[Eventstudies-commits] r208 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Mar 20 20:21:12 CET 2014
Author: vikram
Date: 2014-03-20 20:21:11 +0100 (Thu, 20 Mar 2014)
New Revision: 208
Modified:
pkg/man/eventstudy.Rd
Log:
Modified man page; Work in progress
Modified: pkg/man/eventstudy.Rd
===================================================================
--- pkg/man/eventstudy.Rd 2014-03-20 17:42:44 UTC (rev 207)
+++ pkg/man/eventstudy.Rd 2014-03-20 19:21:11 UTC (rev 208)
@@ -3,7 +3,7 @@
\title{Event study analysis}
-\description{Function to compute event study inference using different inference strategies for various market models.}
+\description{Function to perform event study analysis and compute confidence intervals}
\usage{
eventstudy(firm.returns = NULL,
@@ -30,20 +30,18 @@
}
\item{width}{ % FIXME: needs better description
- \sQuote{integer} of length 1, it studies the performance of observations before and
- after the event
+ \sQuote{integer} of length 1, which creates an event window to study the impact (pre and post event) on the variable
}
\item{type}{
a scalar of type \sQuote{character}, specifying the market
model adjustment. Currently supported options are:
- \dQuote{marketResidual}, \dQuote{excessReturn}, \dQuote{AMM} and
+ \dQuote{marketResidual}, \dQuote{excessReturn}, \dQuote{lmAMM} and
\dQuote{None}. Defaults to \dQuote{marketResidual}. See \sQuote{Details}.
}
\item{to.remap}{
- \sQuote{logical}, indicating if remap of the event frame should be
- done.
+ \sQuote{logical}, indicating whether to convert event-window returns into cumulative sum, cumulative product or re-index
}
\item{remap}{ % FIXME: list all the possible
@@ -51,8 +49,8 @@
% explanation of the purpose of
% the argument
\sQuote{character}, this argument is used when \dQuote{to.remap} is
- \sQuote{TRUE} to estimate cumulative sum (cumsum), cumulative
- product (cumprod) or reindex the event frame.
+ \sQuote{TRUE}, which estimates cumulative sum (cumsum), cumulative
+ product (cumprod) or reindex the event frame. Currently supported options are \dQuote{cumsum}, \dQuote{cumprod}, \dQuote{reindex}. Defaults to \dQuote{cumsum}.
}
\item{is.levels}{
@@ -68,7 +66,7 @@
\item{inference.strategy}{ % FIXME: list all the possible options
a \sQuote{character} scalar specifying the inference strategy to
compute confidence intervals. Is used only if \dQuote{inference} is
- \sQuote{TRUE}. Defaults to \dQuote{bootstrap}.
+ \sQuote{TRUE}. Currently supported options are \dQuote{bootstrap}, \dQuote{wilcox}.Defaults to \dQuote{bootstrap}.
}
\item{...}{
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