[R] Event Studies in R
Dear all I tried finding a package for event studies but unfortunately without success. Does anyone know which package suits best for such an analysis? Thank you in advance. Regards [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Event Studies in R
Ivan, You need to be more specific if you want an answer. What kind of events? With or without attributes? Species extinction? Formula 1 races? Web clicks? Jim Porzak Minted.com San Francisco, CA www.linkedin.com/in/jimporzak use R! Group SF: www.meetup.com/R-Users/ On Sat, Jun 23, 2012 at 5:36 AM, ivan i.pet...@gmail.com wrote: Dear all I tried finding a package for event studies but unfortunately without success. Does anyone know which package suits best for such an analysis? Thank you in advance. Regards [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Event Studies in R
I suspect Ivan is looking for packages to do discrete-event simulation like simulation of queues. Paul On Sat, Jun 23, 2012 at 5:15 PM, Jim Porzak jpor...@gmail.com wrote: Ivan, You need to be more specific if you want an answer. What kind of events? With or without attributes? Species extinction? Formula 1 races? Web clicks? Jim Porzak Minted.com San Francisco, CA www.linkedin.com/in/jimporzak use R! Group SF: www.meetup.com/R-Users/ On Sat, Jun 23, 2012 at 5:36 AM, ivan i.pet...@gmail.com wrote: Dear all I tried finding a package for event studies but unfortunately without success. Does anyone know which package suits best for such an analysis? Thank you in advance. Regards [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Event Studies in R
Bill Alpert and I thought about creating a package from when we worked together on an event study. But our experience was that most of the work was in aligning the data and virtually none of what we did was generalizable. Maybe someone has found a way to make a useful package, but I'm doubtful. Pat On 23/06/2012 13:36, ivan wrote: Dear all I tried finding a package for event studies but unfortunately without success. Does anyone know which package suits best for such an analysis? Thank you in advance. Regards [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Patrick Burns pbu...@pburns.seanet.com twitter: @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of 'Some hints for the R beginner' and 'The R Inferno') __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
