[Eventstudies-commits] r201 - pkg/man

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

Author: chiraganand
Date: 2014-03-18 21:44:14 +0100 (Tue, 18 Mar 2014)
New Revision: 201

Modified:
   pkg/man/marketResidual.Rd
Log:
Formatting changes.

Modified: pkg/man/marketResidual.Rd
===================================================================
--- pkg/man/marketResidual.Rd	2014-03-18 20:40:21 UTC (rev 200)
+++ pkg/man/marketResidual.Rd	2014-03-18 20:44:14 UTC (rev 201)
@@ -1,30 +1,32 @@
 \name{marketResidual}
 \alias{marketResidual}
 
-\title{This function extracts market return from the firm return }
+\title{This function extracts market return from the firm return.}
 
-\description{ This function extracts market return using regression from the firm return to get the residual return
-}
+\description{This function extracts market return using regression from
+  the firm return to get the residual return. }
 
-\usage{marketResidual(firm.returns, market.returns)
-}
+\usage{marketResidual(firm.returns, market.returns)}
 
 \arguments{
-  \item{firm.returns}{Single time series object with all firm returns}
-  \item{market.returns}{Market index returns}
 
+  \item{firm.returns}{a \pkg{zoo} time series object with all firm returns.}
+
+  \item{market.returns}{a \pkg{zoo} time series of market index returns.}
 }
-\value{ Market residual after extracting market returns from the firm return
-}
 
+\value{Market residual after extracting market returns from the firm
+  return.}
+
 \author{Vikram Bahure}
 
 \examples{ 
 data(StockPriceReturns)
 data(nifty.index)
-# Extracting market residual
-mm.result <- marketResidual(firm.returns=StockPriceReturns, market.returns=nifty.index)
 
+mm.result <- marketResidual(firm.returns = StockPriceReturns,
+                            market.returns = nifty.index)
+
 }
 
 \keyword{marketResidual}