...[truncated]...
   └─purrr (local) h(simpleError(msg, call))
 24.     └─cli::cli_abort(...)
 25.       └─rlang::abort(...)
Execution halted
Examples with CPU (user + system) or elapsed time > 5s
                user system elapsed
estimate_betas 5.754  0.244   7.298
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies cli dplyr lifecycle lubridate purrr rlang slider tibble tidyr tidyfinance

Version History

new 0.4.5 Mar 10, 2026
updated 0.4.5 ← 0.4.4 diff Jan 7, 2026
updated 0.4.4 ← 0.4.3 diff May 6, 2025
updated 0.4.3 ← 0.4.2 diff Dec 16, 2024
updated 0.4.2 ← 0.4.1 diff Dec 1, 2024
updated 0.4.1 ← 0.4.0 diff Sep 3, 2024
updated 0.4.0 ← 0.3.0 diff Aug 29, 2024
updated 0.3.0 ← 0.2.1 diff Jul 22, 2024
updated 0.2.1 ← 0.2.0 diff Jul 2, 2024
updated 0.2.0 ← 0.1.0 diff May 28, 2024
new 0.1.0 Mar 4, 2024