[Eventstudies-commits] r347 - pkg/man

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

Author: vikram
Date: 2014-05-15 20:22:31 +0200 (Thu, 15 May 2014)
New Revision: 347

Modified:
   pkg/man/eesSummary.Rd
   pkg/man/lmAMM.Rd
   pkg/man/makeX.Rd
   pkg/man/manyfirmssubperiod.lmAMM.Rd
   pkg/man/subperiod.lmAMM.Rd
Log:
Corrected manual examples

Modified: pkg/man/eesSummary.Rd
===================================================================
--- pkg/man/eesSummary.Rd	2014-05-15 18:20:59 UTC (rev 346)
+++ pkg/man/eesSummary.Rd	2014-05-15 18:22:31 UTC (rev 347)
@@ -77,7 +77,10 @@
 
 \examples{
 data(OtherReturns)
-
-ees.summary.tables <- eesSummary(OtherReturns$SP500)
+## Formatting extreme event dates
+input <- get.clusters.formatted(event.series = OtherReturns[,"SP500"], 
+      	                        response.series = OtherReturns[,"NiftyIndex"])	
+## Extreme event summary tables
+ees.summary.tables <- eesSummary(input)
 str(ees.summary.tables, max.level = 2)
 }

Modified: pkg/man/lmAMM.Rd
===================================================================
--- pkg/man/lmAMM.Rd	2014-05-15 18:20:59 UTC (rev 346)
+++ pkg/man/lmAMM.Rd	2014-05-15 18:22:31 UTC (rev 347)
@@ -82,7 +82,7 @@
 
 firm.returns <- StockPriceReturns[, "Infosys"]
 market.returns <- OtherReturns[ ,"NiftyIndex"]
-currency.returns <- OtherReturns[, "INRUSD"]
+currency.returns <- OtherReturns[, "USDINR"]
 
 X <- makeX(market.returns,
            others = currency.returns,
@@ -97,11 +97,11 @@
 amm.residual <- zoo(amm.residual,
                     order.by = as.Date(names(amm.residual)))
 
-comparison <- merge(AMMResidual = amm.residual,
+Comparison <- merge(AMMResidual = amm.residual,
                     Infosys = StockPriceReturns$Infosys,
                     NiftyIndex =  OtherReturns$NiftyIndex,
                     all = FALSE)
-plot(comparison)
+plot(Comparison, xlab="")
 }
 
 \keyword{lmAMM}

Modified: pkg/man/makeX.Rd
===================================================================
--- pkg/man/makeX.Rd	2014-05-15 18:20:59 UTC (rev 346)
+++ pkg/man/makeX.Rd	2014-05-15 18:22:31 UTC (rev 347)
@@ -77,7 +77,7 @@
 \examples{
 data("OtherReturns")
 market.returns <- OtherReturns$NiftyIndex
-currency.returns <- OtherReturns$INRUSD
+currency.returns <- OtherReturns$USDINR
 
 X <- makeX(market.returns,
            others = currency.returns,

Modified: pkg/man/manyfirmssubperiod.lmAMM.Rd
===================================================================
--- pkg/man/manyfirmssubperiod.lmAMM.Rd	2014-05-15 18:20:59 UTC (rev 346)
+++ pkg/man/manyfirmssubperiod.lmAMM.Rd	2014-05-15 18:22:31 UTC (rev 347)
@@ -59,11 +59,12 @@
 }
 
 \examples{
+data("StockPriceReturns")
 data("OtherReturns")
 
 firm.returns <- StockPriceReturns[, c("Infosys","TCS")]
 market.returns <- OtherReturns$NiftyIndex
-currency.returns <- OtherReturns$INRUSD
+currency.returns <- OtherReturns$USDINR
 
 X <- makeX(market.returns,
            others = currency.returns,
@@ -71,12 +72,12 @@
            switch.to.innov = FALSE,
            market.returns.purge = FALSE,
            verbose = FALSE,
-	   dates = as.Date(c("2012-02-01", "2013-01-01", "2014-01-20")))
+	   dates = as.Date(c("2010-07-01", "2011-11-17", "2013-03-29")))
 
 res <- manyfirmssubperiod.lmAMM(firm.returns = firm.returns,
                                 X = X,
                                 lags = 1,
-                                dates = as.Date(c("2012-02-01", "2013-01-01", "2014-01-20")),
+                                dates = as.Date(c("2010-07-01", "2011-11-17", "2013-03-29")),
                                 periodnames = c("P1", "P2"),
                                 verbose = FALSE)
 print(res)

Modified: pkg/man/subperiod.lmAMM.Rd
===================================================================
--- pkg/man/subperiod.lmAMM.Rd	2014-05-15 18:20:59 UTC (rev 346)
+++ pkg/man/subperiod.lmAMM.Rd	2014-05-15 18:22:31 UTC (rev 347)
@@ -77,16 +77,14 @@
                     switch.to.innov = TRUE,
                     market.returns.purge = TRUE,
                     nlags = 1,
-                    dates = as.Date(c("2012-02-01","2013-01-01","2014-01-20")),
+                    dates = as.Date(c("2010-07-01", "2011-11-17", "2013-03-29")),
                     verbose = FALSE)
 
 res <- subperiod.lmAMM(firm.returns,
                        X = regressors,
                        nlags = 1,
                        verbose = FALSE,
-                       dates = as.Date(c("2012-02-01",
-                                         "2013-01-01",
-                                         "2014-01-20")))
+                       dates = as.Date(c("2010-07-01", "2011-11-17", "2013-03-29")))
 str(res)
 }
 \keyword{subperiod.lmAMM}