[Eventstudies-commits] r41 - in pkg: data man vignettes
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Feb 12 11:02:03 CET 2013
Author: vikram
Date: 2013-02-12 11:02:02 +0100 (Tue, 12 Feb 2013)
New Revision: 41
Added:
pkg/data/sp500.rda
pkg/man/sp500.Rd
Removed:
pkg/data/inputdata.rda
pkg/man/inputdata.Rd
Modified:
pkg/man/identifyextremeevents.Rd
pkg/vignettes/eventstudies.Rnw
Log:
Proper naming: Replaced inputdata to sp500 data
Deleted: pkg/data/inputdata.rda
===================================================================
(Binary files differ)
Added: pkg/data/sp500.rda
===================================================================
(Binary files differ)
Property changes on: pkg/data/sp500.rda
___________________________________________________________________
Added: svn:mime-type
+ application/octet-stream
Modified: pkg/man/identifyextremeevents.Rd
===================================================================
--- pkg/man/identifyextremeevents.Rd 2013-02-11 17:30:04 UTC (rev 40)
+++ pkg/man/identifyextremeevents.Rd 2013-02-12 10:02:02 UTC (rev 41)
@@ -34,7 +34,7 @@
}
\examples{
-data(inputdata)
-input <- diff(log(inputdata[,"sp500"]))
+data(sp500)
+input <- diff(log(sp500))
output <- identifyextremeevents(input, prob.value=5)
}
Deleted: pkg/man/inputdata.Rd
===================================================================
--- pkg/man/inputdata.Rd 2013-02-11 17:30:04 UTC (rev 40)
+++ pkg/man/inputdata.Rd 2013-02-12 10:02:02 UTC (rev 41)
@@ -1,19 +0,0 @@
-\name{inputdata}
-
-\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{inputdata}
-
-\format{An object with class attributes \code{xts} and \code{zoo} containing three variables with 2036 observations.}
-
-\keyword{datasets}
Copied: pkg/man/sp500.Rd (from rev 39, pkg/man/inputdata.Rd)
===================================================================
--- pkg/man/sp500.Rd (rev 0)
+++ pkg/man/sp500.Rd 2013-02-12 10:02:02 UTC (rev 41)
@@ -0,0 +1,17 @@
+\name{sp500}
+
+\docType{data}
+
+\alias{Identify extreme events data}
+
+\title{Times series data}
+
+\description{
+ It is time series data for S&P 500 from 2000-02-10 to 2011-07-29.
+}
+
+\usage{sp500}
+
+\format{An object with class attributes \code{xts} and \code{zoo} containing three variables with 2036 observations.}
+
+\keyword{datasets}
Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw 2013-02-11 17:30:04 UTC (rev 40)
+++ pkg/vignettes/eventstudies.Rnw 2013-02-12 10:02:02 UTC (rev 41)
@@ -189,8 +189,8 @@
% Example for understanding
<<>>==
library(xts)
-data(inputdata)
-input <- diff(log(inputdata[,"sp500"]))
+data(sp500)
+input <- diff(log(sp500))*100
output <- identifyextremeevents(input, prob.value=5)
output
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