[Eventstudies-commits] r122 - in pkg: R man vignettes

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

Author: chiraganand
Date: 2013-08-09 13:13:42 +0200 (Fri, 09 Aug 2013)
New Revision: 122

Modified:
   pkg/R/eventstudy.R
   pkg/man/eventstudy.Rd
   pkg/vignettes/eventstudies.Rnw
Log:
Fixed AMM function to handle firm.returns argument; fixed vignette example, and modified documentation.

Modified: pkg/R/eventstudy.R
===================================================================
--- pkg/R/eventstudy.R	2013-08-09 07:36:24 UTC (rev 121)
+++ pkg/R/eventstudy.R	2013-08-09 11:13:42 UTC (rev 122)
@@ -25,7 +25,7 @@
   ## AMM
   if (type == "AMM") {
     amm.type <- "residual"
-    tmp.outputModel <- AMM(amm.type, ...)
+    tmp.outputModel <- AMM(amm.type, firm.returns = firm.returns, ...)
     outputModel <- zoo(coredata(tmp.outputModel),index(tmp.outputModel))
   }
 
@@ -84,5 +84,5 @@
     result <- es.w
   }
     
-  return(result)
+  return(list(result, es$outcomes))
 }

Modified: pkg/man/eventstudy.Rd
===================================================================
--- pkg/man/eventstudy.Rd	2013-08-09 07:36:24 UTC (rev 121)
+++ pkg/man/eventstudy.Rd	2013-08-09 11:13:42 UTC (rev 122)
@@ -38,6 +38,10 @@
   \item{main}{If to.plot is TRUE then the plot generated will take this as main title}
   \item{...}{Accepts specific arguments for the model.}
 }
+
+\details{If type = "AMM", then the default output is "residual".
+  }
+
 \value{ Output is mean estimate  of abnormal returns and confidence interval using particular inference strategy
 }
 
@@ -65,4 +69,4 @@
 
 }
 
-\keyword{eventstudy}
\ No newline at end of file
+\keyword{eventstudy}

Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw	2013-08-09 07:36:24 UTC (rev 121)
+++ pkg/vignettes/eventstudies.Rnw	2013-08-09 11:13:42 UTC (rev 122)
@@ -373,10 +373,10 @@
                      width = 10, to.remap = TRUE, remap = "cumsum", 
                      to.plot = TRUE, inference = TRUE, 
                      inference.strategy = "bootstrap",
-                     type = "AMM", amm.type="residual",
+                     type = "AMM",
                      market.returns=nifty.index,
                      others=inrusd,
-                     nlags=1, verbose=TRUE,
+                     verbose=TRUE,
                      dates= NULL,
                      switch.to.innov=TRUE, market.returns.purge=TRUE, nlags=1)