[Eventstudies-commits] r383 - pkg/man

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

Author: chiraganand
Date: 2014-11-14 14:46:36 +0100 (Fri, 14 Nov 2014)
New Revision: 383

Added:
   pkg/man/marketModel.Rd
Removed:
   pkg/man/marketResidual.Rd
Modified:
   pkg/man/eventstudy.Rd
Log:
Modified eventstudy manual for market model, renamed the market model manual.

Modified: pkg/man/eventstudy.Rd
===================================================================
--- pkg/man/eventstudy.Rd	2014-11-13 15:58:18 UTC (rev 382)
+++ pkg/man/eventstudy.Rd	2014-11-14 13:46:36 UTC (rev 383)
@@ -16,7 +16,7 @@
            event.list,
            event.window = 10,
            is.levels =  FALSE,
-           type = "marketResidual",
+           type = "marketModel",
            to.remap = TRUE,
            remap = "cumsum",
            inference = TRUE,
@@ -76,7 +76,7 @@
   
   \item{model.args}{
     All other arguments to be passed depends on whether \sQuote{type}
-    is \dQuote{marketResidual}, \dQuote{excessReturn}, or
+    is \dQuote{marketModel}, \dQuote{excessReturn}, or
     \dQuote{lmAMM}. When \dQuote{None}, no additional arguments will be
     needed. See \sQuote{Details}. 
   }
@@ -91,8 +91,8 @@
 
   \dQuote{type} currently supports:
   \itemize{
-    \item{\dQuote{marketResidual}: uses \code{\link{marketResidual}}
-      function to extract market returns from firms return using a
+    \item{\dQuote{marketModel}: uses \code{\link{marketModel}}
+      function to regress market returns on firms return using a
       linear model.}
 
     \item{\dQuote{excessReturn}: uses \code{\link{excessReturn}} to
@@ -137,7 +137,7 @@
   the relevant functions are listed here:
 
   \itemize{
-    \item \dQuote{marketResidual}: \cr
+    \item \dQuote{marketModel}: \cr
     - market.returns
     \item \dQuote{excessReturn}: \cr
     - market.returns
@@ -209,7 +209,7 @@
 \author{Ajay Shah, Chirag Anand, Vikram Bahure, Vimal Balasubramaniam}
 
 \seealso{ \code{\link{lmAMM}},
-  \code{\link{marketResidual}},	
+  \code{\link{marketModel}},	
   \code{\link{excessReturn}},
   \code{\link{phys2eventtime}},
   \code{\link{inference.bootstrap}},
@@ -240,7 +240,7 @@
 es <- eventstudy(firm.returns = StockPriceReturns,
                  event.list = SplitDates,
                  event.window = 10,
-                 type = "marketResidual",
+                 type = "marketModel",
                  to.remap = TRUE,
                  remap = "cumsum",
                  inference = TRUE,

Copied: pkg/man/marketModel.Rd (from rev 374, pkg/man/marketResidual.Rd)
===================================================================
--- pkg/man/marketModel.Rd	                        (rev 0)
+++ pkg/man/marketModel.Rd	2014-11-14 13:46:36 UTC (rev 383)
@@ -0,0 +1,37 @@
+\name{marketModel}
+\alias{marketModel}
+
+\title{Extract residuals from a market model}
+
+\description{This function extracts residuals from a market model using
+  function \code{stats:lm}.}
+
+\usage{marketModel(firm.returns, market.returns)}
+
+\arguments{
+
+  \item{firm.returns}{a \pkg{zoo} time series object (univariate or
+  otherwise) with firm returns.}
+
+  \item{market.returns}{a \pkg{zoo} time series of market index returns.}
+}
+
+\value{Residual returns unexplained by market index returns.}
+
+\author{Vikram Bahure}
+
+\examples{ 
+data("StockPriceReturns")
+data("OtherReturns")
+
+mm.result <- marketModel(firm.returns = StockPriceReturns,
+                            market.returns = OtherReturns$NiftyIndex)
+
+comparison <- merge(MarketResidual = mm.result$Infosys,
+                    Infosys = StockPriceReturns$Infosys,
+                    NiftyIndex = OtherReturns$NiftyIndex,
+                    all = FALSE)
+plot(comparison)
+}
+
+\keyword{marketModel}

Deleted: pkg/man/marketResidual.Rd
===================================================================
--- pkg/man/marketResidual.Rd	2014-11-13 15:58:18 UTC (rev 382)
+++ pkg/man/marketResidual.Rd	2014-11-14 13:46:36 UTC (rev 383)
@@ -1,37 +0,0 @@
-\name{marketResidual}
-\alias{marketResidual}
-
-\title{Extract residuals from a market model}
-
-\description{This function extracts residuals from a market model using
-  function \code{stats:lm}.}
-
-\usage{marketResidual(firm.returns, market.returns)}
-
-\arguments{
-
-  \item{firm.returns}{a \pkg{zoo} time series object (univariate or
-  otherwise) with firm returns.}
-
-  \item{market.returns}{a \pkg{zoo} time series of market index returns.}
-}
-
-\value{Residual returns unexplained by market index returns.}
-
-\author{Vikram Bahure}
-
-\examples{ 
-data("StockPriceReturns")
-data("OtherReturns")
-
-mm.result <- marketResidual(firm.returns = StockPriceReturns,
-                            market.returns = OtherReturns$NiftyIndex)
-
-comparison <- merge(MarketResidual = mm.result$Infosys,
-                    Infosys = StockPriceReturns$Infosys,
-                    NiftyIndex = OtherReturns$NiftyIndex,
-                    all = FALSE)
-plot(comparison)
-}
-
-\keyword{marketResidual}