[Eventstudies-commits] r270 - in pkg: data man vignettes

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

Author: chiraganand
Date: 2014-04-01 12:05:39 +0200 (Tue, 01 Apr 2014)
New Revision: 270

Added:
   pkg/data/EESData.rda
   pkg/man/EESData.Rd
Removed:
   pkg/data/eesData.rda
   pkg/man/eesData.Rd
Modified:
   pkg/man/ees.Rd
   pkg/man/eesPlot.Rd
   pkg/vignettes/ees.Rnw
Log:
Capitalised eesData name. All data file names to start with uppercase alphabet.

Copied: pkg/data/EESData.rda (from rev 264, pkg/data/eesData.rda)
===================================================================
(Binary files differ)

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

Copied: pkg/man/EESData.Rd (from rev 264, pkg/man/eesData.Rd)
===================================================================
--- pkg/man/EESData.Rd	                        (rev 0)
+++ pkg/man/EESData.Rd	2014-04-01 10:05:39 UTC (rev 270)
@@ -0,0 +1,18 @@
+\name{EESData}
+
+\docType{data}
+
+\alias{EESData}
+
+\title{Returns data used for extreme events analysis}
+
+\description{A daily time series object for S&P 500 and the NIFTY Index.}
+
+\usage{data(EESData)}
+
+\format{\code{zoo}}
+
+\examples{
+    data(EESData)
+}
+\keyword{datasets}

Modified: pkg/man/ees.Rd
===================================================================
--- pkg/man/ees.Rd	2014-04-01 09:21:17 UTC (rev 269)
+++ pkg/man/ees.Rd	2014-04-01 10:05:39 UTC (rev 270)
@@ -54,7 +54,7 @@
 \author{Vikram Bahure}
 \examples{
 library(eventstudies)
-data(eesData)
-input <- eesData$sp500
+data(EESData)
+input <- EESData$sp500
 output <- ees(input, prob.value = 5)
 }

Deleted: pkg/man/eesData.Rd
===================================================================
--- pkg/man/eesData.Rd	2014-04-01 09:21:17 UTC (rev 269)
+++ pkg/man/eesData.Rd	2014-04-01 10:05:39 UTC (rev 270)
@@ -1,18 +0,0 @@
-\name{eesData}
-
-\docType{data}
-
-\alias{eesData}
-
-\title{Returns data used for extreme events analysis}
-
-\description{A daily time series object for S&P 500 and the NIFTY Index.}
-
-\usage{data(eesData)}
-
-\format{\code{zoo}}
-
-\examples{
-    data(eesData)
-}
-\keyword{datasets}

Modified: pkg/man/eesPlot.Rd
===================================================================
--- pkg/man/eesPlot.Rd	2014-04-01 09:21:17 UTC (rev 269)
+++ pkg/man/eesPlot.Rd	2014-04-01 10:05:39 UTC (rev 270)
@@ -51,8 +51,8 @@
 
 \examples{
 library(eventstudies)
-data(eesData)
-eesPlot(z = eesData,
+data(EESData)
+eesPlot(z = EESData,
         response.series.name = "nifty",
         event.series.name = "sp500",
         titlestring = "S&P500",

Modified: pkg/vignettes/ees.Rnw
===================================================================
--- pkg/vignettes/ees.Rnw	2014-04-01 09:21:17 UTC (rev 269)
+++ pkg/vignettes/ees.Rnw	2014-04-01 10:05:39 UTC (rev 270)
@@ -66,16 +66,16 @@
 
 Since the object of interest is the impact on returns of the outcome
 variable, nifty, with tail events on the S\&P 500, we first obtain a
-zoo object of returns data (``eesData''). Next, we define tail events
+zoo object of returns data (``EESData''). Next, we define tail events
 for a given probability value; if \textit{prob.value} is 5, then
 returns that fall under $0-5\%$ and $95-100\%$ of the probability
 distribution form our set of events. 
 
 <<>>==
 library(eventstudies) 
-data(eesData) 
+data(EESData) 
 
-input <- eesData$sp500 
+input <- EESData$sp500 
 
 deprintize<-function(f){ 
   return(function(...){
@@ -212,7 +212,7 @@
 days before and after the event.
 
 <<>>= 
-eesPlot(z=eesData, response.series.name="nifty", event.series.name="sp500", titlestring="S&P500", ylab="(Cum.) change in NIFTY", prob.value=5, width=5) 
+eesPlot(z=EESData, response.series.name="nifty", event.series.name="sp500", titlestring="S&P500", ylab="(Cum.) change in NIFTY", prob.value=5, width=5) 
 @
 
 \begin{figure}[t]
@@ -221,7 +221,7 @@
     \setkeys{Gin}{width=1\linewidth}
     \setkeys{Gin}{height=0.8\linewidth} 
 <<fig=TRUE,echo=FALSE>>= 
-res <- deprintize(eesPlot)(z=eesData, response.series.name="nifty",
+res <- deprintize(eesPlot)(z=EESData, response.series.name="nifty",
                            event.series.name="sp500",
                            titlestring="S&P500", 
                            ylab="(Cum.) change in NIFTY",