[Eventstudies-commits] r186 - in pkg: R man

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Sun Mar 16 11:23:18 CET 2014


Author: chiraganand
Date: 2014-03-16 11:23:18 +0100 (Sun, 16 Mar 2014)
New Revision: 186

Modified:
   pkg/R/excessReturn.R
   pkg/man/excessReturn.Rd
Log:
Added object classes, modified description, added FIXME to the code.

Modified: pkg/R/excessReturn.R
===================================================================
--- pkg/R/excessReturn.R	2014-03-08 17:47:51 UTC (rev 185)
+++ pkg/R/excessReturn.R	2014-03-16 10:23:18 UTC (rev 186)
@@ -2,6 +2,7 @@
 # Excess return
 ###############
 # Argument:
+## FIXME: data.object??
 # 1. data.object: This is a time series object with firm return and market return
 # 2. market.name: It is the market (index) column name in the data object
 # Output:
@@ -9,6 +10,6 @@
 
 excessReturn <- function(firm.returns, market.returns){
   ## Getting market return
-  ma.ret <- firm.returns-market.returns
+  ma.ret <- firm.returns - market.returns
   return(ma.ret)
 }

Modified: pkg/man/excessReturn.Rd
===================================================================
--- pkg/man/excessReturn.Rd	2014-03-08 17:47:51 UTC (rev 185)
+++ pkg/man/excessReturn.Rd	2014-03-16 10:23:18 UTC (rev 186)
@@ -3,15 +3,18 @@
 
 \title{A function that estimates excess return}
 
-\description{ This function estimates excess return. If the the firm return is rj and market return is market.returns then output will be firm.returns less market.returns.
-}
+\description{ This function estimates excess returns. If the firm return
+  is \dQuote{firm.returns} and market return is \dQuote{market.returns},
+  then output will be \dQuote{firm.returns} less
+  \dQuote{market.returns}.  }
 
 \usage{excessReturn(firm.returns, market.returns)}
 
 \arguments{
-  \item{firm.returns}{Firm returns of which excess return from market is to be calculated}
-  \item{market.returns}{Market index returns}
-
+  \item{firm.returns}{a \pkg{zoo} timeseries with firm returns from
+    which excess returns from market are to be calculated.}
+  \item{market.returns}{a \pkg{zoo} object containing market index
+    returns.}
 }
 \value{Excess market return}
 
@@ -22,7 +25,6 @@
 data(nifty.index)
 er.result <- excessReturn(firm.returns = StockPriceReturns,
 			  market.returns = nifty.index)
-
 }
 
-\keyword{excessReturn}
\ No newline at end of file
+\keyword{excessReturn}



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