[Eventstudies-commits] r82 - pkg/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jul 16 08:34:25 CEST 2013
Author: vimsaa
Date: 2013-07-16 08:34:25 +0200 (Tue, 16 Jul 2013)
New Revision: 82
Modified:
pkg/R/AMM.R
Log:
The wrapper for the AMM functions have been modified. We should not use manyfirmsAMM for any work relating to event study and this has to be sufficiently clear in the way it is used...
Modified: pkg/R/AMM.R
===================================================================
--- pkg/R/AMM.R 2013-07-16 06:05:54 UTC (rev 81)
+++ pkg/R/AMM.R 2013-07-16 06:34:25 UTC (rev 82)
@@ -6,7 +6,6 @@
## List of models currently supported
modelsList <- c("onefirm",
- "manyfirms",
"firmExposures")
if (is.null(amm.type) || length(amm.type) != 1) {
@@ -76,26 +75,6 @@
result <- onefirmAMM(rj, X, nlags, verbose, dates)
}
- ##-----------
- ## Many firms
- ##-----------
- if(amm.type == "manyfirms") {
- # Checking required arguments
- if (match("regressand", names(modelArgs), nomatch = -1) == -1) {
- stop("Input regressand is missing. Refer documentation.")
- }
-
- # Checking remaining arguments
- if (match("periodnames", names(modelArgs), nomatch = -1) == -1) {
- periodnames <- NULL
- }
-
- regressors <- makeX(rM1, others, switch.to.innov,
- rM1purge, nlags, dates, verbose)
- result <- manyfirmsAMM(regressand,regressors,
- lags=nlags,dates, periodnames,verbose)
- }
-
#---------------
# Firm exposures
#---------------
More information about the Eventstudies-commits
mailing list