[Eventstudies-commits] r326 - pkg/man

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

Author: vikram
Date: 2014-05-14 12:30:05 +0200 (Wed, 14 May 2014)
New Revision: 326

Removed:
   pkg/man/ees.Rd
Log:
Removed old documentation file of ees function

Deleted: pkg/man/ees.Rd
===================================================================
--- pkg/man/ees.Rd	2014-05-14 10:29:01 UTC (rev 325)
+++ pkg/man/ees.Rd	2014-05-14 10:30:05 UTC (rev 326)
@@ -1,92 +0,0 @@
-\name{eesSummary}
-\alias{eesSummary}
-
-\title{ Summary statistics of extreme events }
-
-\description{
-  This function generates summary statistics for identification and
-  analysis of extreme events. 
-}
-
-\usage{
-   eesSummary(input, prob.value)
-}
-
-\arguments{
- 
-  \item{input}{a univariate \pkg{zoo} or \pkg{xts} time series object}
-  
-  \item{prob.value}{The value (in percent) on the probability
-    distribution to define a tail event.}
-}
-
-\details{
-  Tail (Rare) events are often the object of interest in finance. These
-  events are defined as those that have a low probability of
-  occurrence. This function identifies such events based on
-  \sQuote{prob.value} mentioned by the user and generates summary
-  statistics about the events. If \sQuote{prob.value} is 2.5\%, events
-  below 2.5\% (lower tail) and above 97.5\% (upper tail) of the
-  distribution are identified as extreme events. 
-
-  Following statistics is generated for both lower and upper tail
-  events: 
-
-  \itemize{
-    \item \sQuote{extreme.event.distribution} provides summary
-    statistics on the number of consecutive events (\dQuote{clustered}
-    events) and those that are not (\dQuote{unclustered}
-    events). Consecutive events that are \dQuote{mixed}, i.e., with
-    upper (lower) tail event occurring after a lower (upper) tail event,
-    are classified separately. 
-
-    \item \sQuote{runlength}: When events are \dQuote{clustered},
-    \sQuote{runlength} classifies such clusters into different duration
-    bins.  
-
-    \item \sQuote{quantile.values}: Within such events,
-    \sQuote{quantile.values} provide the probability distribution values
-    at 0\%, 25\%, 50\%, 75\% and 100\%, alongside the mean.
-    
-    \item \sQuote{yearly.extreme.event}: A year-wise tabulation of such
-    extreme events, with a clustered event taken as one event. 
-  }  
-}
-
-\value{ A \code{list} object containing:
-
-  \item{data.summary}{a \sQuote{data.frame} containing summary of
-    the data set minimum, maximum, inter-quartile range, mean, median,
-    standard deviation and quantile values at 5\%, 25\%, 75\% and 95\%.}
-
-  \item{lower.tail}{a \sQuote{list} that contains
-    \sQuote{extreme.event.distribution}, \sQuote{runlength},
-    \sQuote{quantile.values} and \sQuote{yearly.extreme.event} for the
-    events on the lower tail of the distribution. See
-    \sQuote{Details}.}
-
-    \item{upper.tail}{a \sQuote{list} that contains
-    \sQuote{extreme.event.distribution}, \sQuote{runlength},
-    \sQuote{quantile.values} and \sQuote{yearly.extreme.event} for the
-    events on the upper tail of the distribution. See
-    \sQuote{Details}.}
-}
-
-\references{
-  \cite{Ila Patnaik, Nirvikar Singh and Ajay Shah (2013).
-    Foreign Investors under stress: Evidence from
-    India.
-    International Finance, 16(2), 213-244.
-    \url{http://onlinelibrary.wiley.com/doi/10.1111/j.1468-2362.2013.12032.x/abstract}
-    \url{http://macrofinance.nipfp.org.in/releases/PatnaikShahSingh2013_Foreign_Investors.html}
-  }
-}
-
-\author{Vikram Bahure, Vimal Balasubramaniam}
-
-\examples{
-data(OtherReturns)
-
-r <- eesSummary(OtherReturns$SP500, prob.value = 5)
-str(r, max.level = 2)
-}