AVCApplicationInput: Abnormal Volume Calculation Parameters

In EventStudy: Event Study Analysis

Abnormal Volume Calculation Parameters

Description

This R6 class defines the parameters for the Abnormal Volume Event Study. We recommend to use the set functionality to setup your Event Study, as we check input parameters.

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

Format

R6Class object.

Value

a ESTParameters R6 object

Methods

$new()

Constructor for AVCApplicationInput

$setEMail(eMail)

Set the e-Mail address for reporting. This functionality is currently not working

$setBenchmarkModel(model = 'mm')

Setter for the benchmark models

$setReturnType(returnType)

Setter for the return type (log or simple)

$setTestStatistics(testStatistics)

Setter for the test statistics

Arguments

AVCApplicationInput

An AVCApplicationInput object

eMail

An E-Mail address in String format

model

A benchmark model in String format

returnType

A return type in String format

testStatistics

A String vector with test statistics

Super classes

EventStudy::ApplicationInputInterface -> EventStudy::EventStudyApplicationInput -> EventStudy::ARCApplicationInput -> AVCApplicationInput

Public fields

key

Key of the Parameter set.

Methods

Public methods

• AVCApplicationInput$clone()

Inherited methods

• EventStudy::ApplicationInputInterface$serialize()
• EventStudy::ApplicationInputInterface$serializeToJson()
• EventStudy::ApplicationInputInterface$setNamedList()
• EventStudy::ApplicationInputInterface$setResultFileType()
• EventStudy::EventStudyApplicationInput$setup()
• EventStudy::ARCApplicationInput$setBenchmarkModel()
• EventStudy::ARCApplicationInput$setDataFiles()
• EventStudy::ARCApplicationInput$setEMail()
• EventStudy::ARCApplicationInput$setNonTradingDays()
• EventStudy::ARCApplicationInput$setReturnType()
• EventStudy::ARCApplicationInput$setTestStatistics()

---

Method clone()

The objects of this class are cloneable with this method.

Usage

AVCApplicationInput$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

## Not run: 
# get files for our S&P500 example; 3 files are written in the current 
# working directory
getSP500ExampleFiles()

# Generate a new parameter object
avcParams <- AVCApplicationInput$new()

# set test statistics
arcParams$setBenchmarkModel("garch")

# Setup API object
apiKey <- "{Your API key}"
estSetup <- EventStudyAPI$new()
estSetup$authentication(apiKey)

# Perform Event Study
estSetup$performEventStudy(estParams = avcParams, 
                           dataFiles = c("request_file" = "01_RequestFile.csv",
                                         "firm_data"    = "02_firmData.csv",
                                         "market_data"  = "03_marketData.csv"))

# Download task results and save them in the actiual working directory
estSetup$getTaskResults()

## End(Not run)

EventStudy documentation built on March 31, 2023, 5:43 p.m.