FFdownload (version 1.2.0)

FFget: Download and return a single French dataset directly

Description

FFget is a convenience wrapper around FFdownload that downloads one named dataset and returns it directly into the R session — no intermediate .RData file, no load() call required.

The function uses all of FFdownload's parsing engine, so every sub-table present in the original CSV (value-weighted returns, equal-weighted returns, number of firms, etc.) is available in the returned list.

Usage

FFget(
  name,
  frequency = "monthly",
  subtable = NULL,
  exclude_daily = TRUE,
  na_values = c(-99, -999, -99.99),
  format = "tbl"
)

Value

A tibble, xts object, or named list, depending on frequency, subtable, and format.

Arguments

name

character. The dataset name as it appears in FFlist()$name, e.g. "F-F_Research_Data_Factors" or "F-F_Momentum_Factor". Fuzzy matching is applied, so partial names work (check with FFmatch first).

frequency

character. Which frequency sub-list to extract. One of "monthly" (default), "annual", or "daily". Set to NULL to return all three frequencies as a named list.

subtable

character. Name of the sub-table within the chosen frequency, e.g. "Temp2" or "annual_factors:_january-december". Set to NULL (default) to return all sub-tables as a named list.

exclude_daily

logical. Passed to FFdownload. Default TRUE.

na_values

numeric vector of sentinel values to replace with NA. Defaults to c(-99, -999, -99.99) — the values French uses for missing observations. Set to NULL to disable replacement.

format

character. "tbl" (default) or "xts".

Examples

if (FALSE) {
# Get the main monthly Fama-French 3-factor table directly as a tibble
ff3 <- FFget("F-F_Research_Data_Factors", subtable = "Temp2")
head(ff3)

# Get all sub-tables for the 5-factor model
ff5_all <- FFget("F-F_Research_Data_5_Factors_2x3", subtable = NULL)
names(ff5_all)

# Get annual data as xts
ff3_ann <- FFget("F-F_Research_Data_Factors", frequency = "annual", format = "xts")
}