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This package contains templates for reports, and functions and workshops using in *Advanced Financial Data Analytrics * taught by Barry Quinn at Queen’s Business School.
remotes::install_github("quinfer/tsfe")And the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("quinfer/tsfe")This is a basic example which shows you how to solve a common problem:
library(tsfe)
## basic example code
data("ftse350") # This is a 2MB file so might take some time to initially load
summary(ftse350)
#> Name ticker variable date
#> Length:1014400 Length:1014400 Length:1014400 Min. :2016-04-29
#> Class :character Class :character Class :character 1st Qu.:2017-06-14
#> Mode :character Mode :character Mode :character Median :2018-07-20
#> Mean :2018-07-13
#> 3rd Qu.:2019-08-14
#> Max. :2020-09-01
#> value
#> Min. : 1.05
#> 1st Qu.: 373.10
#> Median : 893.92
#> Mean : 3273.80
#> 3rd Qu.: 2210.00
#> Max. :159163.60You can start the tutorials in one of two ways. First, in RStudio 1.3 or later, you will find the ATI tutorials listed in the “Tutorial” tab in the top-right pane (by default). Find a tutorial and click “Run Tutorial” to get started. Second, you can run any tutorial from the R console by typing the following line:
learnr::run_tutorial("Workshop2","tsfe")This should bring up a tutorial in your default web browser. You can see the full list of tutorials by running:
learnr::run_tutorial(package = "tsfe")If you would like to access the raw RMarkdown code which created these tutorials you can do so here
This package also includes a RMarkdown template for use in the project
report. Go to File>New>R Markdown… and choose from From Template
then project-report. There are four sections in the report
- Introduction and literature review
- Data and methodology
- Results
- Discussion
The marks are allocated equally to each section.
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This package also includes dataset used in the course