[Eventstudies-commits] r184 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Mar 3 10:39:26 CET 2014
Author: chiraganand
Date: 2014-03-03 10:39:26 +0100 (Mon, 03 Mar 2014)
New Revision: 184
Modified:
pkg/man/inference.bootstrap.Rd
Log:
Modified formatting and language.
Modified: pkg/man/inference.bootstrap.Rd
===================================================================
--- pkg/man/inference.bootstrap.Rd 2014-03-03 09:17:07 UTC (rev 183)
+++ pkg/man/inference.bootstrap.Rd 2014-03-03 09:39:26 UTC (rev 184)
@@ -1,41 +1,66 @@
\name{inference.bootstrap}
\alias{inference.bootstrap}
-\title{
-Bootstrap inference for the event study.
-}
+\title{Function to do bootstrap inference for the event study.}
\description{
-This function does bootstrap inference to generate distribution of average of all the cumulative returns time-series.
- }
+ This function does bootstrap inference to generate distribution of
+ average of all the cumulative returns time-series.
+}
\usage{
-inference.bootstrap(es.w, to.plot = TRUE, xlab = "Event time",
- ylab = "Cumulative returns of response series",
- main = "Event study plot")
+inference.bootstrap(es.w,
+ to.plot = TRUE,
+ xlab = "Event time",
+ ylab = "Cumulative returns of response series",
+ main = "Event study plot")
}
\arguments{
- \item{es.w}{es.w is the first component of the list returned by the function phys2eventtime.}
- \item{to.plot}{This argument will generate an eventstudy plot of the inference estimated. If to.plot is equal to TRUE then function would generate the plot else it would not. }
- \item{xlab}{If to.plot is TRUE then the plot generated will take this X label}
- \item{ylab}{If to.plot is TRUE then the plot generated will take this Y label}
- \item{main}{If to.plot is TRUE then the plot generated will take this as main title}
+ \item{es.w}{
+ a \pkg{zoo} series indexed by event time: the \dQuote{z.e}
+ component of the list returned by the \sQuote{phys2eventtime()}
+ function.
+ }
+
+ \item{to.plot}{a \sQuote{logical} indicating whether to generate an
+ eventstudy plot of the inference estimated. Defaults to
+ \sQuote{TRUE}.
+ }
+
+ \item{xlab}{the x-axis label of the generated plot. Used if
+ \dQuote{to.plot} is \sQuote{TRUE}.}
+
+ \item{ylab}{the y-axis label of the generated plot. Used if
+ \dQuote{to.plot} is \sQuote{TRUE}.}
+
+ \item{main}{main title of the plot. Used if \dQuote{to.plot} is
+ \sQuote{TRUE}.}
}
\value{
-A data frame with 3 columns, the lower confidence interval (CI), the mean and the upper CI which are the result of bootstrap inference.
+ A \sQuote{matrix} with 3 columns, the lower confidence interval
+ (CI), the mean, and the upper CI which are the result of bootstrap
+ inference.
}
\seealso{
-phys2eventtime
+ phys2eventtime
}
\examples{
data(StockPriceReturns)
data(SplitDates)
-es.results <- phys2eventtime(z=StockPriceReturns, events=SplitDates,width=5)
-es.w <- window(es.results$z.e, start=-5, end=+5)
-eventtime <- remap.cumsum(es.w, is.pc=FALSE, base=0)
-inference.bootstrap(es.w=eventtime, to.plot=FALSE)
-}
\ No newline at end of file
+
+es.results <- phys2eventtime(z = StockPriceReturns,
+ events = SplitDates,
+ width = 5)
+es.w <- window(es.results$z.e,
+ start = -5,
+ end = +5)
+
+eventtime <- remap.cumsum(es.w, is.pc = FALSE, base = 0)
+
+inference.bootstrap(es.w = eventtime,
+ to.plot = FALSE)
+}
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