[Eventstudies-commits] r204 - pkg/man

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

Author: chiraganand
Date: 2014-03-18 22:11:43 +0100 (Tue, 18 Mar 2014)
New Revision: 204

Modified:
   pkg/man/remap.cumprod.Rd
Log:
Formatting changes, added FIXME for the example.

Modified: pkg/man/remap.cumprod.Rd
===================================================================
--- pkg/man/remap.cumprod.Rd	2014-03-18 20:51:06 UTC (rev 203)
+++ pkg/man/remap.cumprod.Rd	2014-03-18 21:11:43 UTC (rev 204)
@@ -1,23 +1,27 @@
 \name{remap.cumprod}
 \alias{remap.cumprod}
 
-\title{Returns geometric returns.}
+\title{Compute geometric returns.}
 
-\description{This function returns the geometric returns for a given zoo object.}
+\description{This function computes the geometric returns for a given
+  \pkg{zoo} object.}
 
 \usage{remap.cumprod(z, is.pc = TRUE, is.returns = TRUE, base = 100)}
 
 \arguments{
-  \item{z}{z is the zoo object returned from phys2eventtime.}
 
-  \item{is.pc}{Logical flag if input is a percentage.}
+  \item{z}{a \pkg{zoo} object indexed by event time, as returned from
+    \dQuote{phys2eventtime}.}
 
-  \item{is.returns}{Logical flag if input is returns.}
+  \item{is.pc}{\sQuote{logical}, whether input is a percentage.}
 
-  \item{base}{The base for the cumulative product.}
+  \item{is.returns}{\sQuote{logical}, whether input is returns.}
+
+  \item{base}{an integer specifying the base for cumulative product.}
 }
 
-\value{The frame returned has each column replaced by base * the cumulative product of the column.}
+\value{A \pkg{zoo} series is returned with each column replaced by the
+  product of \dQuote{base} and the cumulative product of the column.}
 
 \seealso{
 phys2eventtime
@@ -26,8 +30,16 @@
 \examples{
 data(StockPriceReturns)
 data(SplitDates)
-es.results <- phys2eventtime(z=StockPriceReturns, events=SplitDates,width=5)
-es.w <- window(es.results$z.e, start=-5, end=+5)
-eventtime <- remap.cumprod(es.w, is.pc=FALSE, is.returns=TRUE, base=0)
+
+es.results <- phys2eventtime(z = StockPriceReturns,
+                             events = SplitDates,
+                             width = 5)
+es.w <- window(es.results$z.e, start = -5, end = +5)
+
+%% FIXME: is base=0 good an example?
+eventtime <- remap.cumprod(es.w,
+                           is.pc = FALSE,
+                           is.returns = TRUE,
+                           base = 0)
 }