Update examples in documentation and vignette (Yahoo Finance does not…

… provide prices of the tiker ^STOXX50E, which was replaced by ^N100)
irudnyts · Apr 30, 2020 · 85ca02f · 85ca02f
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diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,8 +1,8 @@
 Package: estudy2
 Type: Package
 Title: An Implementation of Parametric and Nonparametric Event Study
-Version: 0.9.1
-Date: 2019-12-16
+Version: 0.9.2
+Date: 2020-04-27
 Authors@R:
     person("Iegor", "Rudnytskyi", , "iegor.rudnytskyi@gmail.com", c("aut", "cre"))
 Description: An implementation of a most commonly used event study methodology,
@@ -39,7 +39,7 @@ Imports:
     matrixStats (>= 0.54.0),
     Rcpp (>= 1.0.1)
 LinkingTo: Rcpp
-RoxygenNote: 7.0.2
+RoxygenNote: 7.1.0
 Suggests: knitr,
     rmarkdown,
     magrittr

diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,7 @@
+# estudy2 0.9.2
+
+* Fix a bug in the vignette and examples
+
 # estudy2 0.9.1
 
 * Fix a bug in examples of `returns()`

diff --git a/R/apply_market_model.R b/R/apply_market_model.R
@@ -62,7 +62,7 @@
 #' ## 2. Market-adjusted-returns model
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -100,7 +100,7 @@
 #' ## 3. Single-index market model
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -433,7 +433,7 @@ apply_market_model.zoo <- function(rates, regressors, same_regressor_for_all =
 #' ## 2. Market-adjusted-returns model
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -467,7 +467,7 @@ apply_market_model.zoo <- function(rates, regressors, same_regressor_for_all =
 #' ## 3. Single-index market model
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",

diff --git a/R/car_nonparametric_tests.R b/R/car_nonparametric_tests.R
@@ -45,7 +45,7 @@
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -166,7 +166,7 @@ car_nonparametric_tests <- function(list_of_returns, car_start, car_end,
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",

diff --git a/R/car_parametric_tests.R b/R/car_parametric_tests.R
@@ -45,7 +45,7 @@
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -158,7 +158,7 @@ car_parametric_tests <- function(list_of_returns, car_start, car_end,
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -267,7 +267,7 @@ car_lamb <- function(list_of_returns, car_start, car_end, percentage = 90) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",

diff --git a/R/data.R b/R/data.R
@@ -18,9 +18,9 @@
 #' }
 "prices"
 
-#' Prices of of ESTX50 EUR P index from 2000-01-03 to 2001-12-31
+#' Prices of of EURONEXT 100 index from 2000-01-03 to 2001-12-31
 #'
-#' A \code{zoo} object containing daily prices of ESTX50 EUR P index from
+#' A \code{zoo} object containing daily prices of EURONEXT 100 index from
 #' 2000-01-03 to 2001-12-31. See examples of
 #' \code{\link{get_prices_from_tickers}} for the dataset generation.
 #'
@@ -47,9 +47,9 @@
 #' }
 "rates"
 
-#' Rates of returns of ESTX50 EUR P index from 2000-01-04 to 2001-12-31
+#' Rates of returns of EURONEXT 100 index from 2000-01-04 to 2001-12-31
 #'
-#' A \code{zoo} object containing daily rates of returns of ESTX50 EUR P index
+#' A \code{zoo} object containing daily rates of returns of EURONEXT 100 index
 #' from 2000-01-04 to 2001-12-31. See examples of
 #' \code{\link{get_rates_from_prices}} for the dataset generation.
 #'

diff --git a/R/get_prices_from_tickers.R b/R/get_prices_from_tickers.R
@@ -41,7 +41,7 @@
 #'
 #' ## Download historical prices of ESTX50 EUR P index:
 #' \dontrun{
-#' prices_indx <- get_prices_from_tickers("^STOXX50E",
+#' prices_indx <- get_prices_from_tickers("^N100",
 #'                                        start = as.Date("2000-01-01"),
 #'                                        end = as.Date("2002-01-01"),
 #'                                        quote = "Close",

diff --git a/R/get_rates_from_prices.R b/R/get_rates_from_prices.R
@@ -60,7 +60,7 @@
 #' ## returns from prices:
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",

diff --git a/R/nonparametric_tests.R b/R/nonparametric_tests.R
@@ -67,7 +67,7 @@
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -176,7 +176,7 @@ nonparametric_tests <- function(list_of_returns, event_start, event_end,
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -323,7 +323,7 @@ sign_test <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -483,7 +483,7 @@ generalized_sign_test <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -662,7 +662,7 @@ corrado_sign_test <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -850,7 +850,7 @@ rank_test <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -1042,7 +1042,7 @@ modified_rank_test <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",

diff --git a/R/parametric_tests.R b/R/parametric_tests.R
@@ -51,7 +51,7 @@
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -160,7 +160,7 @@ parametric_tests <- function(list_of_returns, event_start, event_end,
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -316,7 +316,7 @@ brown_warner_1980 <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -476,7 +476,7 @@ brown_warner_1985 <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -628,7 +628,7 @@ t_test <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -814,7 +814,7 @@ patell <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",
@@ -994,7 +994,7 @@ boehmer <- function(list_of_returns, event_start, event_end) {
 #' @examples
 #' \dontrun{
 #' library("magrittr")
-#' rates_indx <- get_prices_from_tickers("^STOXX50E",
+#' rates_indx <- get_prices_from_tickers("^N100",
 #'                                       start = as.Date("2000-01-01"),
 #'                                       end = as.Date("2002-01-01"),
 #'                                       quote = "Close",

diff --git a/cran-comments.md b/cran-comments.md
@@ -1,7 +1,7 @@
 ## Test environments
 
-* local MacOS 10.15.1, R 3.6.1
-* local MacOS 10.15.1, R 4.0.0 (R-devel)
+* local MacOS 10.15.1, R 3.6.3
+* local MacOS 10.15.1, R 4.0.0
 * Ubuntu 16.04 (on Travis-CI), R 3.6.0
 * Windows (on AppVayor), R-release
 * win-builder (R-release, R-devel)

diff --git a/data/prices_indx.rda b/data/prices_indx.rda
diff --git a/data/rates.rda b/data/rates.rda
diff --git a/data/rates_indx.rda b/data/rates_indx.rda
diff --git a/data/securities_returns.rda b/data/securities_returns.rda
diff --git a/docs/404.html b/docs/404.html