We developed an easy to use and intuitive addin for the popular RStudio IDE. The addin was designed similar to our web interface, but gives you the advantage that you can directly work with the results from R.
Installation
The addin ships with our classic EventStudy R package (api-wrapper.r on GitHub). The package is archived on CRAN, so install it directly from GitHub:
# install remotes first if needed
install.packages("remotes")
remotes::install_github("EventStudyTools/api-wrapper.r")
Once the package is installed, RStudio registers the addin automatically. If you only need a scripting client without the addin, our lightweight r-wrapper covers the same API with curl and jsonlite as its only dependencies. For package instructions and hands-on examples, visit the EventStudy R package page.
How to Use
Start the addin by clicking Event Study in the Addins menu of RStudio. If you do not find the addin in the menu, you may find it in the window that is opened via Browse Addins….
You can then work in the addin as on our web interface, which is self-explanatory. Running analyses through the addin requires an API key: academic users can request a free API key with their university email address. Keys are valid for one month; general (non-academic) key access is currently paused.
One remark: by design, we used an upload field for the 3 data files (RequestFile, FirmData, and MarketData). Internally, we use just the path to the file.
Further Resources
- Request a free academic API key for use with the addin and all API clients
- API documentation: the request workflow and protocol behind the addin and our client libraries
- EventStudy R package instructions with worked examples