Articles by R | msperlin

A shiny interface to BatchGetSymbols

May 25, 2021 | R | msperlin

Hadley Wickham recently released an online version of Mastering Shiny. The book is great! If you haven’t read it, do it fast! On a side note, it is really amazing how much of good and curated content you can get for free in R. When I started progra... [Read more...]

Update of compiled datasets

April 8, 2021 | R | msperlin

Back in 2020 I started to compile and share financial data in dataverse. The data covers corporate finance events from the DFP and FRE systems. The available tables are the same I use for my research and teaching material, and will be updated once ... [Read more...]

GetFREData available in CRAN!

April 5, 2021 | R | msperlin

I’m happy to report that package GetFREData is now available in CRAN. This R package serves as an interface to all corporate datasets available in the FRE system, a vast and official repository of information about many different corporate events. All companies listed at B3 – Brazilian stock exchange – must ... [Read more...]

GetDFPData2 available in CRAN!

April 1, 2021 | R | msperlin

After testing the package extensivelly, GetDFPData2 is finally available in CRAN. GetDFPData2 is the second and backwards incompatible version of GetDPFData, a R package for downloading annual financial reports from B3, the Brazilian financial exchange. Unlike its first iteration, GetDFPData2 imports data using a database of csv files from CVM, ... [Read more...]

A clever bash script for R Users

March 22, 2021 | R | msperlin

Back in 2017 I wrote a blog post describing a simple bash script for installing R in a Ubuntu setup. The problem with this script, and many others found in the internet, is that they quickly become obsolete due to changes in Ubuntu, R and RStudio. ... [Read more...]

bookdown + exams + webex

March 17, 2021 | R | msperlin

It’s been three years since I’ve been using package bookdown for compiling and distributing three different books in Amazon and the web. It helped me greatly in all my book projects and I’m always grateful to Yihui Xie for providing such a useful t... [Read more...]

Exercicios do Livro em pdf

February 17, 2021 | R | msperlin

A terceira edição do livro Análise de Dados Financeiros e Econômicos contém mais de 100 exercícios de final de capítulo, com todas soluções disponíveis na página do livro. Alternativamente, professores e instrutores podem compilar arquivos pdf dos exercícios para seus alunos ... [Read more...]

Looking back at 2020 and plans for 2021

December 21, 2020 | R | msperlin

Wow, what a long year! The pandemic affected everyone, changing the way we live and relate to one another. This was a year full of lessons and we must be thankful and be able to appreciate life even more. Events such as these show how little our “p... [Read more...]

New Packages: GetDFPdata = GetDFPData2 + GetFREData

July 17, 2020 | R | msperlin

Back in 2017 I wrote the first version of package GetDFPData, along with a paper describing the code and providing an empirical application. However, maintaining the package over the years has been frustrating. The code is becoming increasingly complex, much due to the fact that it handles FRE and DFP data ... [Read more...]

A GARCH Tutorial in R (revised)

July 6, 2020 | R | msperlin

2020-07-22 Update: The final version of the paper is now published at RAC. Back in May 2020, I started to work on a new paper regarding the use of Garch models in R. Today we finished the peer review process and finally got a final version of the a... [Read more...]

Call for papers on data reuse

May 26, 2020 | R | msperlin

Myself and Henrique Martins (PUC Rio) organized a call for papers on data reuse, for publication in RAC – Revista de Administração Contemporanea. The deadline for submission is 10th october 2020, with expected publication date in july 2021. We will... [Read more...]

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)