[Eventstudies-commits] r343 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu May 15 19:08:18 CEST 2014
Author: chiraganand
Date: 2014-05-15 19:08:18 +0200 (Thu, 15 May 2014)
New Revision: 343
Removed:
pkg/man/eesPlot.Rd
Log:
Removed older eesPlot man page.
Deleted: pkg/man/eesPlot.Rd
===================================================================
--- pkg/man/eesPlot.Rd 2014-05-15 17:04:01 UTC (rev 342)
+++ pkg/man/eesPlot.Rd 2014-05-15 17:08:18 UTC (rev 343)
@@ -1,79 +0,0 @@
-\name{eesPlot}
-\alias{eesPlot}
-
-\title{Plotting clustered and unclustered extreme events}
-
-\description{ This function plots an event study with extreme events
- as identified by the function \sQuote{ees}.
-}
-
-\usage{
-eesPlot(z,
- response.series.name,
- event.series.name,
- titlestring,
- ylab,
- width,
- prob.value)
-}
-
-\arguments{
-
- \item{z}{a time series object with the response and event series.}
-
- \item{response.series.name}{Column name of the series in \sQuote{z}
- that will be the \sQuote{outcome} or \sQuote{response} series.}
-
- \item{event.series.name}{Column name of the series in \sQuote{z} that
- will be the \sQuote{event} series.}
-
- \item{titlestring}{Title for event study plot}
-
- \item{ylab}{Y-axis label of the plot}
-
- \item{width}{Time window before and after the event to be plotted}
-
- \item{prob.value}{Cut-off values in the probability distribution (in
- percentage terms) to identify extreme events.}
-}
-
-\details{
- This function draws from many different functions in the package:
- \itemize{
- \item Identify extreme events based on \sQuote{prob.value} on the
- series named \sQuote{event.series.name} in \sQuote{z}, similar to
- the function \code{ees};
-
- \item Treats clusters in the events identified as one event by
- cumulating the series named \sQuote{response.series.name} in
- \sQuote{z} for the period in the cluster;
-
- \item Obtains confidence intervals using \code{inference.bootstrap}
- and the presents the anaylsis in a graph.
- }
-
-}
-
-\value{A plot of the response series with lower and upper tail events
- defined on the event series.}
-
-\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")
-
-eesPlot(z = OtherReturns,
- response.series.name = OtherReturns$NiftyIndex,
- event.series.name = OtherReturns$SP500,
- titlestring = "S&P500",
- ylab = "(Cum.) change in NIFTY")
-}
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