[Eventstudies-commits] r254 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Mar 28 16:25:15 CET 2014
Author: chiraganand
Date: 2014-03-28 16:25:14 +0100 (Fri, 28 Mar 2014)
New Revision: 254
Modified:
pkg/man/phys2eventtime.Rd
Log:
Modified text structure, documented returning of NULL if there are no successful outcomes.
Modified: pkg/man/phys2eventtime.Rd
===================================================================
--- pkg/man/phys2eventtime.Rd 2014-03-28 15:10:41 UTC (rev 253)
+++ pkg/man/phys2eventtime.Rd 2014-03-28 15:25:14 UTC (rev 254)
@@ -5,9 +5,9 @@
Function to convert physical dates to event dates.
}
-\description{ Given a zoo time-series and event dates, it converts the
- physical dates to event dates. The event date becomes zero and all
- other dates shift accordingly. }
+\description{ Given a zoo time-series and event dates, the function
+ converts the physical dates to event dates. The event date becomes
+ zero and all other dates shift accordingly. }
\usage{
phys2eventtime(z, events, width = 10)
@@ -15,28 +15,30 @@
\arguments{
\item{z}{an object of class \pkg{zoo} containing time series data for
- which the event frame is to be generated. See \sQuote{Details}.}
+ which the event frame is to be generated.}
\item{events}{
- \sQuote{data.frame} of two columns containing event
- dates. \dQuote{outcome.unit} consists of column names of the event
- stock, and \dQuote{event.when} is the respective event date. See
- \sQuote{Details}.
+ \sQuote{data.frame} containing event dates. See \sQuote{Details}.
}
\item{width}{an \sQuote{integer} specifying the number of days on each
- side of the event date. For a given width, if there is any \sQuote{NA}
- in the event window, then the last observation is carried forward.}
+ side of the event date.}
}
\details{
- The function is used to convert physical dates to event
- dates. If an event date is not found, the function takes the previous
- value of date in \code{index(z)} as the event date.
- Currently, this function requires \dQuote{z} to have at least one
- \emph{column}. It relies on colnames of the object for the series
+ \dQuote{events} object contains two columns: \dQuote{outcome.unit}
+ consists of column names of the event stock, and \dQuote{event.when}
+ is the respective event date. If an event date is not found, the
+ function takes the previous value of date in \code{index(z)} as the
+ event date.
+
+ For a given \dQuote{width}, if there is any \sQuote{NA} in the event
+ window, then the last observation is carried forward.}
+
+ Currently this function requires \dQuote{z} to have at least one
+ \emph{column}. It relies on \sQuote{colnames} of z for the series
names, and matches it with the \dQuote{events} object. One can use
\code{drop = FALSE} with \sQuote{[} to achieve a single-column object.
}
@@ -44,7 +46,8 @@
\value{
Returns a \sQuote{list} of two elements:
- \item{z.e}{a zoo object indexed with event time.}
+ \item{z.e}{a zoo object indexed with event time; \dQuote{NULL} if
+ there are no \dQuote{success} \dQuote{outcomes}.}
\item{outcomes}{a character vector with outcome of each event date:}
@@ -59,7 +62,7 @@
\examples{
data(StockPriceReturns)
data(SplitDates)
-phys2eventtime(z = StockPriceReturns, events = SplitDates,width = 5)
+phys2eventtime(z = StockPriceReturns, events = SplitDates, width = 5)
}
\keyword{ phys2eventime }
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