Files in muffin1974/lobster
This package helps to handle, read-in and analyze data from the lobster high-frequency data universe
.Rbuildignore
.gitattributes
.gitignore
DESCRIPTION
NAMESPACE
R/brk_estimate.R
R/brk_smoothing.R
R/driftburst_tstat.R
R/extract_lobster.R
R/lobster.R
R/readin_lobster.R
R/realized_kernel.R
R/remove_lobster.R
R/two_scale_realized_volatility.R
R/utils.R
README.md
data/lobster.rda
lobster.Rproj
man/IVhat_f.Rd
man/applyNS.Rd
man/autocovariance.Rd
man/aux_hac_weight.Rd
man/base_mapply.Rd
man/brk_estimate.Rd
man/brk_smoothing.Rd
man/cond.Rd
man/driftburst_tstat.Rd
man/exponential.kernel.Rd
man/extract_lobster.Rd
man/lobster.Rd
man/parzen.kernel.Rd
man/readin_lobster.Rd
man/realized_kernel.Rd
man/remove_lobster.Rd
man/riwish.Rd
man/rwish.Rd
man/two_scale_realized_volatility.Rd
tests/testthat.R
