remap.event.reindex: This function sets the value at event date to be 100 and the...

Description Usage Arguments Value See Also Examples

View source: R/remap.event.reindex.R

Description

A function which consumes a zoo object where there are lots of events (as columns). The contents are all levels. For each column, the event date value is set to 100 and all other values are scaled accordingly. It's input is a zoo object which is the first component of the list returned by phys2eventtime.

Usage

1

Arguments

z

z is a zoo object containing input data from phys2eventtime.

Value

The function returns a zoo object which has been rescaled.

See Also

phys2eventtime

Examples

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data(StockPriceReturns)
data(SplitDates)
es.results <- phys2eventtime(z=StockPriceReturns, events=SplitDates,width=5)
es.w <- window(es.results$z.e, start=-5, end=+5)
eventtime <- remap.event.reindex(es.w)

eventstudies documentation built on May 19, 2017, 3:31 p.m.

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