[Eventstudies-commits] r342 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu May 15 19:04:01 CEST 2014
Author: chiraganand
Date: 2014-05-15 19:04:01 +0200 (Thu, 15 May 2014)
New Revision: 342
Modified:
pkg/man/eesDates.Rd
Log:
Changed language, modified example.
Modified: pkg/man/eesDates.Rd
===================================================================
--- pkg/man/eesDates.Rd 2014-05-15 17:03:18 UTC (rev 341)
+++ pkg/man/eesDates.Rd 2014-05-15 17:04:01 UTC (rev 342)
@@ -12,33 +12,34 @@
}
\arguments{
- \item{input}{an output object of \sQuote{get.clusters.formatted}}
+ \item{input}{object returned by \sQuote{get.clusters.formatted}}
}
-\details{
- This function creates event list for extreme event study analysis. The event list
- consists of extreme right tail and left tail event dates for clustered and
- unclustered data. The \sQuote{normal} set consists of event dates for only
- unclustered events and \sQuote{purged} set consists of event dates for unclustered
- and clustered both. Unclustered events consists of clean event window with no event
- occurring in the event window and clustered events are fused consecutive events
- which lie in the same tail.
-}
+\details{ The function creates a list of interesting events extracted
+ from the output of \code{get.clusters.formatted}. The event
+ list can be directly supplied to the \code{eventstudy} function.
+ It returns extreme right tail and left tail event dates for clustered
+ and unclustered data. The \sQuote{normal} set consists of event dates
+ for only unclustered events and \sQuote{purged} set consists of event
+ dates for unclustered and clustered both. Unclustered events consist
+ of clean event window with no event occurring in the event window and
+ clustered events are fused consecutive events which lie in the same
+ tail. }
+
\value{
- A \code{list} object containing:
- \item{events.good.normal}{\sQuote{data.frame} containing events list as an input
- to \sQuote{eventstudy} function, containing right tail event dates of unclustered
- events only}
- \item{events.bad.normal}{\sQuote{data.frame} containing events list as an input
- to \sQuote{eventstudy} function, containing left tail event dates of unclustered
- events only}
- \item{events.good.purged}{\sQuote{data.frame} containing events list as an input
- to \sQuote{eventstudy} function, containing right tail event dates of unclustered
- events and unclustered events}
- \item{events.bad.purged}{\sQuote{data.frame} containing events list as an input
- to \sQuote{eventstudy} function, containing left tail event dates of unclustered
- and clustered events}
+ A \code{list} object containing:
+ \item{events.good.normal}{\sQuote{data.frame} containing right tail
+ event dates of unclustered events.}
+
+ \item{events.bad.normal}{\sQuote{data.frame} containing left tail
+ event dates of unclustered events.}
+
+ \item{events.good.purged}{\sQuote{data.frame} containing right tail
+ event dates of unclustered events and unclustered events.}
+
+ \item{events.bad.purged}{\sQuote{data.frame} containing left tail
+ event dates of unclustered and clustered events.}
}
\references{
@@ -55,11 +56,10 @@
\examples{
data(OtherReturns)
-## Formatting extreme event dates
-input <- get.clusters.formatted(event.series = OtherReturns[,"SP500"],
- response.series = OtherReturns[,"NiftyIndex"])
-## Extracting event dates
-event.lists <- eesDates(input)
-str(event.lists, max.level = 2)
+input <- get.clusters.formatted(event.series = OtherReturns[, "SP500"],
+ response.series = OtherReturns[, "NiftyIndex"])
+
+eventlist <- eesDates(input)
+str(eventlist, max.level = 2)
}
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