Author: chiraganand
Date: 2014-03-16 13:21:22 +0100 (Sun, 16 Mar 2014)
New Revision: 193
Modified:
pkg/man/inference.wilcox.Rd
Log:
Fixed text formatting.
Modified: pkg/man/inference.wilcox.Rd
===================================================================
--- pkg/man/inference.wilcox.Rd 2014-03-16 12:05:01 UTC (rev 192)
+++ pkg/man/inference.wilcox.Rd 2014-03-16 12:21:22 UTC (rev 193)
@@ -2,7 +2,7 @@
\alias{inference.wilcox}
\title{
-Wilcox inference for the event study.
+ Wilcox inference for the event study.
}
\description{
@@ -10,34 +10,48 @@
}
\usage{
-inference.wilcox(es.w,to.plot = TRUE, xlab = "Event time",
- ylab = "Cumulative returns of response series",
- main = "Event study plot")
+inference.wilcox(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. It is the
+ \dQuote{z.e} component of the list returned by function
+ \dQuote{phys2eventtime}.}
-\value{
-A data frame with 3 columns, the lower confidence interval (CI), the mean and the upper CI which are the result of wilcox inference.
+ \item{to.plot}{a \sQuote{logical}. Whether to generate an eventstudy plot of the
+ inference estimated. Default is \sQuote{TRUE}.}
+
+ \item{xlab}{If to.plot is \sQuote{TRUE}, then the plot generated will take this X label.}
+
+ \item{ylab}{If to.plot is \sQuote{TRUE}, then the plot generated will
+ take this Y label.}
+
+ \item{main}{If to.plot is \sQuote{TRUE}, then the plot generated will
+ take this as the main title.}
}
+\value{A \sQuote{matrix} with 3 columns: the lower confidence interval (CI),
+ the mean, and the upper CI which are the result of wilcox inference.}
+
\author{Vikram Bahure}
\seealso{
-phys2eventtime
+ phys2eventtime
}
\examples{
data(StockPriceReturns)
data(SplitDates)
-es.results <- phys2eventtime(z=StockPriceReturns, events=SplitDates,width=5)
-es.w <- window(es.results$z.e, start=-5, end=+5)
-eventtime <- remap.cumsum(es.w, is.pc=FALSE, base=0)
-inference.wilcox(es.w=eventtime, to.plot=FALSE)
-}
\ No newline at end of file
+es.results <- phys2eventtime(z = StockPriceReturns,
+ events = SplitDates,
+ width = 5)
+es.w <- window(es.results$z.e, start = -5, end = +5)
+eventtime <- remap.cumsum(es.w, is.pc = FALSE, base = 0)
+infr <- inference.wilcox(es.w = eventtime, to.plot = FALSE)
+head(infr)
+}