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eventstudies (version 1.0)
Event study and extreme event analysis
Description
Implementation of short and long term event study methodology
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1.2.2
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Install
install.packages('eventstudies')
Monthly Downloads
55
Version
1.0
License
GPL-2
Maintainer
Vikram Bahure
Last Published
May 6th, 2013
Functions in eventstudies (1.0)
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inr
Exchange rate for Indian rupee: INR/USD
eventstudy-package
Event study analysis.
StockPriceReturns
It is the data-set used for event-study analysis.
eesPlot
Plotting clustered and unclustered extreme event study plot.
phys2eventtime
Converts physical dates to event dates.
inference.Ecar
Bootstrap inference for the event study.
SplitDates
It is the data-set used for event-study analysis.
remap.cumsum
This function gives the cumulative total of the values ( in level or percentage form ).
eesData
It is the data-set used for event-study analysis.
ees
Extreme events study for a time series.
remap.cumprod
Returns geometric returns.
remap.event.reindex
This function sets the value at event date to be 100 and the other values relative to this value.