From noreply at r-forge.r-project.org  Wed Apr  8 17:00:21 2015
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  8 Apr 2015 17:00:21 +0200 (CEST)
Subject: [Eventstudies-commits] r415 - pkg/vignettes
Message-ID: <20150408150021.DA8A818788D@r-forge.r-project.org>

Author: chiraganand
Date: 2015-04-08 17:00:21 +0200 (Wed, 08 Apr 2015)
New Revision: 415

Modified:
   pkg/vignettes/eventstudies.Rnw
Log:
Fixed market model, reduced event window to 5.

Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw	2015-03-31 19:35:06 UTC (rev 414)
+++ pkg/vignettes/eventstudies.Rnw	2015-04-08 15:00:21 UTC (rev 415)
@@ -81,7 +81,7 @@
 <<no-adjustment>>=
 es <- eventstudy(firm.returns = StockPriceReturns,
                  event.list = SplitDates,
-                 event.window = 10,
+                 event.window = 5,
                  type = "None",
                  to.remap = TRUE,
                  remap = "cumsum",
@@ -90,7 +90,7 @@
 @ 
 
 This runs an event study using events listed in \emph{SplitDates}, and using
-returns data for the firms in \emph{StockPriceReturns}. An event window of 10
+returns data for the firms in \emph{StockPriceReturns}. An event window of 5
 days is analysed.
 
 Event studies with returns data typically do some kind of adjustment
@@ -115,7 +115,7 @@
 The object returned by eventstudy is of \texttt{class} `es'. It is a list with
 two components. Three of these are just a record of the way
 \texttt{eventstudy()} was run: the inference procedure adopted (``\texttt{bootstrap}''
-inference in this case), the window width (10 in this case) and the
+inference in this case), the window width (5 in this case) and the
 method used for mapping the data (``\texttt{cumsum}''). The two new things are
 `\texttt{outcomes}' and `\texttt{result}'.
 
@@ -144,7 +144,7 @@
 Plot and print methods for the class `es' are supplied. The standard
 plot is illustrated in Figure \ref{f:esplot1}. In this case, we see
 the 95\% confidence interval is above 0 and below 0 and in no case can
-the null of no-effect, compared with the starting date (10 days before
+the null of no-effect, compared with the starting date (5 days before
 the stock split date), be rejected.
 
 In this first example, raw stock market returns was utilised in the
@@ -166,14 +166,14 @@
 improved statistical efficiency as $\textrm{Var}(\epsilon_j) <
 \textrm{Var}(r_j)$.
 
-This is invoked by setting \texttt{type} to ``\texttt{marketResidual}'':
+This is invoked by setting \texttt{type} to ``\texttt{marketModel}'':
 
 <<mm-adjustment>>=
 data(OtherReturns)
 es.mm <- eventstudy(firm.returns = StockPriceReturns,
                     event.list = SplitDates,
-                    event.window = 10,
-                    type = "marketResidual",
+                    event.window = 5,
+                    type = "marketModel",
                     to.remap = TRUE,
                     remap = "cumsum",
                     inference = TRUE,
@@ -182,7 +182,7 @@
                     )
 @ 
 
-In addition to setting \texttt{type} to ``\texttt{marketResidual}'', we are now required
+In addition to setting \texttt{type} to ``\texttt{marketModel}'', we are now required
 to supply data for the market index, $r_{Mt}$. In the above example,
 this is the data object `\texttt{NiftyIndex}' supplied from the \emph{OtherReturns} data
 object in the package. This is just a zoo vector with daily returns of
@@ -230,7 +230,7 @@
 <<amm-adjustment>>=
 es.amm <- eventstudy(firm.returns = StockPriceReturns,
                     event.list = SplitDates,
-                    event.window = 10,
+                    event.window = 5,
                     type = "lmAMM",
                     to.remap = TRUE,
                     remap = "cumsum",
@@ -256,10 +256,10 @@
 interval at date 0 as a measure of efficiency.
 
 <<efficiency-comparison,results=verbatim>>=
-tmp <- rbind(es$result[10, ],
-             es.mm$result[10, ],
-             es.amm$result[10, ]
-             )[,c(1,3)]
+tmp <- rbind(es$result[5, ],
+             es.mm$result[5, ],
+             es.amm$result[5, ]
+             )[, c(1, 3)]
 rownames(tmp) <- c("None", "MM", "AMM")
 
 print(tmp["MM", ] - tmp["None", ])


From noreply at r-forge.r-project.org  Wed Apr  8 17:07:37 2015
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  8 Apr 2015 17:07:37 +0200 (CEST)
Subject: [Eventstudies-commits] r416 - pkg/inst/tests
Message-ID: <20150408150737.A0B501878AA@r-forge.r-project.org>

Author: sargam_jain
Date: 2015-04-08 17:07:37 +0200 (Wed, 08 Apr 2015)
New Revision: 416

Added:
   pkg/inst/tests/test_functionality_inference.R
   pkg/inst/tests/test_userinput_inference.bootstrap.R
   pkg/inst/tests/test_userinput_remap.R
Log:
Test cases for inference and remap functions.

Added: pkg/inst/tests/test_functionality_inference.R
===================================================================
--- pkg/inst/tests/test_functionality_inference.R	                        (rev 0)
+++ pkg/inst/tests/test_functionality_inference.R	2015-04-08 15:07:37 UTC (rev 416)
@@ -0,0 +1,52 @@
+library(testthat)
+context("functionality")
+
+## 1. Test for class of arguments
+
+
+
+test_that("functionality for inference functions", {
+  library(eventstudies)
+  ## Data of Stock Prices
+  test.data0 <- structure(c(33.16, 34.0967, 35.3683, 34.46, 34.17,
+                           35.89, 36.19, 37.1317, 36.7033, 37.7933,
+                           37.8533, 285.325, 292.6, 290.025, 286.2,
+                           290.075, 295.05, 289.325, 285.625, 293.7,
+                           298.5, 289.05, 704.5438, 708.35, 735.835,
+                           710.625, 711.65, 731.012, 727.575,
+                           715.0187, 724.2, 713.1875, 695.1812),
+                         .Dim = c(11L, 3L),
+                         .Dimnames = list( NULL, c("ITC",
+                           "Reliance", "TCS")),
+                         index = structure(c(12418,
+                           12419, 12422, 12423, 12424,
+                           12425, 12426, 12429, 12430,
+                           12431, 12432),
+                           class = "Date"),
+                         class = "zoo")
+  test.data0 <- diff(log(test.data0))
+
+  ## List of events
+  test.eventslist0 <- data.frame(name=c("ITC","Reliance","TCS",
+                                   "ITC","Reliance","Junk"),
+                                 when=as.Date(c("2004-01-02",
+                                   "2004-01-08", "2004-01-14",
+                                   "2005-01-15", "2004-01-01",
+                                   "2005-01-01")))
+  test.eventslist0$name <- as.character(test.eventslist0$name)
+  
+  cat("\nTesting for class of arguments")
+  esConvertNormal0 <- phys2eventtime(z = test.data0,
+                                     events = test.eventslist0,
+                                     width = 1)
+  es.test.w0 <- window(esConvertNormal0$z.e,
+                       start = -1,
+                       end = +1)
+  
+  test.eventtime0 <- remap.cumsum(es.test.w0, is.pc = FALSE,
+                                  base = 0)
+  test.eventtime1 <- coredata(test.eventtime0)
+
+  test.boot1 <- inference.bootstrap(es.w = test.eventtime1,
+                                    to.plot = FALSE)
+  

Added: pkg/inst/tests/test_userinput_inference.bootstrap.R
===================================================================
--- pkg/inst/tests/test_userinput_inference.bootstrap.R	                        (rev 0)
+++ pkg/inst/tests/test_userinput_inference.bootstrap.R	2015-04-08 15:07:37 UTC (rev 416)
@@ -0,0 +1,75 @@
+library(testthat)
+context("userinput")
+
+## 1. Test for normal values
+## 2. Test for univariate zoo object: one firm data
+
+
+test_that("userinput for inference functions", {
+    library(eventstudies)
+    ## Data of Stock Prices
+    test.data <- structure(c(33.16, 34.0967, 35.3683, 34.46, 34.17,
+                             35.89, 36.19, 37.1317, 36.7033, 37.7933,
+                             37.8533, 285.325, 292.6, 290.025, 286.2,
+                             290.075, 295.05, 289.325, 285.625, 293.7,
+                             298.5, 289.05, 704.5438, 708.35, 735.835,
+                             710.625, 711.65, 731.012, 727.575,
+                             715.0187, 724.2, 713.1875, 695.1812),
+                           .Dim = c(11L, 3L),
+                           .Dimnames = list( NULL, c("ITC",
+                             "Reliance", "TCS")),
+                           index = structure(c(12418,
+                             12419, 12422, 12423, 12424,
+                             12425, 12426, 12429, 12430,
+                             12431, 12432),
+                             class = "Date"),
+                           class = "zoo")
+    test.data <- diff(log(test.data))
+    ## List of events
+    test.eventslist <- data.frame(name=c("ITC","Reliance","TCS",
+                                    "ITC","Reliance","Junk"),
+                                  when=as.Date(c("2004-01-02",
+                                    "2004-01-08", "2004-01-14",
+                                    "2005-01-15", "2004-01-01",
+                                    "2005-01-01")))
+    test.eventslist$name <- as.character(test.eventslist$name)
+
+### Testing function for normal values of width
+    
+    cat("\nTesting for normal input values")
+    esConvertNormal0 <- phys2eventtime(z = test.data,
+                                       events = test.eventslist,
+                                       width = 1)
+    es.test.w0 <- window(esConvertNormal0$z.e,
+                         start = -1,
+                         end = +1)
+
+    test.eventtime0 <- remap.cumsum(es.test.w0, is.pc = FALSE,
+                                    base = 0)
+
+    test.boot0 <- inference.bootstrap(es.w = test.eventtime0,
+                                     to.plot = FALSE)
+
+    test.boot1 <- inference.wilcox(es.w = test.eventtime0,
+                                     to.plot = FALSE)
+
+### Testing function for univariate series: one firm
+    
+    cat("\nTesting for univariate series in zoo object")
+    esConvertNormal1 <- phys2eventtime(z = test.data,
+                                       events = test.eventslist,
+                                       width = 4)
+    es.test.w1 <- window(esConvertNormal1$z.e,
+                         start = -4,
+                         end = +4)
+
+    test.eventtime1 <- remap.cumsum(es.test.w1, is.pc = FALSE,
+                                    base = 0)
+
+    test.boot2 <- inference.bootstrap(es.w = test.eventtime1,
+                                      to.plot = FALSE)
+
+    test.boot3 <- inference.wilcox(es.w = test.eventtime1,
+                                   to.plot = FALSE)
+
+  })

Added: pkg/inst/tests/test_userinput_remap.R
===================================================================
--- pkg/inst/tests/test_userinput_remap.R	                        (rev 0)
+++ pkg/inst/tests/test_userinput_remap.R	2015-04-08 15:07:37 UTC (rev 416)
@@ -0,0 +1,78 @@
+library(testthat)
+context("userinput")
+
+## 1. Testing remap.cumsum for univariate series i.e. only one firm
+## 2. Testing remap.cumprod for univariate series i.e. only one firm
+## 3. Testing remap.cumsum for percentage and absolute returns
+## 4. Testing remap.cumprod for percentage and absolute returns
+
+test_that("userinput for remap.functions", {
+  library(eventstudies)
+  ## Data of Stock Prices
+  test.data <- structure(c(33.16, 34.0967, 35.3683, 34.46, 34.17,
+                           35.89, 36.19, 37.1317, 36.7033, 37.7933,
+                           37.8533, 285.325, 292.6, 290.025, 286.2,
+                           290.075, 295.05, 289.325, 285.625, 293.7,
+                           298.5, 289.05, 704.5438, 708.35, 735.8375,
+                           710.625, 711.65, 731.025, 727.575, 715.187,
+                           724.2, 713.1875, 695.1812),
+                         .Dim = c(11L, 3L),
+                         .Dimnames = list( NULL, c("ITC", "Reliance",
+                           "TCS")), index = structure(c(12418,
+                                      12419, 12422, 12423, 12424,
+                                      12425, 12426, 12429, 12430,
+                                      12431, 12432),
+                                      class = "Date"),
+                         class = "zoo")
+  test.data <- diff(log(test.data))
+  ## List of events
+  test.eventslist <- data.frame(name=c("ITC","Reliance","TCS",
+                                  "ITC","Reliance","Junk"),
+                                when=as.Date(c("2004-01-02",
+                                  "2004-01-08", "2004-01-14",
+                                  "2005-01-15", "2004-01-01",
+                                  "2005-01-01")))
+  test.eventslist$name <- as.character(test.eventslist$name)
+
+  ## Converting in the window format, as returned by phys2eventtime
+
+  esConvertNormal0 <- phys2eventtime(z = test.data,
+                                     events = test.eventslist,
+                                     width = 2)
+  esConvertNormal1 <- phys2eventtime(z = test.data,
+                                     events = test.eventslist,
+                                     width = 1)
+  es.test.w0 <- window(esConvertNormal0$z.e, start = -4, end = +4)
+  es.test.w1 <- window(esConvertNormal1$z.e, start = -1, end = +1)
+
+  ### Testing remap.cumsum for univariate series i.e. only one firm
+
+  cat("\nTesting for univariate series in remap.cumsum")
+  es.test.remap0 <- remap.cumsum(es.test.w0, is.pc = FALSE, base = 0)
+  es.test.remap1 <- remap.cumsum(es.test.w1, is.pc = FALSE, base = 0)
+
+  ### Testing remap.cumprod for univariate series i.e. only one firm
+
+  cat("\nTesting for univariate series in remap.cumsum")
+  es.test.remap2 <- remap.cumprod(es.test.w0, is.pc = FALSE,
+                                  base = 100)
+  es.test.remap3 <- remap.cumprod(es.test.w1, is.pc = FALSE,
+                                  base = 100)
+
+  ### Testing remap.cumsum for percentage and absolute returns
+  
+  cat("\nTesting for percentage and absolute returns in remap.cumsum")
+  
+  es.test.remap4 <- remap.cumsum(es.test.w0, is.pc = TRUE, base = 0)
+  
+  es.test.remap5 <- remap.cumsum(es.test.w0, is.pc = FALSE, base = 0)
+
+  ### Testing remap.cumprod for percentage and absolute returns
+  
+  cat("\nTesting for percentage and absolute returns in remap.cumprod")
+  
+  es.test.remap4 <- remap.cumsum(es.test.w0, is.pc = TRUE, base = 100)
+  
+  es.test.remap5 <- remap.cumsum(es.test.w0, is.pc = FALSE,
+                                 base = 100)
+})


From noreply at r-forge.r-project.org  Wed Apr  8 17:23:15 2015
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  8 Apr 2015 17:23:15 +0200 (CEST)
Subject: [Eventstudies-commits] r417 - pkg/R
Message-ID: <20150408152315.2537B186041@r-forge.r-project.org>

Author: sargam_jain
Date: 2015-04-08 17:23:14 +0200 (Wed, 08 Apr 2015)
New Revision: 417

Modified:
   pkg/R/eventstudy.R
   pkg/R/inference.bootstrap.R
   pkg/R/remap.cumsum.R
Log:
Changes in the code for univariate series.

Modified: pkg/R/eventstudy.R
===================================================================
--- pkg/R/eventstudy.R	2015-04-08 15:07:37 UTC (rev 416)
+++ pkg/R/eventstudy.R	2015-04-08 15:23:14 UTC (rev 417)
@@ -269,11 +269,15 @@
 ### Remapping event frame
   if (to.remap == TRUE) {
     outputModel <- switch(remap,
-                   cumsum = remap.cumsum(outputModel, is.pc = FALSE, base = 0),
-                   cumprod = remap.cumprod(outputModel, is.pc = TRUE,
-                     is.returns = TRUE, base = 100),
-                   reindex = remap.event.reindex(outputModel)
-                   )
+                          cumsum = remap.cumsum(outputModel, is.pc = FALSE, base = 0),
+                          cumprod = remap.cumprod(outputModel, is.pc = TRUE,
+                            is.returns = TRUE, base = 100),
+                          reindex = remap.event.reindex(outputModel)
+                          )
+    car <- outputModel
+    if(inference == FALSE){
+      outputModel <- ifelse(NCOL(outputModel) != 1, rowMeans(outputModel), mean(outputModel))
+    }
     remapping <- remap
   } else {
     remapping <- "none"
@@ -297,6 +301,10 @@
   if (exists("outputResiduals")) {
     attr(final.result, which = "model.residuals") <- outputResiduals
   }
+
+  if (exists("car")) {
+    attr(final.result, which = "CAR") <- car
+  }
   attr(final.result, which = "event.window") <- event.window
   attr(final.result, which = "inference") <- inference
   if (inference == TRUE) {

Modified: pkg/R/inference.bootstrap.R
===================================================================
--- pkg/R/inference.bootstrap.R	2015-04-08 15:07:37 UTC (rev 416)
+++ pkg/R/inference.bootstrap.R	2015-04-08 15:23:14 UTC (rev 417)
@@ -53,7 +53,7 @@
                                 ylab = "Cumulative returns of response series",
                                 main = "Event study plot") {
   Ecar <- function(transposed, d) {
-    colMeans(transposed[d,], na.rm=TRUE)
+    colMeans(transposed[d, , drop=FALSE], na.rm=TRUE)
   }
   tmp <- t(as.matrix(es.w))
   b <- boot(tmp, Ecar, R=boot.run)

Modified: pkg/R/remap.cumsum.R
===================================================================
--- pkg/R/remap.cumsum.R	2015-04-08 15:07:37 UTC (rev 416)
+++ pkg/R/remap.cumsum.R	2015-04-08 15:23:14 UTC (rev 417)
@@ -8,7 +8,7 @@
       tmp <- tmp/100
     }
     if(NCOL(z)==1){
-      z <- tmp
+      z <- base+cumsum(tmp)
     } else {
       z[,i] <- base+cumsum(tmp)
     }
@@ -18,8 +18,8 @@
 
 firstValueZero <- function(x){
   if(NCOL(x)==1){
-    x[1] <- 0
-  } else {
+   x[1] <- 0
+ } else {
     x[1,] <- 0
   }
   return(x)


From noreply at r-forge.r-project.org  Wed Apr  8 17:42:11 2015
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  8 Apr 2015 17:42:11 +0200 (CEST)
Subject: [Eventstudies-commits] r418 - pkg/man
Message-ID: <20150408154211.2D94B186C5E@r-forge.r-project.org>

Author: chiraganand
Date: 2015-04-08 17:42:10 +0200 (Wed, 08 Apr 2015)
New Revision: 418

Modified:
   pkg/man/eventstudy.Rd
Log:
Updated man page.

Modified: pkg/man/eventstudy.Rd
===================================================================
--- pkg/man/eventstudy.Rd	2015-04-08 15:23:14 UTC (rev 417)
+++ pkg/man/eventstudy.Rd	2015-04-08 15:42:10 UTC (rev 418)
@@ -112,11 +112,13 @@
       from the output and \dQuote{outcomes} object is updated with
       \dQuote{edatamissing}.}
 
-    \item{Remapping is done if \dQuote{to.remap} is TRUE using
-      value of \dQuote{remap} argument.}
+    \item{Remapping is done if \dQuote{to.remap} is \sQuote{TRUE} using
+      the function specified in \dQuote{remap} argument.}
 
-    \item{Inference is done if \dQuote{inference} is TRUE using the
-      technique mentioned in \dQuote{inference.strategy}.}
+    \item{Means of returns are computed across various events.}
+
+    \item{Inference is done if \dQuote{inference} is \sQuote{TRUE} using the
+      technique specified in \dQuote{inference.strategy}.}
   }
 
   \dQuote{firm.returns} can contain a single series also. To study a single
@@ -230,6 +232,11 @@
       model. For models which do not compute residuals, this attribute is
       not returned.}
 
+    \item{\dQuote{CAR}:}{
+      a \sQuote{zoo} object contaning Cumulative Abnormal Returns as
+      returned by the function specified by \dQuote{remap} argument.
+    }
+
     \item{\dQuote{inference}:}{
       a \sQuote{character} providing information about which inference
       strategy was utilised to estimate the confidence intervals.


From noreply at r-forge.r-project.org  Wed Apr  8 17:47:11 2015
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Wed,  8 Apr 2015 17:47:11 +0200 (CEST)
Subject: [Eventstudies-commits] r419 - pkg/man
Message-ID: <20150408154711.D52DA187393@r-forge.r-project.org>

Author: chiraganand
Date: 2015-04-08 17:47:11 +0200 (Wed, 08 Apr 2015)
New Revision: 419

Modified:
   pkg/man/remap.cumprod.Rd
   pkg/man/remap.cumsum.Rd
Log:
Improved description of z argument.

Modified: pkg/man/remap.cumprod.Rd
===================================================================
--- pkg/man/remap.cumprod.Rd	2015-04-08 15:42:10 UTC (rev 418)
+++ pkg/man/remap.cumprod.Rd	2015-04-08 15:47:11 UTC (rev 419)
@@ -11,8 +11,9 @@
 }
 
 \arguments{
-  \item{z}{a \pkg{zoo} object indexed by event time obtained from
-  \code{\link{phys2eventtime}}.} 
+  \item{z}{a \pkg{zoo} object indexed by event time, typically by the
+    \dQuote{z.e} component obtained from \dQuote{phys2eventtime}
+    function.}
 
   \item{is.pc}{\sQuote{logical}, whether input is a percentage. Default
   value set to \sQuote{FALSE}.}

Modified: pkg/man/remap.cumsum.Rd
===================================================================
--- pkg/man/remap.cumsum.Rd	2015-04-08 15:42:10 UTC (rev 418)
+++ pkg/man/remap.cumsum.Rd	2015-04-08 15:47:11 UTC (rev 419)
@@ -12,8 +12,9 @@
 }
 
 \arguments{
-  \item{z}{a \pkg{zoo} object indexed by event time obtained from
-    \dQuote{phys2eventtime}.}
+  \item{z}{a \pkg{zoo} object indexed by event time, typically by the
+    \dQuote{z.e} component obtained from \dQuote{phys2eventtime}
+    function.}
 
   \item{is.pc}{\sQuote{logical}, whether input is a percentage. Default
   value set to \sQuote{FALSE}.}


From noreply at r-forge.r-project.org  Thu Apr  9 11:48:54 2015
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Thu,  9 Apr 2015 11:48:54 +0200 (CEST)
Subject: [Eventstudies-commits] r420 - pkg
Message-ID: <20150409094854.DC617186901@r-forge.r-project.org>

Author: chiraganand
Date: 2015-04-09 11:48:54 +0200 (Thu, 09 Apr 2015)
New Revision: 420

Modified:
   pkg/DESCRIPTION
Log:
Updated description, added contributors.

Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2015-04-08 15:47:11 UTC (rev 419)
+++ pkg/DESCRIPTION	2015-04-09 09:48:54 UTC (rev 420)
@@ -1,11 +1,27 @@
 Package: eventstudies
+Version: 1.2
+Date: 2015-04-09
 Type: Package
 Title: Event study analysis
-Version: 1.2
-Date: 2014-05-02
-Author: Chirag Anand, Vikram Bahure, Vimal Balasubramaniam, Ajay Shah
-Maintainer: Vikram Bahure <economics.vikram at gmail.com>
-Depends: R (>= 2.12.0), zoo, xts, boot, testthat, sandwich
-Description: An R package for conducting event studies and a platform for methodological research on event studies.
+Authors at R: c(
+           person("Chirag", "Anand", role = c("aut", "cre"),
+                            email = "anand.chirag at gmail.com"),
+           person("Vikram", "Bahure", role = "aut",
+                            email = "economics.vikram at gmail.com"),
+           person("Vimal", "Balasubramaniam", role = "aut",
+                           email = "vimsaa at gmail.com"),
+           person("Shekhar", "Harikumar", role = "ctb",
+                             email = "shekhar.harikumar at gmail.com"),
+           person("Sargam", "Jain", role = "ctb",
+                            email = "sargamjain13 at gmail.com"),
+           person("Ajay", "Shah", role = "aut",
+                          email = "ajayshah at mayin.org")
+           )
+Maintainer: Chirag Anand <anand.chirag at gmail.com>
+Depends: R (>= 3.0), zoo, xts, boot, testthat, sandwich
+Description: An R package for conducting event studies and a platform
+             for methodological research on event studies.
 License: GPL-2
+URL: https://r-forge.r-project.org/projects/eventstudies
+BugReports: https://r-forge.r-project.org/tracker/?atid=4491&group_id=1131&func=browse
 LazyLoad: yes