R6 class for simple return calculation — SimpleReturn • EventStudy

R6 class for simple return calculation

See also

Other eventstudy-models: BHARModel, Carhart4FactorModel, ComparisonPeriodMeanAdjustedModel, DCCGARCHModel, FamaFrench3FactorModel, FamaFrench5FactorModel, GARCHModel, LinearFactorModel, LogReturn, MarketAdjustedModel, MarketModel, ModelBase, ReturnCalculation, RollingWindowModel, VolatilityModel, VolumeModel

Super class

ReturnCalculation -> SimpleReturn

Public fields

name: Name of the return calculation.

Methods

Public methods

SimpleReturn$calculate_return()
SimpleReturn$clone()

`SimpleReturn$calculate_return()`

Calculates the simple return for a single stock.

Usage

SimpleReturn$calculate_return(
  tbl,
  in_column = "adjusted",
  out_column = "adjusted_return"
)

Arguments

tbl: The dataframe with the stock price.
in_column: The column name of the price infromation.
out_column: The column name were the return will be saved.

`SimpleReturn$clone()`

The objects of this class are cloneable with this method.

Usage

SimpleReturn$clone(deep = FALSE)

Arguments

deep: Whether to make a deep clone.