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EventStudy (version 0.35)

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

57

Version

0.35

License

GPL (>= 2)

Maintainer

Dr. Mueller

Last Published

March 2nd, 2019

Functions in EventStudy (0.35)

ARCApplicationInput

Abnormal Return Calculation Parameters
AVCApplicationInput

Abnormal Volume Calculation Parameters
arPlot

Abnormal Return Plot
AVyCApplicationInput

Abnormal Volatility Calculation Parameters
ApplicationInputInterface

Abstract Application Input Interface for Event Study R Package
EventStudyAddin

RStudio Addin for performing an Event Study
checkFile

Check input data files
checkFiles

Check EventStudy input files
EventStudyApplicationInput

Abnormal Return Calculation (ARC) API Wrapper
myMessage

Customer message log level
checkClass

Check column type
pointwiseCARPlot

Pointwise Cumulative Abnormal Return Plot
estAPIKey

Set eventStudy API Key
ResultParser

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

Averaged Abnormal Return Plot
getDefaultApplicationInput

Returns default parameters for an EventStudy type
retryRequest

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

Objects exported from other packages
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.
isError

Is this a try error?
checkDateFormat

Check on correct date format
checkESTAPIError

Get Google API errors
doHttrRequest

Get URL content based on local
EventStudy

EventStudy
errorMessage

Get the error message
EventStudyAPI