car_quantiles: CAR Quantiles

In EventStudy: Event Study Analysis

CAR Quantiles

Description

Compute quantiles of the CAR distribution across events.

Usage

car_quantiles(task, probs = c(0.05, 0.25, 0.5, 0.75, 0.95), car_window = NULL)

Arguments

task	A fitted EventStudyTask.
probs	Probability vector for quantiles. Default c(0.05, 0.25, 0.5, 0.75, 0.95).
car_window	Optional two-element vector for CAR window.

Value

A named numeric vector of quantiles.

See Also

Other eventstudy-statistics: ARTTest, BHARTTest, BMPTest, CARTTest, CSectTTest, CalendarTimePortfolioTest, GeneralizedSignTest, KolariPynnonenTest, MultiEventStatisticsSet, PatellZTest, RankTest, SignTest, SingleEventStatisticsSet, StatisticsSetBase, TestStatisticBase, adjust_p_values(), bootstrap_test(), car_by_group(), cross_sectional_regression(), model_diagnostics(), pretrend_test(), simulate_event_study(), validate_task()

EventStudy documentation built on Oct. 31, 2026, 1:07 a.m.