[Eventstudies-commits] r108 - in pkg: . R vignettes

[noreply at r-forge.r-project.org]

Author: vikram
Date: 2013-08-04 11:01:44 +0200 (Sun, 04 Aug 2013)
New Revision: 108

Modified:
   pkg/DESCRIPTION
   pkg/NAMESPACE
   pkg/R/AMM.R
   pkg/R/phys2eventtime.R
   pkg/vignettes/eventstudies.Rnw
Log:
Minor modifications and corrections

Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	2013-08-04 08:16:32 UTC (rev 107)
+++ pkg/DESCRIPTION	2013-08-04 09:01:44 UTC (rev 108)
@@ -2,7 +2,7 @@
 Type: Package
 Title: Event study and extreme event analysis
 Version: 1.1
-Author: Ajay Shah, Vimal Balasubramaniam, Vikram Bahure
+Author: Ajay Shah, Vikram Bahure
 Maintainer: Vikram Bahure <economics.vikram at gmail.com>
 Depends: R (>= 2.12.0), zoo, xts, boot, testthat, sandwich, exactRankTests
 Description: Implementation of short and long term event study methodology

Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE	2013-08-04 08:16:32 UTC (rev 107)
+++ pkg/NAMESPACE	2013-08-04 09:01:44 UTC (rev 108)
@@ -1,8 +1,7 @@
 export(eventstudy, inference.bootstrap, inference.wilcox, phys2eventtime,
        remap.cumsum, remap.cumprod, remap.event.reindex, ees, eesPlot)
 export(marketResidual,
-       excessReturn
-       )
+       excessReturn)
 export(AMM,
        onefirmAMM,
        manyfirmsAMM,

Modified: pkg/R/AMM.R
===================================================================
--- pkg/R/AMM.R	2013-08-04 08:16:32 UTC (rev 107)
+++ pkg/R/AMM.R	2013-08-04 09:01:44 UTC (rev 108)
@@ -81,6 +81,9 @@
     if (match("rj", names(modelArgs), nomatch = -1) == -1) {
       stop("Input rj (firm data) is missing")
     }
+    if(NCOL(rj)<2){
+      stop("Less than two firms in inputData")
+    }
     
     X <- makeX(rM1, others, switch.to.innov,
                rM1purge, nlags, dates, verbose)

Modified: pkg/R/phys2eventtime.R
===================================================================
--- pkg/R/phys2eventtime.R	2013-08-04 08:16:32 UTC (rev 107)
+++ pkg/R/phys2eventtime.R	2013-08-04 09:01:44 UTC (rev 108)
@@ -1,4 +1,4 @@
-nlibrary(zoo)
+library(zoo)
 
 # Upon input
 #   z is a zoo object containing input data. E.g. this could be all the 

Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw	2013-08-04 08:16:32 UTC (rev 107)
+++ pkg/vignettes/eventstudies.Rnw	2013-08-04 09:01:44 UTC (rev 108)
@@ -338,6 +338,7 @@
 of.r <- AMM(amm.type="manyfirms", rj=stock.data[,1:5],verbose=TRUE, dates=NULL, 
             rM1=all.data$nifty, others=all.data$inr, switch.to.innov=TRUE,
             rM1purge=TRUE, nlags=1)
+
 es.ammonefirm <- eventstudy(inputData = stock.data[,1:4], 
                             eventList = SplitDates, 
                             width = 10, to.remap = TRUE, remap = "cumsum",