[Eventstudies-commits] r322 - in pkg: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon May 12 16:07:44 CEST 2014
Author: vikram
Date: 2014-05-12 16:07:44 +0200 (Mon, 12 May 2014)
New Revision: 322
Modified:
pkg/NAMESPACE
pkg/R/ees.R
Log:
Modified NAMESPACE to include ees functionality; minor modifcation in naming of ees functions
Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE 2014-05-12 14:00:42 UTC (rev 321)
+++ pkg/NAMESPACE 2014-05-12 14:07:44 UTC (rev 322)
@@ -1,5 +1,6 @@
export(eventstudy, inference.bootstrap, inference.wilcox, phys2eventtime,
- remap.cumsum, remap.cumprod, remap.event.reindex, ees, eesPlot)
+ remap.cumsum, remap.cumprod, remap.event.reindex, eesSummary, eesDates,
+ eesInference)
export(marketResidual,
excessReturn)
@@ -15,5 +16,6 @@
S3method(plot, amm)
S3method(plot, es)
+S3method(plot, ees)
import(boot,sandwich,testthat,xts,zoo)
Modified: pkg/R/ees.R
===================================================================
--- pkg/R/ees.R 2014-05-12 14:00:42 UTC (rev 321)
+++ pkg/R/ees.R 2014-05-12 14:07:44 UTC (rev 322)
@@ -31,7 +31,7 @@
# - Clustered, Un-clustered and Both
#------------------------------------------------------------------
# NOTE:
-summary.ees <- function(x, ...){
+eesSummary <- function(x, ...){
no.var <- NCOL(input)
#---------------------
@@ -681,7 +681,7 @@
######################
## Input: get.clusters.formatted (GCF) output
## Output: Extreme Event dates for normal and purged data
-extremeDates <- function(input){
+eesDates <- function(input){
##-----------------
## Get event dates
##-----------------
@@ -720,6 +720,7 @@
##----------------------
## Event study plot for EES (extreme event studies)
## Input: Output of GCF
+## eventLists: Output of eesDates
eesInference <- function(input, eventLists, to.remap, remap, width,
inference = TRUE, inference.strategy = "bootstrap"){
inf <- list()
More information about the Eventstudies-commits
mailing list