[Eventstudies-commits] r48 - in pkg: . R data man vignettes
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Apr 3 20:59:19 CEST 2013
Author: vikram
Date: 2013-04-03 20:59:19 +0200 (Wed, 03 Apr 2013)
New Revision: 48
Removed:
pkg/data/sp500.rda
Modified:
pkg/DESCRIPTION
pkg/R/inference.Ecar.R
pkg/man/inference.Ecar.Rd
pkg/vignettes/eventstudies.Rnw
Log:
Corrected errors for previous commit
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2013-04-03 12:03:56 UTC (rev 47)
+++ pkg/DESCRIPTION 2013-04-03 18:59:19 UTC (rev 48)
@@ -1,7 +1,7 @@
Package: eventstudies
Type: Package
Title: Event study and extreme event analysis
-Version: 0.04
+Version: 0.05
Date: 2013-04-02
Author: Ajay Shah, Vimal Balasubramaniam, Vikram Bahure
Maintainer: Vikram Bahure <economics.vikram at gmail.com>
Modified: pkg/R/inference.Ecar.R
===================================================================
--- pkg/R/inference.Ecar.R 2013-04-03 12:03:56 UTC (rev 47)
+++ pkg/R/inference.Ecar.R 2013-04-03 18:59:19 UTC (rev 48)
@@ -62,7 +62,7 @@
results <- cbind(results[,1], b$t0, results[,2])
rownames(results) <- rownames(z.e)
colnames(results) <- c("2.5%","Mean","97.5%")
- if(to.plot=TRUE){
+ if(to.plot==TRUE){
plotInference(inference=results)
}
return(results)
Deleted: pkg/data/sp500.rda
===================================================================
(Binary files differ)
Modified: pkg/man/inference.Ecar.Rd
===================================================================
--- pkg/man/inference.Ecar.Rd 2013-04-03 12:03:56 UTC (rev 47)
+++ pkg/man/inference.Ecar.Rd 2013-04-03 18:59:19 UTC (rev 48)
@@ -29,6 +29,8 @@
\examples{
data(eventDays)
data(eventstudyData)
-eventtime <- phys2eventtime(z=eventstudyData, events=eventDays,width=5)
+es.results <- phys2eventtime(z=eventstudyData, events=eventDays,width=5)
+es.w <- window(es.results$z.e, start=-5, end=+5)
+eventtime <- remap.cumsum(es.w, is.pc=FALSE, base=0)
inference.Ecar(z.e=eventtime, to.plot=FALSE)
}
\ No newline at end of file
Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw 2013-04-03 12:03:56 UTC (rev 47)
+++ pkg/vignettes/eventstudies.Rnw 2013-04-03 18:59:19 UTC (rev 48)
@@ -174,8 +174,8 @@
5\% tail on both sides.
\end{enumerate}
<<>>==
-data(sp500)
-input <- diff(log(sp500))*100
+data(eventstudyData)
+input <- eventstudyData$sp500*100
output <- identifyextremeevents(input, prob.value=5)
@
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