Type: Package
Title: Wrapper for the 'Prevedere' API
Version: 0.0.1
Description: Easy and efficient access to the API provided by 'Prevedere', an industry insights and predictive analytics company. Query and download indicators, models and workbenches built with 'Prevedere' for further analysis and reporting https://www.prevedere.com/.
License: MIT + file LICENSE
URL: https://github.com/wkdavis/prevederer, https://api.prevedere.com/index.html, https://www.prevedere.com/
BugReports: https://github.com/wkdavis/prevederer/issues
Depends: R (≥ 3.2.0)
Imports: httr
Suggests: testthat (≥ 2.1.0), knitr, covr
Encoding: UTF-8
LazyData: yes
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2019-07-19 11:08:24 UTC; wkdavis
Author: Wil Davis ORCID iD [aut, cre], Hiram Foster [ctb], Ted Dickinson [ctb]
Maintainer: Wil Davis <davis.3243@osu.edu>
Repository: CRAN
Date/Publication: 2019-07-23 09:40:02 UTC

Prevederer

Description

prevederer provides an R wrapper around the Prevedere Software API. The package facilitates access to the main API components, including:

Details

Direct calls can also be made to the API using prevedere_fetch().

Author(s)

Maintainer: Wil Davis davis.3243@osu.edu (0000-0001-9780-2576)

Other contributors:

See Also

Useful links:

Aggregation methods

Description

Retrieve a list of the aggregation methods currently supported by the Prevedere API.

Usage

prevedere_aggregations(key)

Arguments

key

A Prevedere API key.

Value

A character vector of aggregation methods.

See Also

Other enumeration functions: prevedere_calculations, prevedere_frequencies, prevedere_seasonalities

Examples

## Not run: 
key <- "1235467abcdefg"
prevedere_aggregations(key)

## End(Not run)

Calculations

Description

Retrieve a list of the calculations currently supported by the Prevedere API.

Usage

prevedere_calculations(key)

Arguments

key

A Prevedere API key.

Value

A character vector of calculations.

See Also

Other enumeration functions: prevedere_aggregations, prevedere_frequencies, prevedere_seasonalities

Examples

## Not run: 
key <- "1235467abcdefg"
prevedere_calculations(key)

## End(Not run)

Correlation

Description

Calculates Pearson's r and other statistics at different offsets between an endogenous and exogenous indicator.

Usage

prevedere_correlation(key, endog_provider, endog_provider_id,
  exog_provider, exog_provider_id, freq = prevedere_frequencies(key),
  calculation = prevedere_calculations(key), raw = FALSE)

Arguments

key

A Prevedere API key.

endog_provider

Code for the data provider of the endogenous indicator, can be hexadecimal or abbreviated name.

endog_provider_id

Specific ProviderID for the endogenous indicator.

exog_provider

Code for the data provider of the exogenous indicator, can be hexadecimal or abbreviated name.

exog_provider_id

Specific ProviderID for the exogenous indicator.

freq

Frequency of indicator to retrieve. For a list of supported frequencies, see prevedere_frequencies().

calculation

Calculation to transform the indicator. For a list of supported calculations, see prevedere_calculations().

raw

Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

Model results and metadata, as a list.

See Also

Other indicator functions: prevedere_indicator

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_correlation(
  key = k, endog_provider = "BLS", endog_provider_id = "CES3133231058",
  exog_provider = "FRED", exog_provider_id = "PCU332313332313", freq = "Monthly",
  calculation = "ThreePeriodMoving"
)

## End(Not run)

Query the Prevedere API

Description

Send a GET request to the Prevedere API. Most users should calling this function directly and instead use the appropriate wrapper for accessing each part of the API.

Usage

prevedere_fetch(key, path, payload = NULL)

Arguments

key

A Prevedere API key.

path

The path (within the API) to which the request will be sent.

payload

The payload for the request. This should be a named list.

Value

The result of the API request.

See Also

GET, content, response

Examples

## Not run: 
prevedere_fetch(
  key = "1235467abcdefg",
  path = "/indicator/BLS/CES3133231058",
  payload = list(
    Frequency = "Annual",
    Calculation = "None",
    Offset = 0
  )
)

k <- "1235467abcdefg"
prevedere_fetch(
  key = k,
  path = "/indicator/BLS/CES3133231058",
  payload = list(
    Frequency = "Annual",
    Calculation = "None",
    Offset = 0
  )
)

## End(Not run)

Forecast

Description

Returns historical fit and forecasted values of a forecast model.

Usage

prevedere_forecast(key, model_id, as_of_date = NULL, raw = FALSE)

Arguments

key

A Prevedere API key.

model_id

UUID for the forecast model.

as_of_date

Get the model only using data up to the specified date (YYYY-MM-DD). Used for backtesting.

raw

Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

A dataframe of forecasted values and metadata.

See Also

Other forecast model functions: prevedere_raw_model

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_forecast(key = k, model_id = "1b1878399833c7f38b094e54dd43d374")

## End(Not run)

Frequencies

Description

Retrieve a list of the time frequencies currently supported by the Prevedere API.

Usage

prevedere_frequencies(key)

Arguments

key

A Prevedere API key.

Value

A character vector of frequencies.

See Also

Other enumeration functions: prevedere_aggregations, prevedere_calculations, prevedere_seasonalities

Examples

## Not run: 
key <- "1235467abcdefg"
prevedere_frequencies(key)

## End(Not run)

Indicators

Description

Access indicator data and metadata.

Usage

prevedere_indicator(key, provider, provider_id)

prevedere_indicator_series(key, provider, provider_id,
  freq = prevedere_frequencies(key),
  calculation = prevedere_calculations(key), start_date = NULL,
  end_date = NULL, offset_periods = 0, raw = FALSE)

Arguments

key

A Prevedere API key.

provider

Code for a data provider, can be hexadecimal or abbreviated name.

provider_id

Specific ProviderID for the indicator.

freq

Frequency of indicator to retrieve. For a list of supported frequencies, see prevedere_frequencies().

calculation

Calculation to transform the indicator. For a list of supported calculations, see prevedere_calculations().

start_date, end_date

Start and end dates for the indicator. Each should be either a date or a character string capable of being coerced to a date. Setting a date to NULL will result in the historical data being unbounded in that direction.

offset_periods

Number of periods to offset.

raw

Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

A list. prevedere_indicator returns metadata for the target indicator, while prevedere_indicator_series returns the actual data for the indicator (in addition to the metadata).

See Also

Other indicator functions: prevedere_correlation

Examples

## Not run: 

k <- "1235467abcdefg"

## Return indicator metadata
prevedere_indicator(key = k, provider = "BLS", provider_id = "CES3133231058")

## Return indicator data
prevedere_indicator_series(
  key = k, provider = "BLS", provider_id = "CES3133231058",
  freq = "Monthly", calculation = "None", start_date = "2010-01-01",
  offset_periods = 0
)

## Return indicator data unformatted
prevedere_indicator_series(
  key = k, provider = "BLS", provider_id = "CES3133231058",
  freq = "Monthly", calculation = "None", start_date = "2010-01-01",
  offset_periods = 0, raw = TRUE
)

## End(Not run)

Providers

Description

Retrieve a list of entities whose data is available in Prevedere

Usage

prevedere_providers(key, raw = FALSE)

Arguments

key

A Prevedere API key.

raw

Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

A dataframe (or list if raw = TRUE) of provider metadata.

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_providers(key = k)

## End(Not run)

Raw model

Description

Returns all information about a forecast model.

Usage

prevedere_raw_model(key, model_id, exclude_indicators = TRUE,
  as_of_date = NULL, raw = FALSE)

Arguments

key

A Prevedere API key.

model_id

UUID for the forecast model.

exclude_indicators

Whether to return only indicators used in model (TRUE), or all associated indicators.

as_of_date

Get the model only using data up to the specified date (YYYY-MM-DD). Used for backtesting.

raw

Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

A list of model components and metadata, including indicators, coefficients, and the model start date.

See Also

Other forecast model functions: prevedere_forecast

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_raw_model(key = k, model_id = "1b1878399833c7f38b094e54dd43d374")

## Backtest
prevedere_raw_model(key = k,
                    model_id = "1b1878399833c7f38b094e54dd43d374",
                    as_of_data = "2019-05-01")

## End(Not run)

Seasonalities

Description

Retrieve a list of the seasonalities currently supported by the Prevedere API.

Usage

prevedere_seasonalities(key)

Arguments

key

A Prevedere API key.

Value

A character vector of seasonalities.

See Also

Other enumeration functions: prevedere_aggregations, prevedere_calculations, prevedere_frequencies

Examples

## Not run: 
key <- "1235467abcdefg"
prevedere_seasonalities(key)

## End(Not run)

Workbench

Description

Returns the indicators used in a workbench. Typically includes workbench metadata and associated indicator metadata.

Usage

prevedere_workbench(key, workbench_id)

Arguments

key

A Prevedere API key.

workbench_id

UUID for workbench.

Value

A list of workbench metadata.

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_workbench(key = k, workbench_id = "b8da829f7a1d4509ca5125e4699d6f0e")

## End(Not run)