[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()



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