[Eventstudies-commits] r200 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Mar 18 21:40:21 CET 2014
Author: chiraganand
Date: 2014-03-18 21:40:21 +0100 (Tue, 18 Mar 2014)
New Revision: 200
Modified:
pkg/man/manyfirmssubperiod.lmAMM.Rd
Log:
Formatting changes.
Modified: pkg/man/manyfirmssubperiod.lmAMM.Rd
===================================================================
--- pkg/man/manyfirmssubperiod.lmAMM.Rd 2014-03-16 13:31:01 UTC (rev 199)
+++ pkg/man/manyfirmssubperiod.lmAMM.Rd 2014-03-18 20:40:21 UTC (rev 200)
@@ -4,35 +4,41 @@
\title{A function to compute AMM for multiple firms across several
periods}
-\description{
- This function will compute AMM for multiple firms at once using the
- matrix of data obtained from \code{makeX}, and a matrix of LHS variables}
+\description{This function runs AMM for multiple firms at once using
+ the matrix of data obtained from \code{makeX}, and a matrix of LHS
+ variables.}
\usage{
-manyfirmssubperiod.lmAMM(firm.returns, X, lags, dates = NULL, periodnames = NULL, verbose = FALSE)
+manyfirmssubperiod.lmAMM(firm.returns,
+ X,
+ lags,
+ dates = NULL,
+ periodnames = NULL,
+ verbose = FALSE)
}
\arguments{
- \item{firm.returns}{A zoo matrix of all firms for which AMM is to
- be computed}
- \item{X}{A zoo matrix containing at least two
- regressors generally obtained after applying the makeX function }
+ \item{firm.returns}{A \pkg{zoo} object of all firms on which AMM is to be
+ run.}
- \item{lags}{ Specifies the number of lags to be used in the
- market model}
+ \item{X}{a \pkg{zoo} object containing at least two regressors
+ generally obtained after applying the \dQuote{makeX} function.}
- \item{dates}{A set of dates that mark out subperiods of
- interest. If dates is NULL then full period is considered.}
+ \item{lags}{an integer specifying the number of lags to be used in the
+ market model.}
- \item{periodnames}{Name for each subperiod that has been marked
- by the dates above.}
+ \item{dates}{a set of dates that mark out subperiods of interest. If
+ dates is NULL, then full period is considered.}
- \item{verbose}{Whether detailed print while running this
- function is required}
+ \item{periodnames}{a \sQuote{character} vector of names for each
+ subperiod that has been marked by the \dQuote{dates} argument.}
+
+ \item{verbose}{Whether to print detailed output. Default is \sQuote{FALSE}}
}
-\section{Warning}{Do not have any space between names provided under 'periodnames'}
+\section{Warning}{Do not have any space between names provided under
+ \dQuote{periodnames}.}
\author{Ajay Shah, Vimal Balasubramaniam}
@@ -41,21 +47,32 @@
}
\examples{
-# Running manyfirmssubperiod.lmAMM() involves as many steps as working with onefirmAMM.
+
+## Running manyfirmssubperiod.lmAMM() involves as many steps as working
+## with onefirmAMM.
data("lmAMMData")
-firm.returns <- lmAMMData[,c("Infosys","TCS")]
-market.returns <- lmAMMData[,"index.nifty"]
-currency.returns <- lmAMMData[,"currency.inrusd"]
+
+firm.returns <- lmAMMData[, c("Infosys","TCS")]
+market.returns <- lmAMMData[, "index.nifty"]
+currency.returns <- lmAMMData[, "currency.inrusd"]
+
## Creating X for AMM estimation using makeX function
-X <- makeX(market.returns, others=currency.returns, nlags=1,
- switch.to.innov=FALSE, market.returns.purge=FALSE, verbose=FALSE,
- dates=as.Date(c("2012-02-01","2013-01-01","2014-01-20")))
+X <- makeX(market.returns,
+ others = currency.returns,
+ nlags = 1,
+ switch.to.innov = FALSE,
+ market.returns.purge = FALSE,
+ verbose = FALSE,
+ dates = as.Date(c("2012-02-01", "2013-01-01", "2014-01-20")))
+
## Estimating exposure
-res <- manyfirmssubperiod.lmAMM(firm.returns,X,lags=1,
- dates=as.Date(c("2012-02-01","2013-01-01","2014-01-20")),
- periodnames=c("P1","P2"),
- verbose=FALSE)
+res <- manyfirmssubperiod.lmAMM(firm.returns = firm.returns,
+ X = X,
+ lags = 1,
+ dates = as.Date(c("2012-02-01", "2013-01-01", "2014-01-20")),
+ periodnames = c("P1", "P2"),
+ verbose = FALSE)
print(res)
}
-\keyword{manyfirmssubperiod.lmAMM}
\ No newline at end of file
+\keyword{manyfirmssubperiod.lmAMM}
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