An R package for conducting event studies and a platform for methodological research on event studies.
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R Fixed package dependencies and import issues. Jun 28, 2017
data Re-saved data files in xz compression. Nov 18, 2015
inst Fixed package dependencies and import issues. Jun 28, 2017
man Replaced non-working citation URL with paper DOI Jun 30, 2017
tests Moved all package files from the pkg sub-directory to root. Apr 9, 2015
vignettes Fixed a typo Jun 28, 2017
.Rbuildignore Ignore travis.yml in builds. Apr 9, 2015
.Rinstignore
.travis.yml
CHANGELOG
DESCRIPTION Fixed package dependencies and import issues. Jun 28, 2017
NAMESPACE Fixed package dependencies and import issues. Jun 28, 2017
README.md Added market model example Jun 30, 2017

README.md

eventstudies

Build Status

An R package for conducting event studies and a platform for methodological research on event studies.

Installation

Stable version

Release notes: https://github.com/nipfpmf/eventstudies/releases/tag/v1.2

install.packages("eventstudies")
## OR
devtools::install_github("nipfpmf/eventstudies", ref="v1.2")

Latest version

devtools::install_github("nipfpmf/eventstudies", ref="master")

Usage

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)

Help

?eventstudy
vignette("eventstudies", package = "eventstudies")
examples("eventstudy", package = "eventstudies")

Contributing

  1. Fork it!
  2. Create your feature branch: git checkout -b my-new-feature
  3. Commit your changes: git commit -am 'Add some feature'
  4. Push to the branch: git push origin my-new-feature
  5. Submit a pull request

History

This repository was moved from R-forge before the release of v1.2:

https://r-forge.r-project.org/projects/eventstudies

License

GPL-2