[Eventstudies-commits] r407 - pkg/inst/tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Mar 13 08:17:59 CET 2015
Author: chiraganand
Date: 2015-03-13 08:17:59 +0100 (Fri, 13 Mar 2015)
New Revision: 407
Modified:
pkg/inst/tests/test_compilation.txt
Log:
Added markers for tests which need to be coded for this version.
Modified: pkg/inst/tests/test_compilation.txt
===================================================================
--- pkg/inst/tests/test_compilation.txt 2015-03-12 20:31:22 UTC (rev 406)
+++ pkg/inst/tests/test_compilation.txt 2015-03-13 07:17:59 UTC (rev 407)
@@ -17,8 +17,8 @@
* zero
* +Inf
* -Inf
- * Values greater than the no. of rows in dataframe StockPriceReturns
- b) Check for following when zoo object with firm data and dates as index is a univariate series:
+> * Values greater than the no. of rows in dataframe StockPriceReturns
+> b) Check for following when zoo object with firm data and dates as index is a univariate series:
# If univariate series is input as vector (not matrix), then the function fails.
c) Check for following values for z (zoo object):
# Extreme values:
@@ -31,40 +31,40 @@
****************** Models ********************
2. Function marketModel
- a) Check whether: # of rows in df(firm returns) = # of rows in df(market returns)
+> a) Check whether: # of rows in df(firm returns) = # of rows in df(market returns)
b) Check for extreme values of no. of rows and columns i.e. 1 row or 1 col in dataset
- c) Check for residuals = TRUE (whether data is in returns or price format)
- d) Check for class of arguments
+> c) Check for residuals = TRUE (whether data is in returns or price format)
+> d) Check for class of arguments
3. Function excessReturn
- a) Check whether: # of rows in df(firm returns) = # of rows in df(market returns)
+> a) Check whether: # of rows in df(firm returns) = # of rows in df(market returns)
b) Check for extreme values of no. of rows and columns i.e. 1 row or 1 col in dataset
- c) Check for class of arguments
+> c) Check for class of arguments
4. Function lmAMM
- a) Check for whether X is the output of makeX or not (read makeX manual)
- b) Check for other logical arguments (those with TRUE/FALSE)
+> a) Check for whether X is the output of makeX or not (read makeX manual)
+> b) Check for other logical arguments (those with TRUE/FALSE)
5. Function None
- a) Check that no model arguments should be specified
+> a) Check that no model arguments should be specified
************** Remap functions **************
6. Function remap.cumsum
- a) Check for is.pc = TRUE (whether data is in percentage)
+> a) Check for is.pc = TRUE (whether data is in percentage)
b) Check for following values of base:
- # Normal values:
+> # Normal values:
* 0
* 100
# Extreme values:
* -Inf
* Inf
7. Function remap.cumprod
- a) Check for is.pc = TRUE (whether data is in percentage)
- b) Check for is.pc = TRUE (whether data is in returns or price format)
+> a) Check for is.pc = TRUE (whether data is in percentage)
+> b) Check for is.pc = TRUE (whether data is in returns or price format)
c) Check for following values of base:
- # Normal values:
+> # Normal values:
* 0
* 100
# Extreme values:
@@ -74,7 +74,7 @@
************* Inference procedures ***********
8. Function inference.bootstrap
- a) Check for following values of boot.run:
+> a) Check for following values of boot.run:
# Normal values:
* 1000
* 10
@@ -84,18 +84,18 @@
b) Check for following values of es.w:
# Extreme values:
* Only one row in zoo object, es.w (i.e. only one observation for each firm which is corresponding to event date)
- * Only one column in zoo object, es.w (i.e. data input is only for one firm)
+> * Only one column in zoo object, es.w (i.e. data input is only for one firm)
10. Function inference.wilcox
a) Check for following values of prob:
- # Normal values:
+> # Normal values:
* .10
# Extreme values:
* Any value less than 0 and greater than 1
b) Check for following values of es.w:
# Extreme values:
* Only one row in zoo object, es.w (i.e. only one observation for each firm which is corresponding to event date)
- * Only one column in zoo object, es.w (i.e. data input is only for one firm)
+> * Only one column in zoo object, es.w (i.e. data input is only for one firm)
************************************************************************************************************
@@ -103,20 +103,20 @@
II. TESTS FOR FUNCTIONALITY
1. Function phys2eventime
- a) Check for list components returned by the function
+ > a) Check for list components returned by the function
* Check for the structure of `z.e'. It should not be a transpose
(of the format in which it goes in inference.bootstrap())
- b) Check for firm selected should not have NA in data for defined width
- c) Check for class of arguments
- d) Check for if the function handles following data discrepancies in events:
+> b) Check for firm selected should not have NA in data for defined width
+> c) Check for class of arguments
+> d) Check for if the function handles following data discrepancies in events:
* Missing dates in eventlist
* Missing firm in eventlist
- e) When zoo object with firm data and dates as index is a univariate series,
+> e) When zoo object with firm data and dates as index is a univariate series,
function must work if its a matrix of one column (i.e. only one
observation for each firm which is corresponding to event date), or
if it is a matrix of one column (i.e. data input is only for one
firm).
- f) Check for only one observation in data frame, event.list
+> f) Check for only one observation in data frame, event.list
(i.e. only one firm has an observed event)
@@ -129,7 +129,7 @@
a) Check with small sample data whether the result is correct or not.
4. Function lmaMM
- a) Check for class of arguments
+L a) Check for class of arguments
b) Check the working and results of regression analysis manually: difficult @leave this for now
@ remind to come up with test cases for lmAMM
@@ -137,17 +137,17 @@
************** Remap functions **************
6. Function remap.cumsum
- a) Cumulate by summing and tally
+> a) Cumulate by summing and tally
7. Function remap.cumprod
- a) Cumulate by multiplying and tally
+> a) Cumulate by multiplying and tally
************* Inference procedures ***********
8. Function inference.bootstrap @think and read
- a) Check the structure of es.w given as argument (it should be zoo
+> a) Check the structure of es.w given as argument (it should be zoo
object indexed by event time and the `z.e' component of the list
- returned by the ‘phys2eventtime’ function.
+ returned by the "phys2eventtime" function.
* Check the structure of es$z.e given as argument
9. Function inference.wilcox @think and read
@@ -157,19 +157,19 @@
III. TESTS FOR AGGREGATE FUNCTION (eventstudy)
10. Check the following for argument, event.window:
- # Normal values:
+> # Normal values:
* Any value less than no. of rows of firm.returns and greater than zero
# Extreme values:
* 0
* Inf/ -Inf
* Any value greater than no. of rows of firm.returns and less than zero
- b) Check that event.window does not overlap with estimation window (i.e. firm returns
+> b) Check that event.window does not overlap with estimation window (i.e. firm returns
used to estimate market returns through any of the described models.
c)
***************** Models *********************
10. Check the function for all the models using small data sets:
- a) Check for the argument, type: by default, model type (argument in eventstudy
+> a) Check for the argument, type: by default, model type (argument in eventstudy
function) should be market model, else specify the type as any of the following:
# none
# lmAMM
@@ -178,13 +178,13 @@
***************** Remap functions ************
11. Check the function for logical argument to.remap (taking values TRUE/ FALSE):
- a) for cumsum
- b) for cumprod
+> a) for cumsum
+> b) for cumprod
************* Inference procedures ***********
-12. Check the function for logical argument inference (taking values TRUE/ FALSE):
-13. Check the function for the argument inference.strategy taking following values:
+> 12. Check the function for logical argument inference (taking values TRUE/ FALSE):
+> 13. Check the function for the argument inference.strategy taking following values:
a) bootstrap
b) wilcoxin
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