An R package for conducting event studies and a platform for methodological research on event studies.
Release notes: https://github.com/nipfpmf/eventstudies/releases/tag/v1.2.2
Current stable version of
v1.2.2. It can be
installed directly from CRAN or via GitHub.
Latest/unstable version of the package can be installed via GitHub:
data("SplitDates", package = "eventstudies") data("StockPriceReturns", package = "eventstudies") data("OtherReturns", package = "eventstudies") es <- eventstudies::eventstudy(firm.returns = StockPriceReturns, event.list = SplitDates, event.window = 7, type = "marketModel", to.remap = TRUE, remap = "cumsum", inference = TRUE, inference.strategy = "bootstrap", model.args = list( market.returns = OtherReturns[, "NiftyIndex"] ) ) plot(es)
?eventstudy vignette("eventstudies", package = "eventstudies") examples("eventstudy", package = "eventstudies")
- Fork it!
- Create your feature branch:
git checkout -b my-new-feature
- Commit your changes:
git commit -am 'Add some feature'
- Push to the branch:
git push origin my-new-feature
- Submit a pull request
This repository was moved from R-forge before the release of v1.2: