A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies
- Released
- 23 Feb 2022R 4.1.2 at the time
- Advisories, method
Method
Security advisories
Advisories come from the R Consortium advisory database, a community record of security problems in R packages, as OSV publishes it.
- The copy
- The record is read once a day. The data is published under the Apache License 2.0 and is credited on the advisories list.
- Box under the name
- Under the package's name, a box names any advisory that affects the current release, with its fix or that there is none.
- Ranges
- Advisories state ranges, such as from 0.9.12 up to but not including 1.8.8. Each range is checked against every version CRAN has published, using the version rules R itself uses, so a release that came out after the advisory was written is still caught by its range.
- Not the package
- The rating is for the library flaw itself, not for how exposed the R package is, and it is never added up into a figure for the package.
- None knownfor this release
- Test coverage, method
Method
Test coverage
Test coverage is measured by downloading each CRAN package's current source file, installing its dependencies, building it and running its tests under covr.
- Almost half of CRAN has no tests to run
- Only CRAN packages are measured. Many have no percentage, most often because the package has no tests, and that blank is a recorded outcome, not missing data.
- NOT_CRAN
- Tests run with NOT_CRAN=true, so tests that skip themselves on CRAN run here, and the figure can differ from what CRAN's own checks see.
- Current version only
- Only the current version is measured, and a new version on CRAN is measured again. Older rows are kept but never filled in later. This is one package's run.
- Never 0%
- On a package page three states stay apart: measured, no tests, and not measured. Neither of the last two is ever shown as 0%.
- 94.0%of lines, from tests
- Public exports, method
Method
Code metrics
Code metrics come from reading the released source of each package version. The package is never installed, loaded or run.
- One row a version
- Each analysed version gives one row of figures. The Code, Tests and Documentation sections, the pages of older releases and Release changes all read from those rows.
- CRAN
- CRAN versions are read from the github.com/cran mirror, which holds one commit for each released source file, and every version tag is analysed. Nothing is built, installed or run.
- Release, not repository
- Documentation describes what the analysed release holds: a
README, vignettes, aNEWSfile and the shares read from its help pages. Files kept only in the repository, such as a pkgdown configuration or CI files, are read by the repository scan instead. - Zero
- Zero means the analysis looked and found none.
- 3none added or removed
Record made 29 Oct 2026, 10:08 UTC from data release v2026-10-28, merged 23:10 UTC. Project DOI 10.5281/zenodo.21843040.
https:/
This page reports what R Observatory measured for this release. It is not a validation, and it does not say whether the package is fit for your intended use.
Compare
Compared with 1.2.1, released 11 Jan 2021.
- Time between
- 408 daysno release in between
- Advisories
- None knownfor either release
- Exports
- No changebetween the two
- Files changed
- 6+12 −12 lines
Values that differ (1)
| Measure | Section | 1.2.1 | 1.2.2 |
|---|---|---|---|
| Complexity | Code | mean 5.0, highest 15 | mean 5.3, highest 15 |
Most changed files (6 of 6)
| File | Lines added | Lines deleted |
|---|---|---|
MD5 | 5 | 5 |
DESCRIPTION | 4 | 4 |
R/asr.R | 1 | 1 |
R/sar.R | 1 | 1 |
man/demo_share_repurchases.Rd | 1 | 1 |
build/partial.rdb | 0 | 0 |
Release
- Published
- 23 Feb 2022
- Status
- Current release
- Previous
- 1.2.1, 11 Jan 2021
- Releases
- 5 since 15 Nov 2018
- License
- BSD_3_clause + file LICENSE, OSI approved
- Maintainer
- Siegfried Köstlmeier
- Download size
- 54 KB
- Authors
- Siegfried Köstlmeier, Seppo Pynnonen
Advisories
- This release
- None known
CRAN checks
Method, CRAN checks Method CRAN runs every current package through Checks and health
R CMD check on a set of machines and publishes a result for each one. The health shown on a package page comes from these results alone.
r-devel-linux-x86_64-debian-clangOK
- Release checked
- 1.2.2
r-devel-linux-x86_64-debian-gccOK
- Release checked
- 1.2.2
r-devel-linux-x86_64-fedora-clangOK
- Release checked
- 1.2.2
r-devel-linux-x86_64-fedora-gccOK
- Release checked
- 1.2.2
r-devel-windows-x86_64OK
- Release checked
- 1.2.2
r-oldrel-macos-arm64OK
- Release checked
- 1.2.2
r-oldrel-macos-x86_64OK
- Release checked
- 1.2.2
r-oldrel-windows-x86_64OK
- Release checked
- 1.2.2
r-patched-linux-x86_64OK
- Release checked
- 1.2.2
r-release-linux-x86_64OK
- Release checked
- 1.2.2
r-release-macos-arm64OK
- Release checked
- 1.2.2
r-release-macos-x86_64OK
- Release checked
- 1.2.2
r-release-windows-x86_64OK
- Release checked
- 1.2.2
- 13 OK
- Release checked
- 1.2.2 on 13 platforms
Code
- Lines of R code
- 221
- Public exports
- 3
- Internal functions
- 3
- Mean complexity
- 5.3the most is 15
Lines by kind (529)
| Kind | Lines | Share |
|---|---|---|
| R code | 221 | 42% |
| Tests | 90 | 17% |
| Documentation | 218 | 41% |
Tests
- Test cases
- 4
- Lines of tests
- 90
- Exports named in tests
- 100%
- Tests
- Yes, testthat (edition not declared, 2nd by default), 4 test blocks
- Test lines per line of code
- 0.41
- Coverage
- 94.0% of lines, from tests
- Help pages with running examples
- 5 of 5
Documentation
- Exports documented
- 100%
- Arguments documented
- 100%
- Return value documented
- 100%
- Vignettes
- 0
- Help pages
- 5
- Exports with examples
- 100%
- NEWS
- No
- Citation file
- No
- Website
- No, not declared in DESCRIPTION
Dependencies
Method, Dependencies Method Dependent packages are other packages that list this one under Reverse dependencies
Depends, Imports or LinkingTo in their DESCRIPTION file. Those fields list the packages a package needs to install, so dependents break if this one is archived or broken.Suggests install and run without it, and use it for tests, examples or an optional feature. They are counted as Suggested by, never among the dependents, and a package that also lists it under one of the three fields is a dependent and is not counted again.
- Depends
- R (>= 3.5)
- Imports
- methods, stats, sandwich
- LinkingTo
- None
- Suggests
- testthat
- Install tree
- 2 packages, 1 with compiled code, 2.1 MB of source tarballs
- Advisories in the install tree
- None known
Today
- CRAN downloads, past year
- 3,735, rank #10,853
- Other channels, past year
- r2u 107, c2d4u 71
- Reverse dependencies
- 0 direct, 0 indirect
- Suggested by
- 0
- Repository
- 2 stars, 0 open issues
- Last commit
- 22 Feb 2022
- Task views
- Anomaly Detection, Empirical Finance
Sources
| Part | From | As of |
|---|---|---|
| Release history | CRAN package versions | 28 Oct 2026 |
| Advisories | osv-advisories 1.0.0, R version 4.6.1 (2026-06-24) | 28 Oct 2026 |
| CRAN checks | CRAN check results | 28 Oct 2026 |
| Tests, documentation, code | rpkg-analyzer 0.5.2 | 4 Oct 2026 |
| Coverage | covr 3.6.5 on R 4.6.1 | run on 1.2.2 |
| Downloads | CRAN (cranlogs) | 26 Oct 2026 |
| Downloads | r2u | 1 Oct 2026 |
| Downloads | c2d4u | 1 Oct 2026 |
| Reverse dependencies | CRAN package metadata | 28 Oct 2026 |
| Repository | github.com/ | 28 Oct 2026 |
| Task views | CRAN Task Views | 28 Oct 2026 |
Daily data releases are kept on GitHub, so the data behind this record can be fetched again from v2026-10-28 (merged 23:10 UTC). Values not kept for a release say so and are never filled in from another release.