Files in algoquant/HighFreq
High Frequency Time Series Management
.DS_Store
.Rbuildignore
.Rprofile
.Rproj.user/26DEB82/build_options
.Rproj.user/26DEB82/pcs/debug-breakpoints.pper
.Rproj.user/26DEB82/pcs/files-pane.pper
.Rproj.user/26DEB82/pcs/packages-pane.pper
.Rproj.user/26DEB82/pcs/source-pane.pper
.Rproj.user/26DEB82/pcs/windowlayoutstate.pper
.Rproj.user/26DEB82/pcs/workbench-pane.pper
.Rproj.user/26DEB82/persistent-state
.Rproj.user/26DEB82/sdb/prop/3905B024
.Rproj.user/26DEB82/sdb/prop/449D713E
.Rproj.user/26DEB82/sdb/prop/6AC4CE7F
.Rproj.user/26DEB82/sdb/prop/9B55BBB2
.Rproj.user/26DEB82/sdb/prop/E0C1AC83
.Rproj.user/26DEB82/sdb/prop/F547102B
.Rproj.user/26DEB82/sdb/prop/INDEX
.gitignore
.httr-oauth
.travis.yml
DESCRIPTION
HighFreq.Rproj
LICENSE
NAMESPACE
R/.DS_Store
R/HighFreq.R
R/RcppExports.R
R/hf_data.R
README.Rmd
README.md
Read-and-delete-me
ToDoList.txt
data/hf_data.RData
demo/.DS_Store
demo/demo_HighFreq.R
man/.DS_Store
man/agg_ohlc.Rd
man/agg_stats_r.Rd
man/back_test.Rd
man/calc_covar.Rd
man/calc_cvar.Rd
man/calc_eigen.Rd
man/calc_eigenp.Rd
man/calc_endpoints.Rd
man/calc_hurst.Rd
man/calc_hurst_ohlc.Rd
man/calc_inv.Rd
man/calc_invrec.Rd
man/calc_invref.Rd
man/calc_invsvd.Rd
man/calc_kurtosis.Rd
man/calc_lm.Rd
man/calc_mean.Rd
man/calc_ranks.Rd
man/calc_ranks_stl.Rd
man/calc_reg.Rd
man/calc_scale.Rd
man/calc_skew.Rd
man/calc_startpoints.Rd
man/calc_var.Rd
man/calc_var_ag.Rd
man/calc_var_ohlc.Rd
man/calc_var_ohlc_ag.Rd
man/calc_var_ohlc_r.Rd
man/calc_varvec.Rd
man/calc_weights.Rd
man/decode_it.Rd
man/diff_vec.Rd
man/diffit.Rd
man/encode_it.Rd
man/hf_data.Rd
man/lag_vec.Rd
man/lagit.Rd
man/lik_garch.Rd
man/mult_mat.Rd
man/mult_mat_ref.Rd
man/ohlc_returns.Rd
man/ohlc_sharpe.Rd
man/ohlc_skew.Rd
man/ohlc_variance.Rd
man/param_portf.Rd
man/param_reg.Rd
man/push_cov2cor.Rd
man/push_covar.Rd
man/push_eigen.Rd
man/push_sga.Rd
man/random_ohlc.Rd
man/random_taq.Rd
man/remove_jumps.Rd
man/roll_apply.Rd
man/roll_backtest.Rd
man/roll_conv.Rd
man/roll_count.Rd
man/roll_hurst.Rd
man/roll_kurtosis.Rd
man/roll_mean.Rd
man/roll_moment.Rd
man/roll_ohlc.Rd
man/roll_reg.Rd
man/roll_scale.Rd
man/roll_sharpe.Rd
man/roll_skew.Rd
man/roll_stats.Rd
man/roll_sum.Rd
man/roll_sumep.Rd
man/roll_sumw.Rd
man/roll_var.Rd
man/roll_var_ohlc.Rd
man/roll_varvec.Rd
man/roll_vwap.Rd
man/roll_zscores.Rd
man/run_autocovar.Rd
man/run_covar.Rd
man/run_max.Rd
man/run_mean.Rd
man/run_min.Rd
man/run_reg.Rd
man/run_scale.Rd
man/run_var.Rd
man/run_var_ohlc.Rd
man/run_zscores.Rd
man/save_rets.Rd
man/save_rets_ohlc.Rd
man/save_scrub_agg.Rd
man/save_taq.Rd
man/scrub_agg.Rd
man/scrub_taq.Rd
man/season_ality.Rd
man/sim_ar.Rd
man/sim_df.Rd
man/sim_garch.Rd
man/sim_ou.Rd
man/sim_portfoptim.Rd
man/sim_schwartz.Rd
man/which_extreme.Rd
man/which_jumps.Rd
sandbox/.DS_Store
sandbox/deprecated_fun.cpp
sandbox/test_HighFreq.cpp
sandbox/test_fun.cpp
src/.DS_Store
src/HighFreq.cpp
src/HighFreq.dll
src/HighFreq.o
src/HighFreq.so
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/RcppExports.o
vignettes/.DS_Store
vignettes/HighFreq.pdf
vignettes/managing_time_series.R
vignettes/managing_time_series.Rmd
vignettes/managing_time_series.html
vignettes/rolling_statistics.R
vignettes/rolling_statistics.Rmd
vignettes/rolling_statistics.html
