[Eventstudies-commits] r389 - pkg/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Nov 18 12:57:14 CET 2014


Author: chiraganand
Date: 2014-11-18 12:57:14 +0100 (Tue, 18 Nov 2014)
New Revision: 389

Modified:
   pkg/R/marketModel.R
Log:
Code formatting changes.

Modified: pkg/R/marketModel.R
===================================================================
--- pkg/R/marketModel.R	2014-11-18 11:41:06 UTC (rev 388)
+++ pkg/R/marketModel.R	2014-11-18 11:57:14 UTC (rev 389)
@@ -1,28 +1,28 @@
-marketModel <- function(firm.returns, market.returns,resid=TRUE) {
+marketModel <- function(firm.returns, market.returns,resid = TRUE) {
     returns <- merge(firm.returns, market.returns, all = FALSE, fill = NA)
     market.returns <- returns$market.returns
     returns <- returns[, -match("market.returns", colnames(returns))]
-    if(NCOL(returns)==1){ ## Output for a single firm
+    if (NCOL(returns) == 1) {             # Output for a single firm
         reg <- lm(returns ~ market.returns, na.action = na.exclude) #:DOC: na.exclude
-        if(resid==TRUE){ ## MM-residuals for a single firm
+        if (resid == TRUE) { ## MM-residuals for a single firm
             resid <- returns - predict(reg)
             return(resid)
-        }else{ ## Model estimates for a single firm
+        } else { ## Model estimates for a single firm
             return(reg)
         }
-    }else{ ## Multi-firm case
+    } else { ## Multi-firm case
         reg <- list()
         resids <- list()
-        if(resid==TRUE){ ## Residuals for the multi-firm case
-            for(i in 1:ncol(returns)){
-                reg[[i]] <- lm(returns[,i] ~ market.returns, na.action = na.exclude)
-                resids[[i]] <- returns[,i]-predict(reg[[i]])
+        if (resid == TRUE) { ## Residuals for the multi-firm case
+            for (i in 1:ncol(returns)) {
+                reg[[i]] <- lm(returns[, i] ~ market.returns, na.action = na.exclude)
+                resids[[i]] <- returns[, i] - predict(reg[[i]])
             }
             names(resids) <- colnames(returns)
-            resid <- do.call("merge",resids)
+            resid <- do.call("merge", resids)
             return(resid)
-        }else{ ## Model estimates for the multi-firm case
-            for(i in 1:ncol(returns)){
+        } else { ## Model estimates for the multi-firm case
+            for (i in 1:ncol(returns)) {
                 reg[[i]] <- lm(returns[,i] ~ market.returns, na.action = na.exclude)    
             }
             names(reg) <- colnames(returns)



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