README.md

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EventStudyTools (EST) API R Wrapper

This software library provides the capability to easily deploy the EST API.

Installation

Developer Version

library(devtools)
install_github("EventStudyTools/api-wrapper.r")

CRAN Version

install.packages("EventStudy")

Attention

You need the developer verision of purrr (github)

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Simple Example of an Abnormal Returns Calculator (ARC) launch

You can find a free API key on our website: https://www.eventstudytools.com/api-key

apiUrl <- "http://api.eventstudytools.com"
apiKey <- "Insert API key"

library(EventStudy)
# Setup API Connection
estSetup <- EventStudyAPI$new(apiUrl)
estSetup$authentication(apiKey)

# Type of Analysis
estType <- "arc"

# CSV files
dataFiles <- c("request_file" = "01_RequestFile.csv", 
               "firm_data"    = "02_firmData.csv", 
               "market_data"  = "03_MarketData.csv")

# Path of result files
resultPath <- "results"

# Perform standard Event Study
estSetup$performDefaultEventStudy(estType    = estType,
                                  dataFiles  = dataFiles, 
                                  resultPath = resultPath)

Details can be found in our vignettes



EventStudyTools/api-wrapper.r documentation built on May 7, 2018, 4:26 p.m.