[Eventstudies-commits] r71 - pkg/tests

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

Author: chiraganand
Date: 2013-07-12 13:33:57 +0200 (Fri, 12 Jul 2013)
New Revision: 71

Added:
   pkg/tests/test_inr_inference.R
Removed:
   pkg/tests/inr_inference.R
Log:
Renamed inr_inference test file.


Deleted: pkg/tests/inr_inference.R
===================================================================
--- pkg/tests/inr_inference.R	2013-07-08 18:30:59 UTC (rev 70)
+++ pkg/tests/inr_inference.R	2013-07-12 11:33:57 UTC (rev 71)
@@ -1,22 +0,0 @@
-library(eventstudies)
-data(inr)
-
-inr_returns <- diff(log(inr))[-1]
-
-eventslist<-data.frame(unit=rep("inr",10),
-                       when=as.Date(c(
-                         "2010-04-20","2010-07-02","2010-07-27",
-                         "2010-09-16","2010-11-02","2011-01-25",
-                         "2011-03-17","2011-05-03","2011-06-16",
-                         "2011-07-26")
-                         )
-                       )
-
-event_time_data <- phys2eventtime(inr_returns,eventslist,width=10)
-w <- window(event_time_data$z.e,start=-10,end=10)
-
-all.equal(inference.Ecar(w)[,2],c(-.000015327,-.002526819,.0011990000,.001193535,.001846734,
-                                  -.000105473,-.001659772,.001644518,-0.001325236,.001546369,
-                                  -.000809734,-.001499191,-.000289414,-.000003273,-.000416662,
-                                  -.001150000,-.000759748,.002306711,-.000487299,.001122457,
-                                  .000635890))

Copied: pkg/tests/test_inr_inference.R (from rev 70, pkg/tests/inr_inference.R)
===================================================================
--- pkg/tests/test_inr_inference.R	                        (rev 0)
+++ pkg/tests/test_inr_inference.R	2013-07-12 11:33:57 UTC (rev 71)
@@ -0,0 +1,22 @@
+library(eventstudies)
+data(inr)
+
+inr_returns <- diff(log(inr))[-1]
+
+eventslist<-data.frame(unit=rep("inr",10),
+                       when=as.Date(c(
+                         "2010-04-20","2010-07-02","2010-07-27",
+                         "2010-09-16","2010-11-02","2011-01-25",
+                         "2011-03-17","2011-05-03","2011-06-16",
+                         "2011-07-26")
+                         )
+                       )
+
+event_time_data <- phys2eventtime(inr_returns,eventslist,width=10)
+w <- window(event_time_data$z.e,start=-10,end=10)
+
+all.equal(inference.Ecar(w)[,2],c(-.000015327,-.002526819,.0011990000,.001193535,.001846734,
+                                  -.000105473,-.001659772,.001644518,-0.001325236,.001546369,
+                                  -.000809734,-.001499191,-.000289414,-.000003273,-.000416662,
+                                  -.001150000,-.000759748,.002306711,-.000487299,.001122457,
+                                  .000635890))