[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)
+}



More information about the Eventstudies-commits mailing list