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FredR.R
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FredR.R
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##' FredR: R Interface to Federal Reserve Economic Data API
##'
##' This package provides an interface to the Federal Reserve Economic Data
##' (FRED) API. FRED covers 240,000 US and international macroeconomic time
##' series from 77 sources (including the World Bank, OECD, and BIS).
##' FredR has been designed in a way that gives a user a complete interface to
##' all available functionalities of the API.
##'
##'
##' @title FredR: R Interface to Federal Reserve Economic Data API
##' @param api.key API key (required). You can get the key by registering at the
##' following address: http://api.stlouisfed.org/api_key.html
##
##' @return List object of class FredR. The list object consists of functions
##' that perform the API calls (to be documented soon). For now, one can find
##' the descriptions of particular calls and their parameters here: http://api.stlouisfed.org/docs/fred/?utm_source=research&utm_medium=website&utm_campaign=data-tools
##' @author Janko Cizel
##' @export
##' @import XML RCurl data.table pipeR rlist dplyr
FredR <- function(api.key = NULL){
if (is.null(api.key))
stop("Provide an API key! You can obtain one here: http://api.stlouisfed.org/api_key.html")
root = 'https://api.stlouisfed.org'
xml2dt <- function(xmlObj){
xmlApply(xmlRoot(xmlObj), xmlAttrs) %>>%
list.map(. %>>% as.list %>>% as.data.table) %>>%
rbindlist(fill = TRUE) ->
dt
return(dt)
}
## recursive function: iteratively look for children
getCategory <- function(category.id){
query = 'fred/category'
getURL(
url = sprintf(
"%s/%s?category_id=%s&api_key=%s",
root,
query,
category.id,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) %>>%
xmlRoot %>>%
xmlApply(xmlAttrs)
}
## getCategory(0)
getChildrenList <- function(category.id){
query = 'fred/category/children'
getURL(
url = sprintf(
"%s/%s?category_id=%s&api_key=%s",
root,
query,
category.id,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) %>>%
xmlRoot %>>%
xmlApply(xmlAttrs)
}
traverseCategories = function(category.id = 0){
cat(category.id,"\n")
l <- getChildrenList(category.id)
if (names(l) == 'text' & is.null(l[['text']])){
getCategory(category.id) %>>%
list.map(
as.list(.)
) %>>% (category) -> final
return(
list(
id = final[['id']],
parent.id = final[['parent_id']],
name = final[['name']]
)
)
}
l %>>%
list.map({
temp <- . %>>% as.list
list(
id = temp[['id']],
parent.id = category.id,
name = temp[['name']],
children = traverseCategories(temp[['id']])
)
}) ->
o
## Final delivery
names(o) <- NULL
return(o)
}
## ---------------------------------------------------------------------- ##
## CATEGORIES ##
## ---------------------------------------------------------------------- ##
category <- function(
category_id = NULL
){
if (is.null(category_id))
stop("category_id is a required argument")
query = 'fred/category'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(category_id))
sprintf('%s&category_id=%s',url,category_id) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
category.children <- function(
category_id = NULL
){
if (is.null(category_id))
stop("category_id is a required argument")
query = 'fred/category/children'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(category_id))
sprintf('%s&category_id=%s',url,category_id) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
category.related <- function(
category_id = NULL
){
if (is.null(category_id))
stop("category_id is a required argument")
query = 'fred/category/related'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(category_id))
sprintf('%s&category_id=%s',url,category_id) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
category.series <- function(
category_id = NULL,
limit = 1000,
offset = NULL
){
if (is.null(category_id))
stop("category_id is a required argument")
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/category/series'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(category_id))
sprintf('%s&category_id=%s',url,category_id) -> url
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
if (!is.null(offset))
sprintf('%s&offset=%s',url,offset) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
category.tags <- function(
category_id = NULL,
limit = 1000
){
if (is.null(category_id))
stop("category_id is a required argument")
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/category/tags'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(category_id))
sprintf('%s&category_id=%s',url,category_id) -> url
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
category.related_tags <- function(
category_id = NULL,
limit = 1000
){
if (is.null(category_id))
stop("category_id is a required argument")
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/category/related_tags'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(category_id))
sprintf('%s&category_id=%s',url,category_id) -> url
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
## ---------------------------------------------------------------------- ##
## RELEASES ##
## ---------------------------------------------------------------------- ##
releases <- function(
limit = 1000
){
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/releases'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
releases.dates <- function(
limit = 1000,
include_release_dates_with_no_data = 'false'
){
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/releases/dates'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
if (!is.null(include_release_dates_with_no_data))
sprintf('%s&include_release_dates_with_no_data=%s',url,include_release_dates_with_no_data) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
release <- function(
release_id = NULL,
limit = 1000
){
if (is.null(release_id))
stop('release_id is a required argument.')
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/release'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(release_id))
sprintf('%s&release_id=%s',url,release_id %>>% paste(collapse=";")) -> url
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
release.dates <- function(
release_id = NULL,
limit = 1000
){
if (is.null(release_id))
stop('release_id is a required argument.')
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/release/dates'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(release_id))
sprintf('%s&release_id=%s',url,release_id %>>% paste(collapse=";")) -> url
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
release.series <- function(
release_id = NULL,
limit = 1000,
offset = NULL
){
if (is.null(release_id))
stop('release_id is a required argument.')
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/release/series'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(release_id))
sprintf('%s&release_id=%s',url,release_id %>>% paste(collapse=";")) -> url
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
if (!is.null(offset))
sprintf('%s&offset=%s',url,offset) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
release.tags <- function(
release_id = NULL,
limit = 1000,
tag_names = NULL,
exclude_tag_names = NULL,
tag_group_id = NULL,
search_text = NULL
){
if (is.null(release_id))
stop('release_id is a required argument.')
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/release/tags'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(release_id))
sprintf('%s&release_id=%s',url,release_id %>>% paste(collapse=";")) -> url
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
if (!is.null(tag_names))
sprintf('%s&tag_names=%s',url,tag_names) -> url
if (!is.null(exclude_tag_names))
sprintf('%s&exclude_tag_names=%s',url,exclude_tag_names) -> url
if (!is.null(tag_group_id))
sprintf('%s&tag_group_id=%s',url,tag_group_id) -> url
if (!is.null(search_text))
sprintf('%s&search_text=%s',url,search_text) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
release.related_tags <- function(
release_id = NULL,
limit = 1000,
tag_names = NULL,
exclude_tag_names = NULL,
tag_group_id = NULL,
search_text = NULL
){
if (is.null(release_id))
stop('release_id is a required argument.')
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/release/related_tags'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(release_id))
sprintf('%s&release_id=%s',url,release_id %>>% paste(collapse=";")) -> url
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
if (!is.null(tag_names))
sprintf('%s&tag_names=%s',url,tag_names) -> url
if (!is.null(exclude_tag_names))
sprintf('%s&exclude_tag_names=%s',url,exclude_tag_names) -> url
if (!is.null(tag_group_id))
sprintf('%s&tag_group_id=%s',url,tag_group_id) -> url
if (!is.null(search_text))
sprintf('%s&search_text=%s',url,search_text) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
release.sources <- function(
release_id = NULL
){
if (is.null(release_id))
stop('release_id is a required argument.')
query = 'fred/release/sources'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(release_id))
sprintf('%s&release_id=%s',url,release_id %>>% paste(collapse=";")) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
## ---------------------------------------------------------------------- ##
## SERIES ##
## ---------------------------------------------------------------------- ##
series <- function(
series_id = NULL
){
if (is.null(series_id))
stop('series_id is a required input.')
query = 'fred/series'
getURL(
url = sprintf(
"%s/%s?series_id=%s&api_key=%s",
root,
query,
series_id,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
series.categories <- function(
series_id = NULL
){
if (is.null(series_id))
stop('series_id is a required input.')
query = 'fred/series/categories'
getURL(
url = sprintf(
"%s/%s?series_id=%s&api_key=%s",
root,
query,
series_id,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
series.observations <- function(
series_id = NULL,
limit = NULL,
observation_start = NULL, # YYYY-MM-DD
observation_end = NULL, # YYYY-MM-DD
units = NULL, #'lin', 'chg', 'ch1', 'pch', 'pc1',
#'pca', 'cch', 'cca', 'log'
frequency = NULL, # 'd', 'w', 'bw', 'm', 'q', 'sa', 'a',
# 'wef', 'weth', 'wew', 'wetu', 'wem',
# 'wesu', 'wesa', 'bwew', 'bwem'
aggregation_method = NULL, #'avg', 'sum', 'eop'
output_type = NULL # '1', '2', '3', '4'
# 1 = Observations by Real-Time Period
# 2 = Observations by Vintage Date, All Observations
# 3 = Observations by Vintage Date, New and Revised Observations Only
# 4 = Observations, Initial Release Only
){
if (is.null(series_id))
stop('series_id is a required input.')
query = 'fred/series/observations'
url = sprintf(
"%s/%s?series_id=%s&api_key=%s",
root,
query,
series_id,
api.key
)
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
if (!is.null(observation_start))
sprintf('%s&observation_start=%s',url,observation_start) -> url
if (!is.null(observation_end))
sprintf('%s&observation_end=%s',url,observation_end) -> url
if (!is.null(units))
sprintf('%s&units=%s',url,units) -> url
if (!is.null(frequency))
sprintf('%s&frequency=%s',url,frequency) -> url
if (!is.null(aggregation_method))
sprintf('%s&aggregation_method=%s',url,aggregation_method) -> url
if (!is.null(output_type))
sprintf('%s&output_type=%s',url,output_type) -> url
getURL(
url = url %>>% URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
series.release <- function(
series_id = NULL
){
if (is.null(series_id))
stop('series_id is a required input.')
query = 'fred/series/release'
getURL(
url = sprintf(
"%s/%s?series_id=%s&api_key=%s",
root,
query,
series_id,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
series.search <- function(
text = NULL,
search_type = 'full_text', # c('full_text','series_id')
order_by = 'popularity', # 'search_rank', 'series_id', 'title',
# 'units', 'frequency',
# 'seasonal_adjustment', 'realtime_start',
# 'realtime_end', 'last_updated',
# 'observation_start', 'observation_end', 'popularity'.
limit = 100
){
if (is.null(text))
stop('Specify a search string.')
query = 'fred/series/search'
getURL(
url = sprintf(
"%s/%s?search_text=%s&search_type=%s&order_by=%s&limit=%s&api_key=%s",
root,
query,
text,
search_type,
order_by,
limit,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
series.search.tags <- function(
series_search_text = NULL
){
if (is.null(series_search_text))
stop('series_search_text and tag_names are required inputs for this function.')
query = 'fred/series/search/tags'
getURL(
url = sprintf(
"%s/%s?series_search_text=%s&api_key=%s",
root,
query,
series_search_text,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
series.search.related_tags <- function(
series_search_text = NULL,
tag_names = NULL
){
if (is.null(series_search_text) | is.null(tag_names))
stop('series_search_text and tag_names are required inputs for this function.')
query = 'fred/series/search/related_tags'
getURL(
url = sprintf(
"%s/%s?series_search_text=%s&tag_names=%s&api_key=%s",
root,
query,
series_search_text,
tag_names %>>% paste(collapse = ';'),
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
series.tags <- function(
series_id = NULL
){
if (is.null(series_id))
stop('series_id is a required input.')
query = 'fred/series/tags'
getURL(
url = sprintf(
"%s/%s?series_id=%s&api_key=%s",
root,
query,
series_id,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
series.updates <- function(){
query = 'fred/series/updates'
getURL(
url = sprintf(
"%s/%s?api_key=%s",
root,
query,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
series.vintagedates <- function(
series_id = NULL
## realtime_star = NULL,
## realtime_end = NULL,
## limit = NULL,
## offset = NULL,
## sort_order = NULL
){
if (is.null(series_id))
stop('series_id is a required input.')
query = 'fred/series/vintagedates'
getURL(
url = sprintf(
"%s/%s?series_id=%s&api_key=%s",
root,
query,
series_id,
api.key
) %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
l %>>%
xmlRoot %>>%
xmlToDataFrame %>>%
as.data.table %>>%
rename(
vintage = text
) ->
dt
return(dt)
}
## ---------------------------------------------------------------------- ##
## SOURCES ##
## ---------------------------------------------------------------------- ##
sources <- function(
limit = 1000
){
if (limit > 1000 | limit < 0)
stop("Limit must be between 0 and 1000.")
query = 'fred/sources'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(limit))
sprintf('%s&limit=%s',url,limit) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
source <- function(
source_id = NULL
){
if (is.null(source_id))
stop("source_id is a required argument.")
query = 'fred/source'
url = sprintf(
"%s/%s?&api_key=%s",
root,
query,
api.key
)
if (!is.null(source_id))
sprintf('%s&source_id=%s',url,source_id) -> url
getURL(
url = url %>>%
URLencode
) %>>%
xmlTreeParse(
useInternalNodes = TRUE
) -> l
dt <- xml2dt(l)
return(dt)
}
source.releases <- function(
source_id = NULL,
limit = 1000
){