[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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