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
