[Eventstudies-commits] r109 - in pkg: R man vignettes

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

Author: vikram
Date: 2013-08-04 21:45:30 +0200 (Sun, 04 Aug 2013)
New Revision: 109

Modified:
   pkg/R/eventstudy.R
   pkg/man/onefirmAMM.Rd
   pkg/vignettes/eventstudies.Rnw
Log:
Modified for minor error in one firm data; code works fine; checking failure in test case

Modified: pkg/R/eventstudy.R
===================================================================
--- pkg/R/eventstudy.R	2013-08-04 09:01:44 UTC (rev 108)
+++ pkg/R/eventstudy.R	2013-08-04 19:45:30 UTC (rev 109)
@@ -17,10 +17,6 @@
     outputModel <- inputData
   }
 
-  ## else {
-  ##   stop("inputData or \"None\" type missing")
-  ## }
-
   if (is.levels == TRUE) {
     inputData <- diff(log(inputData)) * 100
   }
@@ -51,10 +47,12 @@
   if (type == "excessReturn") {
     outputModel <- excessReturn(data.object = inputData, ...)
   }
-  ##Converting index outputModel to Date
-  index(outputModel) <- as.Date(index(outputModel))
   
-  
+### Converting index outputModel to Date
+  index(outputModel) <- as.Date(index(outputModel))
+  ## Stop if there is only one firm: phys2eventtime breaks down
+  if(NCOL(outputModel)==1){stop("Event study does not work for one firm/column")}
+    
 ### Convert to event frame
   es <- phys2eventtime(z=outputModel, events=eventList, width=width)
   es.w <- window(es$z.e, start = -width, end = width)

Modified: pkg/man/onefirmAMM.Rd
===================================================================
--- pkg/man/onefirmAMM.Rd	2013-08-04 09:01:44 UTC (rev 108)
+++ pkg/man/onefirmAMM.Rd	2013-08-04 19:45:30 UTC (rev 109)
@@ -10,7 +10,7 @@
 }
 
 \usage{
-onefirmAMM(rj, X, nlags = NA, verbose = FALSE, dates = NULL, residual = TRUE)
+onefirmAMM(rj, X, nlags = 1, verbose = FALSE, dates = NULL, residual = TRUE)
 }
 
 \arguments{

Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw	2013-08-04 09:01:44 UTC (rev 108)
+++ pkg/vignettes/eventstudies.Rnw	2013-08-04 19:45:30 UTC (rev 109)
@@ -334,21 +334,27 @@
            rM1=y3c3$NIFTY_INDEX, others=y3c3$INRUSD,
            switch.to.innov=TRUE, rM1purge=TRUE, nlags=1)
 
+of1 <- AMM(amm.type="onefirm",rj=y3c3$Company_A,
+           verbose=TRUE,
+           dates= NULL,
+           rM1=y3c3$NIFTY_INDEX, others=y3c3$INRUSD,
+           switch.to.innov=TRUE, rM1purge=TRUE, nlags=1)
 
+
 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", 
-                            to.plot = TRUE, inference = TRUE, 
-                            inference.strategy = "bootstrap",
-                            type = "AMM", amm.type="manyfirms",
-                            rM1=all.data$nifty, others=all.data$inr,
-                            nlags=1, verbose=TRUE,
-                            dates= NULL,
-                            switch.to.innov=TRUE, rM1purge=TRUE, nlags=1)
+es.amm <- eventstudy(inputData = stock.data, 
+                     eventList = SplitDates, 
+                     width = 10, to.remap = TRUE, remap = "cumsum", 
+                     to.plot = TRUE, inference = TRUE, 
+                     inference.strategy = "bootstrap",
+                     type = "AMM", amm.type="manyfirms",
+                     rM1=all.data$nifty, others=all.data$inr,
+                     nlags=1, verbose=TRUE,
+                     dates= NULL,
+                     switch.to.innov=TRUE, rM1purge=TRUE, nlags=1)
 
 @