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EventStudy (version 0.36)

Event Study Analysis

Description

Perform Event Studies from through our Application Programming Interface, parse the results, visualize it, and / or use the results in further analysis.

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Version

Install

install.packages('EventStudy')

Monthly Downloads

79

Version

0.36

License

GPL (>= 2)

Maintainer

Dr. Mueller

Last Published

March 14th, 2019

Functions in EventStudy (0.36)

Parses request and results files returned from our Event Study API interface.

AVyCApplicationInput

Abnormal Volatility Calculation Parameters

API for www.eventstudytools.com

ApplicationInputInterface

Abstract Application Input Interface for Event Study R Package

EventStudyAddin

RStudio Addin for performing an Event Study

getSP500ExampleFiles

This function copies the three csv files to the actual working directory. This example data is used as motivation for using Event Studies for Additions / Deletions to market indices.

Check EventStudy input files

Check input data files

Customer message log level

Is this a try error?

checkDateFormat

Check on correct date format

pointwiseCARPlot

Pointwise Cumulative Abnormal Return Plot

ARCApplicationInput

Abnormal Return Calculation Parameters

EventStudyApplicationInput

Abnormal Return Calculation (ARC) API Wrapper

Get URL content based on local

AVCApplicationInput

Abnormal Volume Calculation Parameters

Get the error message

Objects exported from other packages

This functionality is borrowed from: https://github.com/MarkEdmondson1234/googleAuthR ReTry API requests for certain errors using exponential backoff.

checkESTAPIError

Get Google API errors

Abnormal Return Plot

Check column type

Averaged Abnormal Return Plot

Set eventStudy API Key

getDefaultApplicationInput

Returns default parameters for an EventStudy type