Nothing

- Fixing KaTeX note

- Fixing reverse dependency issues w.r.t. FKF
- Removed option based on BMS package because it got removed from CRAN

- HEAVY model test less strict
- Corrected bitwise '&' with boolean operand

- Export noZeroPrices

- Bug fix in ReMeDI estimator

- Fix typo where in spotVol, the stochastic periodicity was erroneously written as stochper instead of stochPer.
- Better consistency with the choices in spot* functions
- Add warning instead of print in detPer in spotVol. The periodic component is no longer set to 1 either, just warned that results may be weird.
- Implement Beta-Adjusted realized covariance estimation in the rBACov function
- Add plotTQData function to plot trades and quotes.
- Add ICov and IVar documentation pages that work as lists of implemented estimators of the integrated covariance and the integrated variance, respectively.
- Deprecated loads of realized measure estimators and added new versions, so we have a higher degree of uniformity in function names.
- More or less complete rework of HEAVY model and related functions
- Fix bug in HARCJ model, thanks to @SKMASON (Zhixi Shao) for reporting the bug and providing pointers for the fix.
- Better formatting of NEWS.md
- aggregateTS now accept both data.table and xts objects

- Various bugfixes and performance improvements
- Added lowercase "r" in front of realized measures that did not have it, so it can easily be found in IDEs with highfrequency::
- Added drift burst code
- Added Backwards - Forwards matching algorithm to cleaning step. Thanks to Kim Christensen for providing his Matlab code.
- removed various datasets, outdated TAQ format, simulated 5-minute prices, returns, and prices with jumps
- Added European sample data, anonymized one-minute data with anonymous stock and market data, as well as home-grown dataset with realized measures
- The arguments "on" and "k" in data handling is now "alignBy" and "alignPeriod" respectively. This means that the realized measures and data handling functions have similar notation
- Improved UX in data cleaning functions by having more clear report on the trades when prompted and adding defaults that follow the standard in the literature
- Added data.table support to (most) realized measures
- Added functions makeRMFormat and makeOHLCV to convert data from a long format to a format that can be used for realized measures, and to make arbitrary period bars.
- HARmodel has less 'RV' in the types - much easier to type and read, also it now supports an external regressor and has robust standard errors reported in the summary.
- add asymptotic variance estimator for ReMeDI estimation - thanks to Merrick Li for contributing his Matlab code
- In general, improved documentation. Also, better documentation of methods which were, in most cases undocumented and not clearly exported

- New naming convention
- Bugfix in BNSjumpTest, JOjumpTest, AJjumpTest. These functions behaved in an unexpected and inconsistent manner when the input spanned more than one day
- Bugfix in aggregateTS function which in edge cases returned data from AFTER the input data
- Implement intradayJumpTest function which allows for flexible Lee-Mykland style jump tests
- Implement rankJumpTest to test for the rank of the jump matrix
- Implement new features in spotVol. Now the local volatility can be estimated with realized measures, they can also be used with pre-averaged realized measures.
- Implement a wrapper around quantmod's getSymbols.av function
- harModel now includes Newey-West standard errors in the output
- Bugfix for refreshTime function and large performance improvement
- Implement CholCov estimator in rCholCov
- Bugfixes in data handling functions, which sometimes produced different results depending on the options(digits.secs) setting. Most data handling functions now run considerably faster as a consequence of internally using numerics for timestamps.
- Implemented new realized semi-covariance estimator in rSemiCov
- Implemented new lead-lag estimation in leadLag
- Implemented ReMeDI estimation in ReMeDI
- More transparently handle the lagging of quotes when matching these with trades, now the user has control of this.
- Add business time sampling
- Changes to the included datasets. The microseconds quote datasets have been thinned out aggressively for exchanges != "N"

- bug fix for kernelCov if cor = TRUE
- compatibility with lubridate 1.7.8

- bug fix in refreshTime (affected rMRC for n > 2)
- one additional test for rMRC
- updated realized library file until end of 2019

- aggregateTrades size aggregation bug fix

- spotVol and spotDrift do not assume naming convention for univariate time series anymore
- bug fix tpv and finite sample corrections

- bug fix for Fedora compilation

- all new backend
- documentation via roxygen2
- testing via test_that
- covr integration on github
- microsecond compatibility for WRDS files
- improved documentation
- new options in harModel
- updated data sets
- updated references
- cleanup of code basis

- converted so that it would work with Cran
- added missing data files
- compressed data files

- update package code github to version on rforge
- to do: print more output in tradesCleanup about the different filters
- correction to implementation AJjumptest by Giang

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