[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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