Files in R-Finance/RTAQ
RTAQ: Tools for the analysis of trades and quotes in R

DESCRIPTION
NAMESPACE
R/HAR_model.R R/aggregate.R R/cleanupfunctions.R R/convert_to_RData.R R/manipulation.R R/newfunctions_names.R R/periodicityTAQ.R R/thresholdBPCov.R R/totalcleanup.R R/volatility.R R/zzz.R
data/realized_library.RData
data/sample_5minprices.RData
data/sample_5minprices_jumps.RData
data/sample_qdata.RData
data/sample_qdataraw.RData
data/sample_real5minprices.RData
data/sample_tdata.RData
data/sample_tdataraw.RData
inst/doc/RTAQ.pdf
inst/doc/RTAQ_vignette.Rnw
inst/doc/RTAQ_vignette.pdf man/ExchangeHoursOnly.Rd man/MedRV.Rd man/MinRV.Rd man/RBPCov.Rd man/RCov.Rd man/ROWCov.Rd man/RTAQ-package.Rd man/RTSCov.rd man/TAQload.Rd man/TSCov.rd man/aggregatePrice.Rd man/aggregateQuotes.Rd man/aggregateTrades.Rd man/aggregatets.Rd man/autoSelectExchangeQuotes.Rd man/autoSelectExchangeTrades.Rd man/convert.Rd man/getTradeDirection.Rd man/harModel.Rd man/makePsd.Rd man/makeReturns.Rd man/matchTradesQuotes.Rd man/medianN.Rd man/mergeTradesSameTimestamp.Rd man/mergequotessametimestamp.Rd man/nozeroprices.Rd man/nozeroquotes.Rd man/previoustick.Rd man/quotescleanup.Rd man/realized_library.Rd man/refreshTime.Rd man/rmNegativeSpread.Rd man/rmlargespread.Rd man/rmoutliers.Rd man/rmtradeoutliers.Rd man/salesCondition.Rd man/sample_5minprices.Rd man/sample_5minprices_jumps.Rd man/sample_qdata.Rd man/sample_qdataraw.Rd man/sample_real5minprices.Rd man/sample_tdata.Rd man/sample_tdataraw.Rd man/selectexchange.Rd man/spotVol.rd man/sumN.Rd man/thresholdcov.Rd man/tqLiquidity.Rd man/tradesCleanupFinal.Rd man/tradescleanup.Rd
src/rtaq.c
R-Finance/RTAQ documentation built on May 9, 2017, 9:41 p.m.