EventStudy (version 0.36)

EventStudyAPI: API for www.eventstudytools.com

Description

R interface for performing Event Studies on www.eventstudytools.com. Please get a free API key from our website: https://www.eventstudytools.com/api-key.

For more details see the help vignette: vignette("introduction_eventstudy", package = "EventStudy")

Usage

EventStudyAPI

Format

R6Class object

Usage

For usage details see Methods, Arguments, and Examples sections.

Methods

new(apiServerUrl)

This method is used to create an object of this class with apiServerUrl as the url to the EventStudyTools server

authentication(apiKey)

This method is used to authenticate at apiServerUrl. A valid APIkey is required. You can download a free key on our website: www.eventstudytools.com

performEventStudy(estParam)

This method starts an Event Study. This method does all the analysis work for you

performDefaultEventStudy()

This method starts a default Event Study. It is a wrapper around performEventStudy

processTask()

This method starts the Event Study calculation on the server (after files are uploaded.

configureTask(input)

This method configures the Event Study. input is an ApplicationInputInterface R6 object, e.g. ARC configuration class

uploadFile(fileKey, fileName)

This method links to the file to upload. fileKey is the key of the file. Valid values are: request_file, firm_data, and market_data. fileName file name to upload.

commitData()

This method commits the data to the server

getTaskStatus()

Check if calculation is finished

getTaskResults(destDir = getwd())

Downloads the result files of the Event Study to destDir (Default: current working directory).

Arguments

eventstudyapi

An EventStudyAPI object

apiServerUrl

URL to the API endpoint

apiKey

Key for authentication

input

An ApplicationInputInterface object.

fileKey

Type of input file: request_file, firm_data, and market_data

fileName

Data filename

destDir

Directory for saving result files

Examples

# NOT RUN {
apiKey <- "{Please insert your aPI key here}"

The URL is already set by default
options(EventStudy.KEY = apiKey)

# initialize object
estSetup <- EventStudyAPI$new()

# get S&P500 example data
getSP500ExampleFiles()

# set Event Study parameters
estType <- "arc"
dataFiles <- c("request_file" = "01_RequestFile.csv", 
               "firm_data"    = "02_firmData.csv", 
               "market_data"  = "03_MarketData.csv")
resultPath <- "results"

# Perform Event Study 
estResult <- estSetup$performDefaultEventStudy(estType    = estType,
                                               dataFiles  = dataFiles, 
                                               destDir    = resultPath)
# }
# NOT RUN {
# }