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]]
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.petzev at 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 at 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.
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 <jporzak at 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.petzev at 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 at 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 at 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.
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 at 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 pburns at 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')