Package: pacta.data.preparation 0.1.0.9003

CJ Yetman

pacta.data.preparation: Prepare Data for PACTA for Investors

This package provides tools to prepare input datasets to be run in the PACTA_analysis tool.

Authors:CJ Yetman [aut, cre, ctr], Jackson Hoffart [aut, ctr], Jacob Kastl [aut, ctr], Alex Axthelm [aut, ctr], RMI [cph, fnd]

# Install 'pacta.data.preparation' in R:

install.packages('pacta.data.preparation', repos = c('https://rmi-pacta.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/rmi-pacta/pacta.data.preparation/issues

On CRAN:

climate-change pacta pactaverse sustainable-finance

29 exports 1 stars 1.38 score 104 dependencies 10 scripts

Last updated 9 days agofrom:a46b90423e. Checks:OK: 7. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Sep 09 2024
R-4.5-win	OK	Sep 09 2024
R-4.5-linux	OK	Sep 09 2024
R-4.4-win	OK	Sep 09 2024
R-4.4-mac	OK	Sep 09 2024
R-4.3-win	OK	Sep 09 2024
R-4.3-mac	OK	Sep 09 2024

Exports:calc_shares_all_classes dataprep_abcd_scen_connection determine_relevant_years import_ar_advanced_company_indicators import_ar_masterdata prepare_abcd_flags_bonds prepare_abcd_flags_equity prepare_ar_company_id__country_of_domicile prepare_ar_company_id__credit_parent_ar_company_id prepare_ar_company_id__sectors_with_assets__debt prepare_ar_company_id__sectors_with_assets__ownership prepare_company_id__creditor_company_id prepare_entity_info prepare_factset_entity_id__ar_company_id prepare_factset_entity_id__credit_parent_id prepare_factset_entity_id__security_mapped_sector prepare_financial_data prepare_fund_data prepare_isin_to_fund_table prepare_iss_average_sector_emission_intensities prepare_iss_company_emissions prepare_iss_entity_emission_intensities prepare_masterdata prepare_masterdata_debt prepare_total_fund_list quarter_to_factset_timestamp quarter_to_imf_timestamp standardize_asset_type_names write_manifest

Dependencies:askpass base64enc brew brio bslib cachem callr cli clipr commonmark countrycode cpp11 crayon credentials curl data.table desc devtools diffobj digest downlit dplyr dtplyr ellipsis evaluate fansi fastmap fontawesome fs generics gert gh gitcreds glue highr htmltools htmlwidgets httpuv httr2 ini jquerylib jsonlite knitr later lifecycle lubridate magrittr memoise mime miniUI openssl pillar pkgbuild pkgconfig pkgdown pkgload praise prettyunits processx profvis promises ps purrr R6 ragg rappdirs rcmdcheck Rcpp rematch2 remotes rlang rmarkdown roxygen2 rprojroot rstudioapi rversions sass sessioninfo shiny sourcetools stringi stringr sys systemfonts testthat textshaping tibble tidyr tidyselect timechange tinytex urlchecker usethis utf8 vctrs waldo whisker withr xfun xml2 xopen xtable yaml zip

Share Ownership Weighting and Share Class Inclusion in PACTA

Rendered fromshare_ownership_methodology.Rmdusingknitr::rmarkdownon Sep 09 2024.

Last update: 2024-04-15
Started: 2024-04-15

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Calculate the number of shares across all equity asset classes	calc_shares_all_classes
Combine ABCD and scenario data into the [equity/bonds]_abcd_scenario.rds format that is used by portfolio.analysis	dataprep_abcd_scen_connection
Determine relevant years	determine_relevant_years
Import the data from a version of Asset Resolution's proprietary Advanced Company Indicators XLSX into a tidy data frame.	import_ar_advanced_company_indicators
Import the data from a version of Asset Resolution's bespoke 'masterdata_*.csv' files into a tidy data frame.	import_ar_masterdata
Title	prepare_abcd_flags_bonds
Title	prepare_abcd_flags_equity
Prepare an 'ar_company_id__country_of_domicile' lookup table from the 'entity_info' data	prepare_ar_company_id__country_of_domicile
Prepare an 'ar_company_id__credit_parent_ar_company_id' lookup table from the 'entity_info' data	prepare_ar_company_id__credit_parent_ar_company_id
Prepare an 'ar_company_id__sectors_with_assets__debt' lookup table from the 'masterdata_debt_datastore' data	prepare_ar_company_id__sectors_with_assets__debt
Prepare an 'ar_company_id__sectors_with_assets__ownership' lookup table from the 'masterdata_ownership_datastore' data	prepare_ar_company_id__sectors_with_assets__ownership
Prepare a 'company_id__creditor_company_id' lookup table from Asset Impact's 'masterdata_debt' data	prepare_company_id__creditor_company_id
Prepare the 'entity_info' output data frame from data frames imported from the 'factset_entity_info.rds' and 'ar_company_id__factset_entity_id.rds' files	prepare_entity_info
Prepare a 'factset_entity_id__ar_company_id' lookup table from Asset Impact's 'ar_company_id__factset_entity_id' crosswalk	prepare_factset_entity_id__ar_company_id
Prepare a 'factset_entity_id__credit_parent_id' lookup table from 'entity_info'	prepare_factset_entity_id__credit_parent_id
Prepare a 'factset_entity_id__security_mapped_sector' lookup table from 'entity_info'	prepare_factset_entity_id__security_mapped_sector
Prepare the 'financial_data' output data frame from the imported 'factset_financial_data.rds' file	prepare_financial_data
Prepare fund data, filtering to funds with data according to a given threshold and adding a 'MISSINGWEIGHT' holding for the difference	prepare_fund_data
Prepare 'isin_to_fund_table', filtering out fsyms that have more than 1 row and either no fund data or fund data for both rows	prepare_isin_to_fund_table
Prepare a 'iss_average_sector_emission_intensities' object	prepare_iss_average_sector_emission_intensities
Prepare an 'iss_company_emissions' object from 'factset_iss_emissions_data'	prepare_iss_company_emissions
Prepare a 'iss_entity_emission_intensities' object	prepare_iss_entity_emission_intensities
Prepare the 'masterdata_ownership_datastore' or 'masterdata_debt_datastore' output data frame from an import of a raw AR masterdata_* CSV	prepare_masterdata
Prepare the 'masterdata_debt_datastore' object from a raw masterdata_debt CSV	prepare_masterdata_debt
Prepare a 'total_fund_list' object from 'fund_data'	prepare_total_fund_list
Convert a PACTA style quarter string to a FactSet style date string for the last day of that quarter	quarter_to_factset_timestamp
Convert a PACTA style quarter string to an IMF style quarter string	quarter_to_imf_timestamp
Standardize asset type names	standardize_asset_type_names
Write a manifest.json file to the specified path including critical information about the files and parameters used to prepare the data	write_manifest