This is the R package `empfin' (Empirical Finance) written and maintained by Patrick Henaff ([email protected]) to accompany the e-book "Topics in Empirical Finance with R and Rmetrics", published by the Rmetrics Association and Finance OnLine.
Download the zip ball,
decompress and run R CMD INSTALL on it, or install the devtools package, and install directly from the
repository:
install_packages("devtools")
library(devtools); install_github('R-Package-empfin', 'phenaff')