[Eventstudies-commits] r160 - pkg/vignettes

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

Author: vikram
Date: 2014-01-16 12:09:57 +0100 (Thu, 16 Jan 2014)
New Revision: 160

Modified:
   pkg/vignettes/ees.Rnw
   pkg/vignettes/eventstudies.Rnw
Log:
Corrected errors in the vignette

Modified: pkg/vignettes/ees.Rnw
===================================================================
--- pkg/vignettes/ees.Rnw	2014-01-15 08:54:03 UTC (rev 159)
+++ pkg/vignettes/ees.Rnw	2014-01-16 11:09:57 UTC (rev 160)
@@ -123,7 +123,8 @@
 The overall dataset looks as follows:
 
 <<>>== 
-head(output$lower.tail$data) str(output$lower.tail$data) 
+head(output$lower.tail$data) 
+str(output$lower.tail$data) 
 @
 
 \subsection{Distribution of clustered and unclustered events}
@@ -210,9 +211,7 @@
 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]
@@ -221,11 +220,11 @@
     \setkeys{Gin}{width=1\linewidth}
     \setkeys{Gin}{height=0.8\linewidth} 
 <<fig=TRUE,echo=FALSE>>= 
-     res <- deprintize(eesPlot)(z=eesData, response.series.name="nifty",
-                                event.series.name="sp500",
-                                titlestring="S&P500", 
-                                ylab="(Cum.) change in NIFTY", 
-                                prob.value=5, width=5) 
+res <- deprintize(eesPlot)(z=eesData, response.series.name="nifty",
+                           event.series.name="sp500",
+                           titlestring="S&P500", 
+                           ylab="(Cum.) change in NIFTY", 
+                           prob.value=5, width=5) 
 @
   \end{center}
   \label{fig:one}

Modified: pkg/vignettes/eventstudies.Rnw
===================================================================
--- pkg/vignettes/eventstudies.Rnw	2014-01-15 08:54:03 UTC (rev 159)
+++ pkg/vignettes/eventstudies.Rnw	2014-01-16 11:09:57 UTC (rev 160)
@@ -171,18 +171,15 @@
 and \texttt{mm.result} respectively. These are the standard
 idiosyncratic return estimation that is possible with this package.
 
-<<>>= # Excess return er.result <- excessReturn(firm.returns =
-StockPriceReturns, market.returns = nifty.index)
-
+<<>>= # Excess return 
+er.result <- excessReturn(firm.returns = StockPriceReturns, market.returns = nifty.index)
 er.result <- er.result[rowSums(is.na(er.result))!=NCOL(er.result),]
 head(er.result[,1:3])
 
 @
 
-<<>>= # Extracting market residual mm.result <-
-marketResidual(firm.returns = StockPriceReturns, market.returns =
-nifty.index)
-
+<<>>= # Extracting market residual
+mm.result <- marketResidual(firm.returns = StockPriceReturns, market.returns = nifty.index)
 mm.result <- mm.result[rowSums(is.na(mm.result))!=NCOL(mm.result),]
 head(mm.result[,1:3])
 
@@ -206,16 +203,16 @@
 regression appropriately.
 
 % AMM model
-<<>>= # Create RHS before running AMM() data(inr) inrusd <-
-diff(log(inr))*100 all.data <-
-merge(StockPriceReturns,nifty.index,inrusd,all=TRUE) StockPriceReturns
-<- all.data[,-which(colnames(all.data)%in%c("nifty.index",
-"inr"))] nifty.index <- all.data$nifty.index inrusd <- all.data$inr
+<<>>= # Create RHS before running AMM() 
+data(inr) 
+inrusd <- diff(log(inr))*100 
+all.data <- merge(StockPriceReturns,nifty.index,inrusd,all=TRUE) 
+StockPriceReturns <- all.data[,-which(colnames(all.data)%in%c("nifty.index", "inr"))] 
+nifty.index <- all.data$nifty.index 
+inrusd <- all.data$inr
 
-## AMM output ## amm.residual <-
-AMM(firm.returns=StockPriceReturns[,1:3], verbose=FALSE,
-market.returns=nifty.index, others=inrusd, switch.to.innov=TRUE,
-market.returns.purge=TRUE, nlags=1)
+## AMM output ## 
+amm.residual <- AMM(firm.returns=StockPriceReturns[,1:3], verbose=FALSE, market.returns=nifty.index, others=inrusd, switch.to.innov=TRUE, market.returns.purge=TRUE, nlags=1)
 
 @
 
@@ -225,7 +222,7 @@
 
 <<>>= 
 es <- phys2eventtime(z=StockPriceReturns, events=SplitDates,
-width=10) 
+                     width=10) 
 str(es) 
 es$outcomes 
 es.w <- window(es$z.e, start=-10,end=10)