API reference#

The public surface: the tidyfinance-backed sources loaders, and the self-built FRED-MD builder.

Sources#

`load_ff_factors`	Fama-French 3-factor tidy frame (`date, mkt_excess, smb, hml, risk_free`), in decimals.
`load_goyal_welch`	Goyal-Welch equity-premium frame: `date, rp_div` (excess market) + macro predictors.
`load_gw_view`	Goyal-Welch view (excess `rp_div` + predictors) + `data_vintage`, ready for VoC/1-A.
`to_timeseries_view`	A tidy `(date, ret, features…)` frame → single-asset numeraire `TimeSeriesView`.
`data_vintage`	Provenance stamp for a live tidyfinance pull (`tidyfinance:<dataset>@<version>`).

`download`	Download recent FRED-MD single vintages (`YYYY-MM`) into `dest`; return local paths.
`download_archive`	Download a full-history zip (`which` in `HIST_ARCHIVES`, or a URL) into `dest`.
`read_vintage`	Read one FRED-MD vintage file → `(levels, tcodes)`.
`apply_tcode`	Apply a FRED-MD stationarity transform (codes 1-7) to a level series (NaN-padded at start).
`build_table`	Stack FRED-MD vintage files into a wide point-in-time table `[ref_date, vintage, series]`.
`build_from_dir`	Build from every vintage CSV under `directory` (recurses; non-vintage files skipped).