This software library provides the capability to easily deploy the EST API.
- More detailed documentation about available applications can be found on http://wwww.eventstudytools.com
- The full API documentation is presented on our website: http://wwww.eventstudytools.com/API-ARC
Developer Version
library(devtools)
install_github("EventStudyTools/api-wrapper.r")
CRAN Version
install.packages("EventStudy")
Attention
You need the developer version of purrr (github)
We are working internally with Intraday data and can provide on request code for such studies.
You can find a free API key on our website: https://www.eventstudytools.com/api-key
apiUrl <- "http://api.eventstudytools.com"
apiKey <- "Insert API key"
# Generate Example Data
EventStudy::getSP500ExampleFiles()
library(EventStudy)
# Setup API Connection
estSetup <- EventStudyAPI$new(apiUrl)
estSetup$authentication(apiKey)
# Type of Analysis
estType <- "arc"
# CSV files
dataFiles <- c("request_file" = "01_RequestFile.csv",
"firm_data" = "02_FirmData.csv",
"market_data" = "03_MarketData.csv")
# Path of result files
resultPath <- "results"
# Perform standard Event Study
estRes <- estSetup$performDefaultEventStudy(estType = estType,
dataFiles = dataFiles,
destDir = resultPath)
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