[Eventstudies-commits] r196 - pkg/man

[noreply at r-forge.r-project.org]

Author: chiraganand
Date: 2014-03-16 13:44:25 +0100 (Sun, 16 Mar 2014)
New Revision: 196

Modified:
   pkg/man/makeX.Rd
Log:
Formatting/text changes.

Modified: pkg/man/makeX.Rd
===================================================================
--- pkg/man/makeX.Rd	2014-03-16 12:25:42 UTC (rev 195)
+++ pkg/man/makeX.Rd	2014-03-16 12:44:25 UTC (rev 196)
@@ -1,73 +1,79 @@
 \name{makeX}
 \alias{makeX}
-\title{A function to prepare explanatory variables for computation
-of Augmented Market Models used in lmAMM function
-}
 
-\description{
-  This function creates a matrix of explanatory variables in the
-  form specified by the user for further estimation of Augmented
-  market models
-}
+\title{A function to prepare explanatory variables for computation of
+  Augmented Market Models used in lmAMM function.}
 
+\description{This function creates a matrix of explanatory variables in
+  the form specified by the user for further estimation of Augmented
+  market models.}
+
 \usage{
-makeX(market.returns, others, switch.to.innov = rep(TRUE, NCOL(others)), market.returns.purge = TRUE, nlags = 5, dates = NULL, verbose = FALSE)
+makeX(market.returns,
+      others,
+      switch.to.innov = rep(TRUE, NCOL(others)),
+      market.returns.purge = TRUE,
+      nlags = 5,
+      dates = NULL,
+      verbose = FALSE)
 }
 
 \arguments{
-  \item{market.returns}{This is generally fixed to the stock market index. The
-  first column vector of this matrix contains this variable. 
-}
+  %% FIXME: our example contains univariate time-series object. Can it
+  %% accept multiple columns as input?
+  \item{market.returns}{a \pkg{zoo} timeseries object. This is generally
+    fixed to the stock market index. The first column vector of this
+    matrix contains this variable.  }
 
+  %% FIXME: same as market.returns: can it contain more than one variable?
   \item{others}{A zoo matrix with other regressors of interest in the
-  AMM - this could be currency, bond returns, foreign flows or any
-  other variable.  
-}
+    AMM. This could be currency, bond returns, foreign flows, or any
+    other variable.}
 
-  \item{switch.to.innov}{is a vector of booleans with one element for
-    each column in 'others'. This controls whether or not that column in
-    'others' is switched from raw values to AR residuals. 
-}
+  \item{switch.to.innov}{a \sQuote{logical} vector with an element for
+    each column in \dQuote{others}. Whether to switch the column from
+    raw values to AR residuals.}
 
-  \item{market.returns.purge}{whether or not the effects of all these 'others' are
-  purged from 'market.returns' (i.e., is it replaced by residuals of a model
-  explaining market.returns using all these 'others'). 
-}
+  %% FIXME: Second part of the sentence (i.e.) is somewhat unclear.
+  \item{market.returns.purge}{Whether to purge the effects
+    \dQuote{others} from \dQuote{market.returns} (i.e., is it replaced by
+    residuals of a model explaining market.returns using all these
+   'others').}
 
-  \item{nlags}{The number of lag terms present in this model explaining
-  market.returns using all these 'others'.
-}
+ \item{nlags}{The number of lag terms present in this model explaining
+   market.returns using all these \dQuote{others}.}
 
-  \item{dates}{Specified break dates (either from structural breaks in
-  exchange rate regimes) so that all these steps are constructed within
-  each sub-period divided by the dates.
-}
+ \item{dates}{Specified break dates as \sQuote{Date} object (either from
+   structural breaks in exchange rate regimes) so that all these steps
+   are constructed within each sub-period divided by the dates.}
 
-  \item{verbose}{Whether detailed print while running this function
-  is required.
+ \item{verbose}{Whether detailed output is required. Default is
+   \sQuote{FALSE}}.
 }
 
+%% FIXME: Provide a reason why there shouldn't be NAs.
+\section{Warning}{The input data should not contain \sQuote{NA}s. Please
+  use \sQuote{na.omit} before feeding data into this function.}
 }
 
-\section{Warning}{The input data has to be all na.omit(). There
-  should be no NAs in the dataset fed into this function. 
-}
-
 \value{This function generates a user specified matrix of explanatory
   variables that will be further used in running Augmented market
-  models. 
-}
+  models.}
 
 
 \author{Ajay Shah, Vimal Balasubramaniam}
 
 \examples{
-# makeX
 data("lmAMMData")
+
 market.returns <- lmAMMData$index.nifty
 currency.returns <- lmAMMData$currency.inrusd
-X <- makeX(market.returns, others=currency.returns,
-           switch.to.innov=FALSE, market.returns.purge=FALSE, verbose=FALSE)
+
+X <- makeX(market.returns,
+           others = currency.returns,
+           switch.to.innov = FALSE,
+           market.returns.purge = FALSE,
+           verbose = FALSE)
 }
 
 \keyword{makeX}