[Eventstudies-commits] r190 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Mar 16 12:42:20 CET 2014
Author: chiraganand
Date: 2014-03-16 12:42:20 +0100 (Sun, 16 Mar 2014)
New Revision: 190
Modified:
pkg/man/ees.Rd
Log:
Text/formatting changes.
Modified: pkg/man/ees.Rd
===================================================================
--- pkg/man/ees.Rd 2014-03-16 11:18:00 UTC (rev 189)
+++ pkg/man/ees.Rd 2014-03-16 11:42:20 UTC (rev 190)
@@ -5,32 +5,47 @@
Extreme events study analysis for a univariate time series
}
-\description{
-This function identifies tail events on a univariate time series, generates summary statistics for clustered and unclustered tail events.}
+\description{This function identifies tail events on a univariate time
+ series, generates summary statistics for clustered and unclustered
+ tail events.}
\usage{
-ees(input,prob.value)
+ees(input, prob.value)
}
\arguments{
- \item{input}{A univariate time series for which tail events identification is required.}
- \item{prob.value}{The cut off (in percent) on the probability distribution for the tail event.}
+
+ \item{input}{a univariate \pkg{zoo} time series for which tail events
+ identification is required.}
+
+ \item{prob.value}{The cut off (in percent) on the probability
+ distribution for the tail event.}
}
-\value{ A \code{list} object that contains:
- \item{Summary statistics}{Summary of the data set}
- \item{Lower tail}{Distribution of extreme events; Run length
- distribution; Quantile values; Yearly distribution; and the tail events data}
- \item{Upper tail}{Distribution of extreme events; Run length
- distribution; Quantile values; Yearly distribution; and the tail events data}
+\value{ A \code{list} object containing:
+
+ \item{data.summary}{a \sQuote{data.frame} containing summary of
+ the data set.}
+
+ \item{lower.tail}{a \sQuote{list} containing: distribution of extreme
+ events, run length distribution, quantile values, yearly
+ distribution, and the tail events data.}
+
+ \item{upper.tail}{a \sQuote{list} containing: distribution of extreme
+ events, run length distribution, quantile values, yearly
+ distribution, and the tail events data.}
}
-\references{To convert number to words, code uses function \href{http://finzi.psych.upenn.edu/R/Rhelp02a/archive/46843.html}{numbers2words} by \href{http://socserv.mcmaster.ca/jfox/}{John Fox} and deprintize function by \href{http://mbq.me/}{Miron Kursa} }
+\references{To convert number to words, code uses function
+ \href{http://finzi.psych.upenn.edu/R/Rhelp02a/archive/46843.html}{\dQuote{numbers2words}}
+ by \href{http://socserv.mcmaster.ca/jfox/}{John Fox} and
+ \dQuote{deprintize} function by \href{http://mbq.me/}{Miron Kursa}.
+}
\author{Vikram Bahure}
\examples{
library(eventstudies)
data(eesData)
input <- eesData$sp500
-output <- ees(input, prob.value=5)
+output <- ees(input, prob.value = 5)
}
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