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

Description Usage Arguments Value See Also Examples

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

1
2
3
4
5
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)


Search within the eventstudies package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.