## ----setup, include = FALSE--------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", eval = FALSE ) ## ----install------------------------------------------------------------------ # install.packages(c("rmarkdown", "knitr")) ## ----basic-------------------------------------------------------------------- # library(EventStudy) # # # Run a complete event study # task <- EventStudyTask$new(firm_data, index_data, request) # ps <- ParameterSet$new() # task <- run_event_study(task, ps) # # # Generate report # generate_report(task, output_file = "my_report.html") ## ----title-------------------------------------------------------------------- # generate_report( # task, # output_file = "report.html", # title = "Earnings Announcement Event Study", # author = "John Doe" # ) ## ----sections----------------------------------------------------------------- # generate_report( # task, # output_file = "report.html", # sections = c("exec_summary", "data_methods", "diagnostics", # "results", "robustness", "appendix") # ) ## ----summary-only------------------------------------------------------------- # generate_report( # task, # output_file = "summary.html", # sections = c("exec_summary", "results") # ) ## ----cross-sectional---------------------------------------------------------- # # Run cross-sectional regression first # cs_result <- cross_sectional_regression( # task, # formula = ~ size + leverage, # data = firm_chars # ) # # generate_report( # task, # output_file = "report.html", # sections = c("exec_summary", "results", "diagnostics"), # cross_sectional = cs_result # ) ## ----pdf---------------------------------------------------------------------- # generate_report( # task, # output_file = "report.pdf", # format = "pdf" # ) ## ----panel-------------------------------------------------------------------- # panel_task <- PanelEventStudyTask$new( # panel_data = panel_data, # unit_id = "unit_id", # time_id = "time_id", # outcome = "outcome", # treatment = "treatment", # treatment_time = "treatment_time" # ) # panel_task <- estimate_panel_event_study(panel_task, method = "dynamic_twfe") # # generate_report( # panel_task, # output_file = "panel_report.html", # sections = c("exec_summary", "results") # ) ## ----batch-------------------------------------------------------------------- # models <- list( # MarketModel$new(), # MarketAdjustedModel$new(), # FamaFrench3FactorModel$new() # ) # # for (i in seq_along(models)) { # ps <- ParameterSet$new(return_model = models[[i]]) # task <- run_event_study(EventStudyTask$new(firm_data, index_data, request), ps) # # generate_report( # task, # output_file = sprintf("report_%s.html", class(models[[i]])[1]), # title = paste("Event Study:", class(models[[i]])[1]) # ) # }