[Eventstudies-commits] r181 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Mar 3 09:17:36 CET 2014
Author: chiraganand
Date: 2014-03-03 09:17:36 +0100 (Mon, 03 Mar 2014)
New Revision: 181
Modified:
pkg/man/phys2eventtime.Rd
Log:
Reformatted text, added classes, and FIXMEs.
Modified: pkg/man/phys2eventtime.Rd
===================================================================
--- pkg/man/phys2eventtime.Rd 2014-03-03 07:39:37 UTC (rev 180)
+++ pkg/man/phys2eventtime.Rd 2014-03-03 08:17:36 UTC (rev 181)
@@ -2,39 +2,62 @@
\alias{phys2eventtime}
\title{
-Converts physical dates to event dates.
+ Function to convert physical dates to event dates.
}
-\description{
-Given a zoo time-series and event dates, it converts the physical dates to event dates. The event date becomes zero and all other dates shift accordingly.
-}
+\description{ Given a zoo time-series and event dates, it converts the
+ physical dates to event dates. The event date becomes zero and all
+ other dates shift accordingly. }
\usage{
phys2eventtime(z, events, width = 10)
}
\arguments{
- \item{z}{Time series data for which event frame is to be generated.}
+ \item{z}{an object of class \pkg{zoo} containing time series data for
+ which the event frame is to be generated. See \sQuote{Details}.}
- \item{events}{It is a data frame with two columns: outcome.unit and event.when. outcome.unit
- has column name of which response is to measured on the event date,
- while event.when has the event date. See details.}
+ %% FIXME: should remove this description from eventstudy.Rd, and point
+ %% it here?
+ \item{events}{
+ \sQuote{data.frame} of two columns containing event
+ dates. \dQuote{outcome.unit} consists of column names of the event
+ stock, and \dQuote{event.when} is the respective event date. See
+ \sQuote{Details}.
+ }
- \item{width}{Width corresponds to the number of days on each side of the event date.For a given width, if there is any NA in the event window then the last observation is carried forward.}
+ \item{width}{an \sQuote{integer} specifying the number of days on each
+ side of the event date. For a given width, if there is any \sQuote{NA}
+ in the event window, then the last observation is carried forward.}
}
-\details{ If an event date is not found, the function takes the previous
- value of date in index(z) as the event date. }
+\details{
+ The function is used to convert physical dates to event
+ dates. If an event date is not found, the function takes the previous
+ value of date in \code{index(z)} as the event date.
-\value{Output is in a list format. A zoo object indexed with event time and a vector which describes the status of each unit in the original data.
+ Currently, this function requires \dQuote{z} to have at least one
+ \emph{column}. It relies on colnames of the object for the series
+ names, and match it with the \dQuote{events} object. One can use
+ \emph{drop = FALSE} with \sQuote{[} to achieve a single-column object.
}
+\value{
+ Returns a \sQuote{list} of:
+ \item{z.e}{a zoo object indexed with event time.}
+ %% FIXME: list all the options here instead of writing them inside
+ %% eventstudy.Rd?
+ \item{outcomes}{a \sQuote{character} vector containing the
+ status of each \dQuote{outcome.unit}.
+ }
+
+
\examples{
data(StockPriceReturns)
data(SplitDates)
-phys2eventtime(z=StockPriceReturns, events=SplitDates,width=5)
+phys2eventtime(z = StockPriceReturns, events = SplitDates,width = 5)
}
\keyword{ phys2eventime }
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