Files in highfrequency
Tools for Highfrequency Data Analysis

MD5
NEWS.md
NAMESPACE
DESCRIPTION
R/RcppExports.R
R/sysdata.rda
R/dataHandling.R R/internal.R R/internalRealizedMeasures.R R/HEAVYmodel.R R/realizedMeasuresInference.R R/highfrequency.R R/data.R R/jumpTests.R R/internalHEAVY.R R/internalSpotVolAndDrift.R R/rcpp_dynlib_call.R R/internalDataHandling.R R/realizedMeasures.R R/internalPreaveringEstimators.R R/liquidityMeasures.R R/internalJumpTests.R R/leadLag.R R/plotTQData.R R/getDataFromAlphaVantage.R R/HARmodel.R R/spotVolAndDrift.R R/driftBursts.R
src/Makevars.win
src/Makevars
src/RcppExports.cpp
src/businessTimeSampling.cpp
src/internals.cpp
src/HARmodel.cpp
src/driftBursts.cpp
src/HEAVYmodel.cpp
src/realizedMeasures.cpp
src/leadLag.cpp
src/internals.h
inst/CITATION
tests/testthat.R tests/testthat/tests_spotvol_and_drift.R tests/testthat/tests_models.R tests/testthat/tests_data_handling.R tests/testthat/tests_leadLag.R tests/testthat/tests_driftBursts.R tests/testthat/tests_liquidity_measures.R tests/testthat/Rplots.pdf tests/testthat/tests_jump_tests.R tests/testthat/test_internals_utilities.R tests/testthat/tests_realized_measures.R
data/sampleTDataEurope.rda
data/sampleTData.rda
data/SPYRM.rda
data/sampleQDataRaw.rda
data/sampleQData.rda
data/sampleTDataRaw.rda
data/sampleMultiTradeData.rda
data/sampleOneMinuteData.rda
man/autoSelectExchangeQuotes.Rd man/exchangeHoursOnly.Rd man/plot.HARmodel.Rd man/rmOutliersQuotes.Rd man/mergeQuotesSameTimestamp.Rd man/knChooseReMeDI.Rd man/quotesCleanup.Rd man/rmOutliersTrades.Rd man/aggregatePrice.Rd man/gatherPrices.Rd man/JOjumpTest.Rd man/rCholCov.Rd man/ReMeDI.Rd man/rmNegativeSpread.Rd man/getAlphaVantageData.Rd man/rMedRV.Rd man/rQPVar.Rd man/intradayJumpTest.Rd man/rBeta.Rd man/rRVar.Rd man/matchTradesQuotes.Rd man/rMinRQuar.Rd man/rCov.Rd man/sampleTDataRaw.Rd man/rMRC.Rd man/spotDrift.Rd man/tradesCondition.Rd man/salesCondition.Rd man/getCriticalValues.Rd man/noZeroQuotes.Rd man/rMinRVar.Rd man/makePsd.Rd man/rSVar.Rd man/print.DBH.Rd man/RBPCov_bi.Rd man/HARmodel.Rd man/IVinference.Rd man/ICov.Rd man/Bj.Rd man/autoSelectExchangeTrades.Rd man/spotVol.Rd man/rMinRV.Rd man/driftBursts.Rd man/aggregateTS.Rd man/BNSjumpTest.Rd man/plot.DBH.Rd man/makeReturns.Rd man/rAVGCov.Rd man/rQuar.Rd man/rBACov.Rd man/sampleMultiTradeData.Rd man/print.HARmodel.Rd man/rMedRQ.Rd man/spreadPrices.Rd man/rMPV.Rd man/refreshTime.Rd man/highfrequency-package.Rd man/rHYCov.Rd man/rBPCov.Rd man/rOWCov.Rd man/rMRCov.Rd man/listAvailableKernels.Rd man/MDtest.Rd man/rKernelCov.Rd man/rThresholdCov.Rd man/rRTSCov.Rd man/rSemiCov.Rd man/tradesCleanupUsingQuotes.Rd man/RV.Rd man/rTPQuar.Rd man/aggregateTrades.Rd man/getLiquidityMeasures.Rd man/summary.HARmodel.Rd man/sampleQData.Rd man/rSV.Rd man/listCholCovEstimators.Rd man/AJjumpTest.Rd man/aggregateQuotes.Rd man/businessTimeAggregation.Rd man/rmLargeSpread.Rd man/sampleTData.Rd man/HEAVYmodel.Rd man/cholCovrMRCov.Rd man/predict.HEAVYmodel.Rd man/SPYRM.Rd man/rMedRQuar.Rd man/plot.HEAVYmodel.Rd man/makeOHLCV.Rd man/mukp.Rd man/plotTQData.Rd man/rMPVar.Rd man/sampleTDataEurope.Rd man/rMedRVar.Rd man/mergeTradesSameTimestamp.Rd man/leadLag.Rd man/ReMeDIAsymptoticVariance.Rd man/rTSCov.Rd man/rmTradeOutliersUsingQuotes.Rd man/IVar.Rd man/tradesCleanup.Rd man/rankJumpTest.Rd man/rSkew.Rd man/selectExchange.Rd man/sampleOneMinuteData.Rd man/predict.HARmodel.Rd man/noZeroPrices.Rd man/rMinRQ.Rd man/makeRMFormat.Rd man/sampleQDataRaw.Rd man/getTradeDirection.Rd man/rKurt.Rd
highfrequency documentation built on Oct. 4, 2023, 5:08 p.m.