[Eventstudies-commits] r353 - pkg/man

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

Author: chiraganand
Date: 2014-05-16 03:32:08 +0200 (Fri, 16 May 2014)
New Revision: 353

Modified:
   pkg/man/OtherReturns.Rd
   pkg/man/eesDates.Rd
   pkg/man/get.clusters.formatted.Rd
Log:
Changed formatting and language.

Modified: pkg/man/OtherReturns.Rd
===================================================================
--- pkg/man/OtherReturns.Rd	2014-05-15 19:33:49 UTC (rev 352)
+++ pkg/man/OtherReturns.Rd	2014-05-16 01:32:08 UTC (rev 353)
@@ -3,7 +3,7 @@
 \docType{data}
 
 \title{Data set containing daily returns of Nifty index, USD INR, call momey
-  rate, and S&P 500 index.}
+  rate, and S&P 500 index}
 
 \description{This data set consists of daily time series of market
   returns (Nifty index and S&P 500 index), currency returns (USD/INR),

Modified: pkg/man/eesDates.Rd
===================================================================
--- pkg/man/eesDates.Rd	2014-05-15 19:33:49 UTC (rev 352)
+++ pkg/man/eesDates.Rd	2014-05-16 01:32:08 UTC (rev 353)
@@ -1,7 +1,7 @@
 \name{eesDates}
 \alias{eesDates}
 
-\title{Event list for extreme event study analysis }
+\title{Get event list for extreme event study analysis}
 
 \description{
   This function creates event list (clustered and unclustered events) for extreme event study analysis.

Modified: pkg/man/get.clusters.formatted.Rd
===================================================================
--- pkg/man/get.clusters.formatted.Rd	2014-05-15 19:33:49 UTC (rev 352)
+++ pkg/man/get.clusters.formatted.Rd	2014-05-16 01:32:08 UTC (rev 353)
@@ -1,12 +1,16 @@
 \name{get.clusters.formatted}
 \alias{get.clusters.formatted}
 
-\title{Extreme event analysis (ees)}
-\description{Formats extreme event dates, dealing with clusters in the event frame}
+\title{Get formatted clusters to perform extreme event analysis (ees)}
+\description{The functions formats extreme event dates, dealing with
+  clusters in the event frame.}
 
 \usage{
-       get.clusters.formatted(event.series, response.series, probvalue = 5,
-   			      event.value = "nonreturns", response.value = "nonreturns")
+get.clusters.formatted(event.series,
+                       response.series,
+                       probvalue = 5,
+                       event.value = "nonreturns",
+                       response.value = "nonreturns")
 }
 
 \arguments{
@@ -31,34 +35,35 @@
 }
 
 \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{probvalue} mentioned by the user and generates summary
-  	statistics about the events. If \sQuote{probvalue} is 2.5\%, events
-  	below 2.5\% (lower tail) and above 97.5\% (upper tail) of the
-  	distribution are identified as extreme events. 
-	
-	Once the extreme events are defined, this function further formats the events. The 
-	extreme event functionality is muddled if we have another event occurring in the 
-	event time frame. Following the methodology of Patnaik. Shah and Singh (2013), we 
-	handle clustered events. Clustered events are handled in following ways:
+  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{probvalue} mentioned by the user and generates summary
+  statistics about the events. If \sQuote{probvalue} is 2.5\%, events
+  below 2.5\% (lower tail) and above 97.5\% (upper tail) of the
+  distribution are identified as extreme events. 
 
-	\itemize{
-		\item Clustered events which are defined as consecutive events, are fused 
-		into a single event and respective returns of response series are also fused.
-		\item Mixed clusters are the left and right tail events occurring on 
-		consecutive days. These are identified and discarded from the analysis.
-	}
-	
+  Once the extreme events are defined, this function further formats the
+  events. The extreme event functionality is muddled if we have another
+  event occurring in the event time frame. Following the methodology of
+  Patnaik. Shah and Singh (2013), we handle clustered events. Clustered
+  events are handled in following ways:
+
+  \itemize{
+    \item Clustered events which are defined as consecutive events, are fused 
+    into a single event and respective returns of response series are also fused.
+    \item Mixed clusters are the left and right tail events occurring on 
+    consecutive days. These are identified and discarded from the analysis.
+  }
 }
 
 \value{
-	A \pkg{zoo} object is returned with formatted \sQuote{event.series} and 
-	\sQuote{response.series}. It also has separate columns to identify tail events, 
-	named \sQuote{left.tail} and \sQuote{right.tail}, with binary outcome (1 equals 
-	tail event). Finally, the object has column named \sQuote{cluster.pattern} which 
-	identifies the length of the cluster in the event series.
+  A \pkg{zoo} object is returned with formatted \sQuote{event.series}
+  and \sQuote{response.series}. It also has separate columns to identify
+  tail events, named \sQuote{left.tail} and \sQuote{right.tail}, with
+  binary outcome (1 equals tail event). Finally, the object has column
+  named \sQuote{cluster.pattern} which identifies the length of the
+  cluster in the event series.
 }
 
 \references{
@@ -78,6 +83,6 @@
 
 gcf <- get.clusters.formatted(event.series = OtherReturns$SP500, 
        			      response.series = OtherReturns$NiftyIndex)
-       			      
+
 str(gcf, max.level = 2)
 }