ParameterSet: Event Study Parameter Set
In EventStudy: Event Study Analysis
ParameterSet R Documentation
Event Study Parameter Set
Description
The parameter set defines the Event Study, e.g, the return
calculation, the event study model, the AR, CAR, AAR, and CAAR test
statistics that should be applied.
Public fields
return_calculationA R6 object for calculating returns.
return_modelA R6 object for fitting the desired model.
single_event_statisticssingle event test statistic R6 object.
multi_event_statisticsmulti event test statistic R6 object.
study_typeType of event study: "return" (default),
"volume", or "volatility". Affects axis labels in plots.
degenerate_handlingControls how degenerate estimation data
is handled. One of "lenient" (default), "strict",
or NULL (defer to package option or built-in default).
See ?degenerate-input-contract for details.
Methods
Public methods
ParameterSet$new()
Initialize the parameters that defines the Event Study that should be applied.
Usage
ParameterSet$new(
return_calculation = SimpleReturn$new(),
return_model = MarketModel$new(),
single_event_statistics = SingleEventStatisticsSet$new(),
multi_event_statistics = MultiEventStatisticsSet$new(),
degenerate_handling = NULL
)
Arguments
return_calculationAn initialized return calculation class.
Defaults to SimpleReturn.
return_modelAn initialized event study model.
Defaults to MarketModel.
single_event_statisticsDefinition of single event test statistics.
Defaults to SingleEventStatisticsSet (AR T and CAR T tests).
multi_event_statisticsDefinition of multiple event test statistics.
Defaults to MultiEventStatisticsSet (CSect T test).
degenerate_handlingOne of "lenient", "strict",
or NULL. See ?degenerate-input-contract.
ParameterSet$print()
Print a summary of the parameter set.
Usage
ParameterSet$print(...)
ParameterSet$clone()
The objects of this class are cloneable with this method.
Usage
ParameterSet$clone(deep = FALSE)
Arguments
deepWhether to make a deep clone.
See Also
Other eventstudy-pipeline:
EventStudyTask,
calculate_statistics(),
fit_model(),
prepare_event_study(),
run_event_study()
EventStudy documentation built on Oct. 31, 2026, 1:07 a.m.
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| ParameterSet | R Documentation |
Event Study Parameter Set
Description
The parameter set defines the Event Study, e.g, the return calculation, the event study model, the AR, CAR, AAR, and CAAR test statistics that should be applied.
Public fields
return_calculationA R6 object for calculating returns.
return_modelA R6 object for fitting the desired model.
single_event_statisticssingle event test statistic R6 object.
multi_event_statisticsmulti event test statistic R6 object.
study_typeType of event study: "return" (default), "volume", or "volatility". Affects axis labels in plots.
degenerate_handlingControls how degenerate estimation data is handled. One of
"lenient"(default),"strict", orNULL(defer to package option or built-in default). See?degenerate-input-contractfor details.
Methods
Public methods
ParameterSet$new()
Initialize the parameters that defines the Event Study that should be applied.
Usage
ParameterSet$new( return_calculation = SimpleReturn$new(), return_model = MarketModel$new(), single_event_statistics = SingleEventStatisticsSet$new(), multi_event_statistics = MultiEventStatisticsSet$new(), degenerate_handling = NULL )
Arguments
return_calculationAn initialized return calculation class. Defaults to SimpleReturn.
return_modelAn initialized event study model. Defaults to MarketModel.
single_event_statisticsDefinition of single event test statistics. Defaults to SingleEventStatisticsSet (AR T and CAR T tests).
multi_event_statisticsDefinition of multiple event test statistics. Defaults to MultiEventStatisticsSet (CSect T test).
degenerate_handlingOne of
"lenient","strict", orNULL. See?degenerate-input-contract.
ParameterSet$print()
Print a summary of the parameter set.
Usage
ParameterSet$print(...)
ParameterSet$clone()
The objects of this class are cloneable with this method.
Usage
ParameterSet$clone(deep = FALSE)
Arguments
deepWhether to make a deep clone.
See Also
Other eventstudy-pipeline:
EventStudyTask,
calculate_statistics(),
fit_model(),
prepare_event_study(),
run_event_study()
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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