[Eventstudies-commits] r133 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Aug 17 13:10:51 CEST 2013
Author: vimsaa
Date: 2013-08-17 13:10:51 +0200 (Sat, 17 Aug 2013)
New Revision: 133
Modified:
pkg/man/SplitDates.Rd
pkg/man/StockPriceReturns.Rd
pkg/man/ees.Rd
pkg/man/eesData.Rd
pkg/man/eesPlot.Rd
pkg/man/eventstudy-package.Rd
pkg/man/eventstudy.Rd
Log:
Edits to Rd files. Got two-thirds to go.
Modified: pkg/man/SplitDates.Rd
===================================================================
--- pkg/man/SplitDates.Rd 2013-08-17 10:36:28 UTC (rev 132)
+++ pkg/man/SplitDates.Rd 2013-08-17 11:10:51 UTC (rev 133)
@@ -4,17 +4,16 @@
\alias{SplitDates}
-\title{It is the data-set used for event-study analysis.}
+\title{A set of events to perform eventstudy analysis.}
\description{
-It has stock split event dates for the BSE index firms with two columns 'unit' which has firm names and 'when' which has event date for the firm.
-}
+The data contains stock split event dates for the index constituents of the Bombay Stock Exchange index (SENSEX). The data format follows the required format in the function \code{phys2eventtime}, with two columns 'unit' (firm name) and 'when' (stock split date).}
\usage{data(SplitDates)}
-\format{An object with class attributes \code{zoo} containing resposne series for eventstudy and a data frame with stock split event dates.}
+\format{\code{data.frame}}
\examples{
data(SplitDates)
}
-\keyword{datasets}
+\keyword{dataset}
\ No newline at end of file
Modified: pkg/man/StockPriceReturns.Rd
===================================================================
--- pkg/man/StockPriceReturns.Rd 2013-08-17 10:36:28 UTC (rev 132)
+++ pkg/man/StockPriceReturns.Rd 2013-08-17 11:10:51 UTC (rev 133)
@@ -4,15 +4,14 @@
\alias{StockPriceReturns}
-\title{It is the data-set used for event-study analysis.}
+\title{An example dataset of stock price returns to perform eventstudy analysis.}
-\description{
-It has stock price returns for index constituents of Bombay Stock Exchange (BSE), nifty index and INR/USD returns.
-}
+\description{Daily stock price returns for the index constituents of the Bombay Stock Exchange Index (SENSEX) and the National Stock Exchange of India Index (NIFTY), NIFTY index, and the Rupee-Dollar exchange rate returns.}
+
\usage{data(StockPriceReturns)}
-\format{An object with class attributes \code{zoo} containing resposne series for eventstudy.}
+\format{\code{zoo}}
\examples{
data(StockPriceReturns)
Modified: pkg/man/ees.Rd
===================================================================
--- pkg/man/ees.Rd 2013-08-17 10:36:28 UTC (rev 132)
+++ pkg/man/ees.Rd 2013-08-17 11:10:51 UTC (rev 133)
@@ -2,36 +2,29 @@
\alias{ees}
\title{
-Extreme events study for a time series.
+Extreme events study analysis for a univariate time series
}
\description{
-This function identifies the extreme events from a time
-series. It also generates summary statistics for clustered and
-unclustered extreme event distribution.
- }
+This function identifies tail events on a univariate time series, generates summary statistics for clustered and unclustered tail events.}
\usage{
ees(input,prob.value)
}
\arguments{
- \item{input}{'input' is the time-series on which extreme event
- analysis is done. This series should in returns format.}
- \item{prob.value}{It is the tail value on the basis of which the
- extreme event are defined. For eg: prob.value of 5 will consider 5\% tail on both sides.}
+ \item{input}{A univariate time series for which tail events identification is required.}
+ \item{prob.value}{The cut off (in percent) on the probability distribution for the tail event.}
}
-\value{
- Output is in a list format with following items:
+\value{ A \code{list} object that contains:
\item{Summary statistics}{Summary of the data set}
- \item{Lower tail}{Distribution of extreme events; Run length
- distribution; Quantile values; Yearly distribution; Extreme event
- data}
+ \item{Lower tail}{Distribution of extreme events; Run length
+ distribution; Quantile values; Yearly distribution; and the tail events data}
\item{Upper tail}{Distribution of extreme events; Run length
- distribution; Quantile values; Yearly distribution; Extreme event
- data}
+ distribution; Quantile values; Yearly distribution; and the tail events data}
}
+
\references{To convert number to words, code uses function \href{http://finzi.psych.upenn.edu/R/Rhelp02a/archive/46843.html}{numbers2words} by \href{http://socserv.mcmaster.ca/jfox/}{John Fox} and deprintize function by \href{http://mbq.me/}{Miron Kursa} }
\author{Vikram Bahure}
Modified: pkg/man/eesData.Rd
===================================================================
--- pkg/man/eesData.Rd 2013-08-17 10:36:28 UTC (rev 132)
+++ pkg/man/eesData.Rd 2013-08-17 11:10:51 UTC (rev 133)
@@ -4,15 +4,13 @@
\alias{eesData}
-\title{It is the data-set used for event-study analysis.}
+\title{Returns data used for extreme events analysis}
-\description{
-It is a time series object with daily series for S&P 500 and Nifty (NSE index).
-}
+\description{A daily time series object for S&P 500 and the NIFTY Index.}
\usage{data(eesData)}
-\format{An object with class attributes \code{zoo} containing resposne series for eventstudy.}
+\format{\code{zoo}}
\examples{
data(eesData)
Modified: pkg/man/eesPlot.Rd
===================================================================
--- pkg/man/eesPlot.Rd 2013-08-17 10:36:28 UTC (rev 132)
+++ pkg/man/eesPlot.Rd 2013-08-17 11:10:51 UTC (rev 133)
@@ -2,13 +2,13 @@
\alias{eesPlot}
\title{
-Plotting clustered and unclustered extreme event study plot.
+Plotting clustered and unclustered extreme events retuns.
}
\description{
-This function generates an extreme event study plot by marking extreme events and fusing clustered events together. It plots event study plot for lower tail and upper tail events. Tail events are defined as per given probability value. The value of the event series and response series should be in returns.
- }
+This function creates an event study plot that treats all clustered events as one event. It plots both the lower and upper tail events and the events are defined based on the cut off probability values provided (in percentage terms).}
+
\usage{
eesPlot(z, response.series.name, event.series.name, titlestring, ylab, width, prob.value)
}
@@ -16,20 +16,18 @@
\arguments{
\item{z}{Data object with both response and event series on which event study is to be performed}
\item{response.series.name}{Column name of the series in 'z' on which response is to be observed }
- \item{event.series.name}{Column name of the series in 'z' on which event is to be observed }
- \item{titlestring}{Title for event study plot: Preferred to be response series name}
+ \item{event.series.name}{Column name of the series in 'z' on which event is to be defined }
+ \item{titlestring}{Title for event study plot}
\item{ylab}{Y-axis label}
\item{width}{Width for event study plot}
- \item{prob.value}{It is the tail value on the basis of which the
- extreme event are defined. For eg: prob.value of 5 will consider 5\% tail on both sides.}
+ \item{prob.value}{Cut-off values in the probability distribution (in percentage terms)}
}
\value{
- It gives an extreme event study plot for very bad (lower tail) and very good (upper tail) events on event series.
-}
+A plot of the response series with lower and upper tail events defined on the event series.}
\examples{
library(eventstudies)
data(eesData)
eesPlot(z=eesData, response.series.name="nifty", event.series.name="sp500",titlestring="S&P500", ylab="(Cum.) change in NIFTY")
-}
+}
\ No newline at end of file
Modified: pkg/man/eventstudy-package.Rd
===================================================================
--- pkg/man/eventstudy-package.Rd 2013-08-17 10:36:28 UTC (rev 132)
+++ pkg/man/eventstudy-package.Rd 2013-08-17 11:10:51 UTC (rev 133)
@@ -26,9 +26,9 @@
}
\author{
-Ajay Shah, Vimal Balasubramniam, Vikram Bahure
+Ajay Shah, Chirag Anand, Vikram Bahure, Vimal Balasubramaniam
-Maintainer: economics.vikram at gmail.com
+Maintainer: Vikram Bahure <economics.vikram at gmail.com>
}
\keyword{ eventstudies }
Modified: pkg/man/eventstudy.Rd
===================================================================
--- pkg/man/eventstudy.Rd 2013-08-17 10:36:28 UTC (rev 132)
+++ pkg/man/eventstudy.Rd 2013-08-17 11:10:51 UTC (rev 133)
@@ -1,10 +1,9 @@
\name{eventstudy}
\alias{eventstudy}
-\title{Performs event study using different methods and computes confidence intervals using different inference models}
+\title{A wrapper that performs eventstudies using different methods}
-\description{ This function generates event study output and further computes confidence intervals using bootstrap or wilcox method.
-}
+\description{This function undertakes an eventstudy based on the inference methodology chosen by the user.}
\usage{
eventstudy(firm.returns = NULL,
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