[Eventstudies-commits] r417 - pkg/R

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

Author: sargam_jain
Date: 2015-04-08 17:23:14 +0200 (Wed, 08 Apr 2015)
New Revision: 417

Modified:
   pkg/R/eventstudy.R
   pkg/R/inference.bootstrap.R
   pkg/R/remap.cumsum.R
Log:
Changes in the code for univariate series.

Modified: pkg/R/eventstudy.R
===================================================================
--- pkg/R/eventstudy.R	2015-04-08 15:07:37 UTC (rev 416)
+++ pkg/R/eventstudy.R	2015-04-08 15:23:14 UTC (rev 417)
@@ -269,11 +269,15 @@
 ### Remapping event frame
   if (to.remap == TRUE) {
     outputModel <- switch(remap,
-                   cumsum = remap.cumsum(outputModel, is.pc = FALSE, base = 0),
-                   cumprod = remap.cumprod(outputModel, is.pc = TRUE,
-                     is.returns = TRUE, base = 100),
-                   reindex = remap.event.reindex(outputModel)
-                   )
+                          cumsum = remap.cumsum(outputModel, is.pc = FALSE, base = 0),
+                          cumprod = remap.cumprod(outputModel, is.pc = TRUE,
+                            is.returns = TRUE, base = 100),
+                          reindex = remap.event.reindex(outputModel)
+                          )
+    car <- outputModel
+    if(inference == FALSE){
+      outputModel <- ifelse(NCOL(outputModel) != 1, rowMeans(outputModel), mean(outputModel))
+    }
     remapping <- remap
   } else {
     remapping <- "none"
@@ -297,6 +301,10 @@
   if (exists("outputResiduals")) {
     attr(final.result, which = "model.residuals") <- outputResiduals
   }
+
+  if (exists("car")) {
+    attr(final.result, which = "CAR") <- car
+  }
   attr(final.result, which = "event.window") <- event.window
   attr(final.result, which = "inference") <- inference
   if (inference == TRUE) {

Modified: pkg/R/inference.bootstrap.R
===================================================================
--- pkg/R/inference.bootstrap.R	2015-04-08 15:07:37 UTC (rev 416)
+++ pkg/R/inference.bootstrap.R	2015-04-08 15:23:14 UTC (rev 417)
@@ -53,7 +53,7 @@
                                 ylab = "Cumulative returns of response series",
                                 main = "Event study plot") {
   Ecar <- function(transposed, d) {
-    colMeans(transposed[d,], na.rm=TRUE)
+    colMeans(transposed[d, , drop=FALSE], na.rm=TRUE)
   }
   tmp <- t(as.matrix(es.w))
   b <- boot(tmp, Ecar, R=boot.run)

Modified: pkg/R/remap.cumsum.R
===================================================================
--- pkg/R/remap.cumsum.R	2015-04-08 15:07:37 UTC (rev 416)
+++ pkg/R/remap.cumsum.R	2015-04-08 15:23:14 UTC (rev 417)
@@ -8,7 +8,7 @@
       tmp <- tmp/100
     }
     if(NCOL(z)==1){
-      z <- tmp
+      z <- base+cumsum(tmp)
     } else {
       z[,i] <- base+cumsum(tmp)
     }
@@ -18,8 +18,8 @@
 
 firstValueZero <- function(x){
   if(NCOL(x)==1){
-    x[1] <- 0
-  } else {
+   x[1] <- 0
+ } else {
     x[1,] <- 0
   }
   return(x)