fedmatch

Any views expressed here do not reflect those of the Federal Reserve Board or Federal Reserve System.

The goal of fedmatch is to match un-linked datasets. It provides a variety of tools that allow a user to build a custom matching algorithm for their specific application. To get started, see the “Introduction to fedmatch” vignette.

You can view all the vignettes, and the rest of the documentation, on the fedmatch website.

Features

• String cleaning tools
• Fuzzy matching with standard string distance metrics from the package stringdist
• A new fuzzy matching method which we call a Weighted Jaccard metric
• Numeric matching using a trained logit model
• A system to sequentially execute many different types of match algorithms
• A system for evaluating matches post-hoc

Installation

You can install ‘fedmatch’ from CRAN with

install.packages("fedmatch")

You can install the development version from GitHub with:

install.packages("devtools")
devtools::install_github("seunglee98/fedmatch", build_vignettes = TRUE)

Or, you can download the folder from github, either by cloning it or downloading it manually and unzipping it, then running:

devtools::install("path_to_fedmatch", build_vignettes = TRUE)

Citation

This package is licensed under the terms of the MIT license. See the LICENSE.md file for details.

If you use this package for your research, please cite the technical paper:

Gregory J. Cohen, Jacob Dice, Melanie Friedrichs, Kamran Gupta, William Hayes, Isabel Kitschelt, Seung Jung Lee, W. Blake Marsh, Nathan Mislang, Maya Shaton, Martin Sicilian, Chris Webster. “The U.S. Syndicated Loan Market: Matching Data.” Journal of Financial Research, 2021.