phys2eventtime: Converts physical dates to event dates.

Description

Given a zoo time-series vector and an event date, it converts the physical date to the event date. The event date becomes zero and all other dates shift accordingly.

Usage

phys2eventtime(z, events, width = 10)

Arguments

Value

Output is in a list format. A zoo object indexed with event time and a vector which describes the status of each unit in the original data.

Examples

Run this code

data(StockPriceReturns)
data(SplitDates)
phys2eventtime(z=StockPriceReturns, events=SplitDates,width=5)

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