[Eventstudies-commits] r300 - pkg/man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Apr 30 20:56:29 CEST 2014


Author: chiraganand
Date: 2014-04-30 20:56:29 +0200 (Wed, 30 Apr 2014)
New Revision: 300

Modified:
   pkg/man/ees.Rd
   pkg/man/eesPlot.Rd
   pkg/man/eventstudy.Rd
   pkg/man/inference.bootstrap.Rd
   pkg/man/inference.wilcox.Rd
   pkg/man/lmAMM.Rd
   pkg/man/makeX.Rd
   pkg/man/manyfirmssubperiod.lmAMM.Rd
   pkg/man/phys2eventtime.Rd
   pkg/man/remap.cumprod.Rd
   pkg/man/remap.cumsum.Rd
   pkg/man/remap.event.reindex.Rd
   pkg/man/subperiod.lmAMM.Rd
Log:
Modified author names in the man pages.

Modified: pkg/man/ees.Rd
===================================================================
--- pkg/man/ees.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/ees.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -87,7 +87,7 @@
 
 }
 
-\author{Vikram Bahure}
+\author{Vikram Bahure, Vimal Balasubramaniam}
 
 \examples{
 library(eventstudies)

Modified: pkg/man/eesPlot.Rd
===================================================================
--- pkg/man/eesPlot.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/eesPlot.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -66,6 +66,8 @@
   and also available at http://macrofinance.nipfp.org.in/releases/PatnaikShahSingh2013_Foreign_Investors.html
 }
 
+\author{Vikram Bahure, Vimal Balasubramaniam}
+
 \examples{
 library(eventstudies)
 data(EESData)

Modified: pkg/man/eventstudy.Rd
===================================================================
--- pkg/man/eventstudy.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/eventstudy.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -188,7 +188,7 @@
   }
 }
 
-\author{Vikram Bahure}
+\author{Ajay Shah, Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
 
 \seealso{ \code{\link{lmAMM}},
   \code{\link{marketResidual}},	
@@ -235,8 +235,8 @@
                  inference.strategy = "bootstrap",
                  ## model args
                  market.returns = AMMData[, "index.nifty"],
-                 others = AMMData[, "currency.inrusd"],
-                 market.returns.purge = FALSE
+                 others = AMMData[, c("currency.inrusd", "call.money.rate")],
+                 market.returns.purge = TRUE
                  )
 str(es)
 plot(es)

Modified: pkg/man/inference.bootstrap.Rd
===================================================================
--- pkg/man/inference.bootstrap.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/inference.bootstrap.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -56,6 +56,8 @@
   \code{\link{inference.wilcox}}
 }
 
+\author{Vikram Bahure, Vimal Balasubramaniam}
+
 \examples{
 data(StockPriceReturns)
 data(SplitDates)

Modified: pkg/man/inference.wilcox.Rd
===================================================================
--- pkg/man/inference.wilcox.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/inference.wilcox.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -45,7 +45,7 @@
 \value{A \sQuote{matrix} with 3 columns: the lower confidence interval (CI),
   the mean, and the upper CI which are the result of wilcox inference.}
 
-\author{Vikram Bahure}
+\author{Vikram Bahure, Vimal Balasubramaniam}
 
 \seealso{
   \code{\link{phys2eventtime}}

Modified: pkg/man/lmAMM.Rd
===================================================================
--- pkg/man/lmAMM.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/lmAMM.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -69,7 +69,7 @@
   \item{nlags}{shows the lag length provided by user.}
 }
 
-\author{Ajay Shah, Vimal Balasubramaniam}
+\author{Ajay Shah, Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
 
 \seealso{
   \code{\link{makeX}}

Modified: pkg/man/makeX.Rd
===================================================================
--- pkg/man/makeX.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/makeX.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -72,7 +72,7 @@
 
 \value{a time-series object of regressors is returned.}
 
-\author{Ajay Shah, Vimal Balasubramaniam}
+\author{Ajay Shah, Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
 
 \examples{
 data("AMMData")

Modified: pkg/man/manyfirmssubperiod.lmAMM.Rd
===================================================================
--- pkg/man/manyfirmssubperiod.lmAMM.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/manyfirmssubperiod.lmAMM.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -52,7 +52,7 @@
   \dQuote{periodnames}.
 }
 
-\author{Ajay Shah, Vimal Balasubramaniam}
+\author{Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
 
 \seealso{
 \code{\link{lmAMM}}

Modified: pkg/man/phys2eventtime.Rd
===================================================================
--- pkg/man/phys2eventtime.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/phys2eventtime.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -72,6 +72,8 @@
   \code{\link{findInterval}}
 }
 
+\author{Ajay Shah, Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
+
 \examples{
 data(StockPriceReturns)
 data(SplitDates)
@@ -80,10 +82,12 @@
 result <- phys2eventtime(z = StockPriceReturns,
 			 events = SplitDates,
 			 width = 5)
+print(result$z.e[as.character(-3:3)])
+print(result$outcomes)
 
 ## Checking conversion to event time frame for first successful event date
 c.no <- as.numeric(colnames(result$z.e))
-cnames <- SplitDates[c.no[1],]
+cnames <- SplitDates[c.no[1], ]
 phys.output <- as.numeric(result$z.e[as.character(c(-5:5)), as.character(c.no[1])])
 loc <- which(index(StockPriceReturns) \%in\% SplitDates[c.no[1], "event.when"])
 raw.data <- as.numeric(StockPriceReturns[c((loc-5):(loc+5)),

Modified: pkg/man/remap.cumprod.Rd
===================================================================
--- pkg/man/remap.cumprod.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/remap.cumprod.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -31,6 +31,8 @@
  \code{\link{phys2eventtime}}
 }
 
+\author{Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
+
 \examples{
 data(StockPriceReturns)
 data(SplitDates)

Modified: pkg/man/remap.cumsum.Rd
===================================================================
--- pkg/man/remap.cumsum.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/remap.cumsum.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -33,6 +33,8 @@
   \code{\link{phys2eventtime}}
 }
 
+\author{Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
+
 \examples{
 data(StockPriceReturns)
 data(SplitDates)

Modified: pkg/man/remap.event.reindex.Rd
===================================================================
--- pkg/man/remap.event.reindex.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/remap.event.reindex.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -22,6 +22,9 @@
 \seealso{
  \code{\link{phys2eventtime}}
 }
+
+\author{Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
+
 \examples{
 data(StockPriceReturns)
 data(SplitDates)

Modified: pkg/man/subperiod.lmAMM.Rd
===================================================================
--- pkg/man/subperiod.lmAMM.Rd	2014-04-30 05:33:28 UTC (rev 299)
+++ pkg/man/subperiod.lmAMM.Rd	2014-04-30 18:56:29 UTC (rev 300)
@@ -60,7 +60,7 @@
   }
 }
 
-\author{Vimal Balasubramaniam}
+\author{Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
 
 \seealso{ \code{\link{lmAMM}}}
 



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