[Eventstudies-commits] r63 - in pkg: . tests vignettes
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Apr 30 06:26:35 CEST 2013
Author: chiraganand
Date: 2013-04-30 06:26:35 +0200 (Tue, 30 Apr 2013)
New Revision: 63
Modified:
pkg/DESCRIPTION
pkg/tests/inr_inference.R
pkg/vignettes/eventstudies.Rnw
Log:
Fixed code formatting, removed extra line from description file.
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2013-04-30 03:18:15 UTC (rev 62)
+++ pkg/DESCRIPTION 2013-04-30 04:26:35 UTC (rev 63)
@@ -9,4 +9,3 @@
Description: Implementation of short and long term event study methodology
License: GPL-2
LazyLoad: yes
-Packaged: 2013-04-02 10:33:06 UTC; t136
Modified: pkg/tests/inr_inference.R
===================================================================
--- pkg/tests/inr_inference.R 2013-04-30 03:18:15 UTC (rev 62)
+++ pkg/tests/inr_inference.R 2013-04-30 04:26:35 UTC (rev 63)
@@ -1,16 +1,20 @@
library(eventstudies)
+data(inr)
-data(inr)
-inr_returns<-diff(log(inr))[-1]
+inr_returns <- diff(log(inr))[-1]
+
eventslist<-data.frame(unit=rep("inr",10),
when=as.Date(c(
"2010-04-20","2010-07-02","2010-07-27",
"2010-09-16","2010-11-02","2011-01-25",
"2011-03-17","2011-05-03","2011-06-16",
- "2011-07-26")))
-event_time_data<-phys2eventtime(inr_returns,eventslist,width=10)
-w<-window(event_time_data$z.e,start=-10,end=10)
+ "2011-07-26")
+ )
+ )
+event_time_data <- phys2eventtime(inr_returns,eventslist,width=10)
+w <- window(event_time_data$z.e,start=-10,end=10)
+
all.equal(inference.Ecar(w)[,2],c(-.000015327,-.002526819,.0011990000,.001193535,.001846734,
-.000105473,-.001659772,.001644518,-0.001325236,.001546369,
-.000809734,-.001499191,-.000289414,-.000003273,-.000416662,
Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw 2013-04-30 03:18:15 UTC (rev 62)
+++ pkg/vignettes/eventstudies.Rnw 2013-04-30 04:26:35 UTC (rev 63)
@@ -33,7 +33,7 @@
used statistical tool.
Event study is used to study the response or
-the effect on a variable, due to similar events. Efficient and liquid
+the effect on a variable due to similar events. Efficient and liquid
markets are basic assumption in this methodology. It assumes the
effect on response variable is without delay. As event study output is
further used in econometric analysis, hence significance test such as
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