remap.event.reindex: Re-index value within event window

Description Usage Arguments Value Author(s) See Also Examples

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

Description

Reset value at the beginning of the event window to a 100 and reindex thereon.

Usage

1

Arguments

z

z is a zoo object obtained from phys2eventtime.

Value

Rescaled returns value

Author(s)

Chirag Anand, Vikram Bahure, Vimal Balasubramaniam

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)

eventtime[as.character(-3:3), ]

eventstudies documentation built on July 4, 2017, 9:46 a.m.