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EventStudy (version 0.37)

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

74

Version

0.37

License

GPL (>= 2)

Maintainer

Dr. Mueller

Last Published

December 20th, 2021

Functions in EventStudy (0.37)

API for https://www.eventstudytools.com

ApplicationInputInterface

Abstract Application Input Interface for Event Study R Package

EventStudyApplicationInput

Abnormal Return Calculation (ARC) API Wrapper

AVyCApplicationInput

Abnormal Volatility Calculation Parameters

EventStudyAddin

RStudio Addin for performing an Event Study

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

Averaged Abnormal Return Plot

Get URL content based on local

Set eventStudy API Key

Objects exported from other packages

Abnormal Return Plot

Check column type

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

ARCApplicationInput

Abnormal Return Calculation Parameters

AVCApplicationInput

Abnormal Volume Calculation Parameters

checkESTAPIError

Get Google API errors

checkDateFormat

Check on correct date format

Check input data files

Customer message log level

Get the error message

getDefaultApplicationInput

Returns default parameters for an EventStudy type

Is this a try error?

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

pointwiseCARPlot

Pointwise Cumulative Abnormal Return Plot