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This package was removed from CRAN on 2021-12-05. Its history is shown below.
Reason: check problems were not corrected in time
Details below reflect version 1.2.2, its last release before removal.

eventstudies

1.2.2Package record

Event Study Analysis

0packages depend
–downloads / year
–test coverage
–flavors OK

Overview

About

A platform for conducting event studies (Fama, Fisher, Jensen, Roll (1969) doi:10.2307/2525569) and for methodological research on event studies. The package supports market model, augmented market model, and excess returns methods for data modelling along with Wilcox, classical t-test, and Bootstrap as inference procedures.

Install

Health

CRAN checks

CRAN check results are not tracked yet.

Advisories

none known

Documentation

In release 1.2.2
READMEYes · 88 wordsVignettesYes · 2 · dynamicNEWSNoCitation fileYes · software entry onlyWebsitenot declared in DESCRIPTION
Help pages
32includes a package overview page
Examples that run
100%19 run in a plain check
Exported functions with examples
100%
Documented parameters
99%
Return-value docs
95%
Help pages citing references
31%

Downloads

eventstudies
Daily download trend is not available in this view yet.
Also on5 autocran

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)
Depends (3)
R >= 3.1zooxts
Imports (7)
bootgraphicsmethodstestthatsandwichstatsutils
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (6)
Author, Maintainer since 1.2 (2017) · added in 1.2
Author
Contributor · added in 1.2
Contributor · added in 1.2

Previously maintained by Vikram Bahure (1.0 to 1.1).

Releases (5)

Pick two releases to compare their code metrics.

  • R
    R 4.2.0 released · 2022-04-22
  • archivedRemoved from CRAN
    2021-12-05
    check problems were not corrected in time
  • R
    R 4.1.0 released · 2021-05-18
  • unarchivedReturned to CRAN
    2020-06-02
  • 1.2.2
    record
    2020-06-02 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • archivedRemoved from CRAN
    2019-01-22
    the same problems
  • unarchivedReturned to CRAN
    2019-01-21
  • 1.2.1
    record
    2019-01-21 · diff ↗
  • archivedRemoved from CRAN
    2018-05-09
    check problems were not corrected despite reminders
  • R
    R 3.5.0 released · 2018-04-23
  • 1.2
    record
    2017-06-29 · diff ↗ ·
    removed 3 exports
    inference.Ecar, ees, eesPlot
    added 15 exports
    eventstudy, inference.bootstrap, inference.wilcox, inference.classic, eesSummary, eesDates, eesInference, get.clusters.formatted, marketModel, excessReturn, constantMeanReturn, subperiod.lmAMM, manyfirmssubperiod.lmAMM, lmAMM, makeX
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
Show 5 earlier eventsHide 5 earlier events
  • R
    R 3.1.0 released · 2014-04-10
  • R
    R 3.0.0 released · 2013-04-03
  • 1.1
    record
    2013-04-02 · diff ↗
  • 1.0
    record
    2013-04-02
  • R
    R 2.15.0 released · 2012-03-30

Package metadata

First published
2013-04-02
Total releases
5 / 13 yrs
License
GPL-2 OSI
Minimum R
≥ 3.1
Bundled data
778 KB / 12 files

Cite

Cite this package

Run in R for the authors' entry:

citation("eventstudies")

The package provides a citation file, so citation() returns the authors' own entry.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for eventstudies version 1.2.2 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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