[Eventstudies-commits] r26 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jan 4 16:17:45 CET 2012
Author: vimsaa
Date: 2012-01-04 16:17:43 +0100 (Wed, 04 Jan 2012)
New Revision: 26
Modified:
pkg/man/eventstudy-package.Rd
pkg/man/inference.Ecar.Rd
pkg/man/inference.change.boot.Rd
pkg/man/inr.Rd
pkg/man/phys2eventtime.Rd
pkg/man/remap.cumprod.Rd
pkg/man/remap.event.reindex.Rd
Log:
Rd files updated. Examples to follow. I'm not happy with the inference.Ecar Rd file.
Modified: pkg/man/eventstudy-package.Rd
===================================================================
--- pkg/man/eventstudy-package.Rd 2011-10-18 07:33:03 UTC (rev 25)
+++ pkg/man/eventstudy-package.Rd 2012-01-04 15:17:43 UTC (rev 26)
@@ -1,28 +1,33 @@
\name{eventstudy-package}
\alias{eventstudy}
\docType{package}
+
\title{
Event study analysis.
}
+
\description{
This package is used to undertake event study analyses using R.
}
+
\details{
\tabular{ll}{
Package: \tab eventstudy\cr
Type: \tab Package\cr
Version: \tab 1.0\cr
-Date: \tab 2011-06-20\cr
+Date: \tab 2011-01-04\cr
License: \tab GPL 2\cr
LazyLoad: \tab yes\cr
}
-This package allows a dataset to be converted into an event-time frame to undertake any further parametric / non-parametric analysis using various inference procedures.
+This package allows a dataset to be studied in an event-time frame and perform parametric / non-parametric analysis using several inference procedures.
}
+
\author{
-Ajay Shah,Ashim Kapoor,Vimal Balasubramniam.
+Ajay Shah,Vimal Balasubramniam
-Maintainer: ajayshah at mayin.org
+Maintainer: vimsaa at gmail.com
}
+
\keyword{ eventstudies }
Modified: pkg/man/inference.Ecar.Rd
===================================================================
--- pkg/man/inference.Ecar.Rd 2011-10-18 07:33:03 UTC (rev 25)
+++ pkg/man/inference.Ecar.Rd 2012-01-04 15:17:43 UTC (rev 26)
@@ -4,25 +4,28 @@
\title{
Bootstrap inference for the event study.
}
+
\description{
This function does bootstrap inference for the entire Ecar, i.e. main graph of the event study.
}
+
\usage{
inference.Ecar(z.e)
}
+
\arguments{
\item{z.e}{z.e is the first component of the list returned by the function phys2eventtime.}
}
+
\value{
A data frame with 3 columns,the lower CI,the mean and the upper CI which are the result of bootstrap inference.
}
-
\seealso{
phys2eventtime
}
+
\examples{
-
## The function is currently defined as
function (z.e)
{
@@ -41,5 +44,4 @@
colnames(results) <- c("2.5\%", "Mean", "97.5\%")
results
}
-}
-
+}
\ No newline at end of file
Modified: pkg/man/inference.change.boot.Rd
===================================================================
--- pkg/man/inference.change.boot.Rd 2011-10-18 07:33:03 UTC (rev 25)
+++ pkg/man/inference.change.boot.Rd 2012-01-04 15:17:43 UTC (rev 26)
@@ -4,14 +4,17 @@
This does bootstrap inference for the difference in the
average "car" between t1 and t2 (both in event time).
}
+
\description{
z.e is a zoo object, where rows are in event time
and columns are units of observation. Sampling with replacement is done within the units of observation. Each time, the Ecar(t1) and Ecar(t2) is computed.
+
By default, the statistic of interest is the ratio
Ecar(t2)/Ecar(t1)
But if operator="difference" is sent in, then the
statistic of interest shifts to Ecar(t2)-Ecar(t1).
}
+
\usage{
inference.change.boot(z.e, t1, t2, operator = "ratio", conf = 0.95)
}
@@ -24,9 +27,10 @@
for the change in Ecar.}
\item{conf}{The level of confidence for computing the confidence intervals.}
}
+
\value{It returns a list containing the mean,and the confidence intervals for the change in Ecar.}
+
\examples{
-
## The function is currently defined as
function (z.e, t1, t2, operator = "ratio", conf = 0.95)
{
@@ -46,6 +50,3 @@
list(est = b$t0, lo = ci$bca[1, 4], hi = ci$bca[1, 5])
}
}
-
-
-
Modified: pkg/man/inr.Rd
===================================================================
--- pkg/man/inr.Rd 2011-10-18 07:33:03 UTC (rev 25)
+++ pkg/man/inr.Rd 2012-01-04 15:17:43 UTC (rev 26)
@@ -5,7 +5,7 @@
INR/USD
}
\description{
-A sample of INR/USD rates from 1990 to 2011. It is stored as an xts object.
+A sample of INR/USD rates from 1990 to 2011. It is stored as an xts object.
}
\usage{data(inr)}
\format{ It is an xts object containing daily data from 1990 to 2011. The format is: chr "inr.rda"
Modified: pkg/man/phys2eventtime.Rd
===================================================================
--- pkg/man/phys2eventtime.Rd 2011-10-18 07:33:03 UTC (rev 25)
+++ pkg/man/phys2eventtime.Rd 2012-01-04 15:17:43 UTC (rev 26)
@@ -1,35 +1,32 @@
\name{phys2eventtime}
\alias{phys2eventtime}
+
\title{
Converts physical dates to event dates.
}
+
\description{
Given a zoo time-series vector and an event date, it converts the physical date to the event date. The event date becomes zero and all other dates shift accordingly.
}
+
\usage{
phys2eventtime(z, events, width = 10)
}
+
\arguments{
- \item{z}{
-z is a zoo object containing input data. E.g. this could be all the prices of a bunch of stocks. The column name is the unit name.
-events is a data.frame containing 2 columns. The first column ("unit") is the name of the unit. The second column is the date/time ("when") when the event happened.
-}
- \item{events}{
-A data.frame containing unit name and corresponding event dates.
-}
- \item{width}{
-Width corresponds to the number of days on each side of the event date.
-}
-}
-\value{
-Returns a list containing 1. A zoo object indexed with event time, and having "enough data points" and 2. a vector which describes the status of each unit in the
-original data ( this maybe more than the no of units in 1 ).
-}
+ \item{z}{z is a zoo object containing input data. E.g. this could be all the prices of a bunch of stocks. The column name is the unit name.
+events is a data.frame containing 2 columns. The first column ("unit") is the name of the unit. The second column is the date/time ("when") when the event happened.}
-\author{
-Ajay Shah, Ashim Kapoor, Pushpak Sarkar.
+ \item{events}{A data.frame containing unit name and corresponding event dates.}
+
+ \item{width}{Width corresponds to the number of days on each side of the event date.}
+
}
+\value{Returns a list containing 1. A zoo object indexed with event time, and having "enough data points" and 2. a vector which describes the status of each unit in the original data ( this maybe more than the no of units in 1 ).}
+
+\author{Ajay Shah, Vimal Balasubramaniam}
+
\examples{
##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
@@ -87,5 +84,6 @@
list(z.e = z.e, outcomes = factor(outcomes))
}
}
+
\keyword{ phys2eventime }
Modified: pkg/man/remap.cumprod.Rd
===================================================================
--- pkg/man/remap.cumprod.Rd 2011-10-18 07:33:03 UTC (rev 25)
+++ pkg/man/remap.cumprod.Rd 2012-01-04 15:17:43 UTC (rev 26)
@@ -1,37 +1,26 @@
\name{remap.cumprod}
\alias{remap.cumprod}
-\title{
-Returns geometric returns.
-}
-\description{
-This function returns the geometric returns for a given zoo object.
+\title{Returns geometric returns.}
-}
-\usage{
-remap.cumprod(z, is.pc = TRUE, is.returns = TRUE, base = 100)
-}
+\description{This function returns the geometric returns for a given zoo object.}
+\usage{remap.cumprod(z, is.pc = TRUE, is.returns = TRUE, base = 100)}
+
\arguments{
- \item{z}{
-z is the zoo object returned from phys2eventtime.
-}
- \item{is.pc}{
-Logical flag if input is a percentage
-}
- \item{is.returns}{
-Logical flag if input is returns.
-}
- \item{base}{
-The base for the cumulative product.
-}
-}
+ \item{z}{z is the zoo object returned from phys2eventtime.}
-\value{
-The frame returned has each column replaced by base * the cumulative product of the column.
+ \item{is.pc}{Logical flag if input is a percentage}
+
+ \item{is.returns}{Logical flag if input is returns.}
+
+ \item{base}{The base for the cumulative product.}
}
-\examples{
+\value{The frame returned has each column replaced by base * the cumulative product of the column.}
+
+
+\examples{
## The function is currently defined as
function (z, is.pc = TRUE, is.returns = TRUE, base = 100)
{
Modified: pkg/man/remap.event.reindex.Rd
===================================================================
--- pkg/man/remap.event.reindex.Rd 2011-10-18 07:33:03 UTC (rev 25)
+++ pkg/man/remap.event.reindex.Rd 2012-01-04 15:17:43 UTC (rev 26)
@@ -1,31 +1,25 @@
\name{remap.event.reindex}
\alias{remap.event.reindex}
-\title{
-This function sets the value at event date to be 100 and the other values relative to this value.
-}
-\description{
-A function which consumes a zoo object where there are lots of events (as columns). The contents are all levels.
+\title{This function sets the value at event date to be 100 and the other values relative to this value.}
+
+
+\description{A function which consumes a zoo object where there are lots of events (as columns). The contents are all levels.
For each column, the event date value is set to 100 and all other values are scaled accordingly.
-It's input is a zoo object which is the first component of the list returned by phys2eventtime.
+It's input is a zoo object which is the first component of the list returned by phys2eventtime.}
-}
-\usage{
-remap.event.reindex(z)
-}
-\arguments{
- \item{z}{ z is a zoo object containing input data from phys2eventtime.
-}
-}
-\value{
-The function returns a zoo object which has been rescaled.
-}
+\usage{remap.event.reindex(z)}
-\seealso{
-phys2eventtime
+\arguments{
+ \item{z}{ z is a zoo object containing input data from phys2eventtime.}
}
-\examples{
+\value{The function returns a zoo object which has been rescaled.}
+
+\seealso{phys2eventtime}
+
+
+\examples{
## The function is currently defined as
function (z)
{
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