New book and package pmfdR

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Processing and modelling financial data with R –

My Portuguese book about finance and R was
a couple of months ago and, given its positive feedback, I decided to
work on the english version immediately. You can find details about my
experience in self publishing the book in this

The English book is not a simple translation of text and examples. This
is a long term project that I always dreamed of doing. With time, I plan
to keep the Portuguese and English version synchronized. The feedback I
got from the Portuguese version was taken into account and I wrote
additional sections covering advanced use of dplyr with list-columns,
storing data in SQLITE, reporting tables with xtable and stargazer,
and many more.

The book is not yet finished. I’m taking my time in reviewing everything
and making sure that it comes out perfectly. I believe it will be ready
in a few months or less. If you are interested in the book, please go to
its website where you can
find its current TOC (table of contents), code and data.

If you want to be notified about the publication of the book, please
sign this form and I’ll let
you know as soon as it is available.

Package pmfdR

Yesterday I released package pmfdR, which provides access to all
material from my book Processing and Modelling Financial Data with
, including code, data and exercises.

The exercises are still not complete. I expect to have at least 100
exercises covering all chapters of the book. As soon as the book is
finished, I’ll starting working on it.

With package pmfdR you can:

  1. Download data and code with function
  2. Build exercises with function pmfdR_build.exercise

Downloading code and data

All the R code from the book is publicly available in
github. Function will download a zip file from the
repository and unzip it at specified folder. Have a look in its usage:

if (!require(pmfdR)){

my.lan <- 'en' # language of code and data ('en' or 'pt-br')

# dl may take some time (around 60 mb) = my.lan)

dir.out <- 'pmfdR-en-code_data-master'

# list R code
list.files(dir.out, pattern = '*.R')

Building exercises

All exercises from the book are based on package exams. This means
that every reader will have a different version of the exercise, with
different values and correct answer. I’ve written extensively about the
positive aspects of using exams. You can find the full post

You can create your custom exercise file using function
pmfdR_build.exercise. Give it a try, just copy and paste the following
chunk of code in your R prompt.

if (!require(pmfdR)){

my.lan <- 'en' # language of exercises
my.exercise.folder <- 'pmfdR-exercises' # name of folder with exercises files (will download from github)
my.pdf.folder <- 'PdfOut' # name of folder to place pdf file and answer sheet

pmfdR_build.exercise(lan = my.lan,
                     exercise.folder = my.exercise.folder, 
                     pdf.folder = my.pdf.folder)


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