applyNS: applyNS Counts number of trades during last k seconds
In muffin1974/lobster: This package helps to handle, read-in and analyze data from the lobster high-frequency data universe
Usage
1
applyNS(s, k = 1.5)
Arguments
s
time-vector (seconds)
k
(default = 1.5)
Value
cnt vector of same length at s, indicating number of occurences during [t,t-k]
muffin1974/lobster documentation built on May 23, 2019, 8:20 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Usage
1 | applyNS(s, k = 1.5)
|
Arguments
s |
time-vector (seconds) |
k |
(default = 1.5) |
Value
cnt vector of same length at s, indicating number of occurences during [t,t-k]
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.