[Eventstudies-commits] r34 - in pkg: . data man tests

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

Author: vikram
Date: 2013-02-08 11:12:51 +0100 (Fri, 08 Feb 2013)
New Revision: 34

Added:
   pkg/data/input.data.rda
   pkg/man/input.data.Rd
Removed:
   pkg/data/IdentifyExevent.rda
Modified:
   pkg/NAMESPACE
   pkg/man/identify.extreme.events.Rd
   pkg/tests/subbarao.R
Log:
Made changes in NAMESPACE; added input.data documentation; and some other documentation changes

Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE	2013-02-07 11:45:30 UTC (rev 33)
+++ pkg/NAMESPACE	2013-02-08 10:12:51 UTC (rev 34)
@@ -1,3 +1,3 @@
 export(inference.Ecar, phys2eventtime, remap.cumsum, remap.cumprod, remap.event.reindex, identify.extreme.events)
-#S3method(identify, extreme.events)
+S3method(identify, extreme.events)
 

Deleted: pkg/data/IdentifyExevent.rda
===================================================================
(Binary files differ)

Copied: pkg/data/input.data.rda (from rev 33, pkg/data/IdentifyExevent.rda)
===================================================================
(Binary files differ)

Modified: pkg/man/identify.extreme.events.Rd
===================================================================
--- pkg/man/identify.extreme.events.Rd	2013-02-07 11:45:30 UTC (rev 33)
+++ pkg/man/identify.extreme.events.Rd	2013-02-08 10:12:51 UTC (rev 34)
@@ -33,17 +33,8 @@
   data}
 }
 
-\seealso{
-  get.clusters.formatted
-  sumstat
-  extreme.events.distribution
-  runlength.dist
-  quantile.extreme.values
-  yearly.exevent.dist
-}
-
 \examples{
-data(IdentifyExevent)
+data(input.data)
 input <- diff(log(input.data[,"sp500"]))
 output <- identify.extreme.events(input, prob.value=5)
 }

Added: pkg/man/input.data.Rd
===================================================================
--- pkg/man/input.data.Rd	                        (rev 0)
+++ pkg/man/input.data.Rd	2013-02-08 10:12:51 UTC (rev 34)
@@ -0,0 +1,19 @@
+\name{input.data}
+
+\docType{data}
+
+\alias{Identify extreme events data}
+
+\title{Times series data}
+
+\description{
+  The time series data is available for S&P 500, VIX and Net flows of
+  FII as a percentage of total market capitalisation for India. The
+  sample range for the daily data is from 2000-02-10 to 2011-07-29.
+}
+
+\usage{input.data}
+
+\format{An object with class attributes \code{xts} and \code{zoo} containing three variables with 2036 observations.}
+
+\keyword{datasets}

Modified: pkg/tests/subbarao.R
===================================================================
--- pkg/tests/subbarao.R	2013-02-07 11:45:30 UTC (rev 33)
+++ pkg/tests/subbarao.R	2013-02-08 10:12:51 UTC (rev 34)
@@ -1,5 +1,4 @@
-#library(eventstudies)
-#library(xts)
+library(eventstudies)
 
 data(inr)
 inr_returns<-diff(log(inr))[-1]