brk_smoothing: Smoothing Smoothes (BRK) matrices as in Hautsch et al (2012)...
In muffin1974/lobster: This package helps to handle, read-in and analyze data from the lobster high-frequency data universe
Usage
1
brk_smoothing(date, periods = 5, folder = ".", nobs = 4)
Arguments
date
End date (latest matrix included)
periods
Number of periods (Default = 5 days)
folder
Relative path to the stored BRK matrices
nobs
Number of blocks (relevant for the naming convention)
muffin1974/lobster documentation built on May 23, 2019, 8:20 a.m.
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Usage
1 | brk_smoothing(date, periods = 5, folder = ".", nobs = 4)
|
Arguments
date |
End date (latest matrix included) |
periods |
Number of periods (Default = 5 days) |
folder |
Relative path to the stored BRK matrices |
nobs |
Number of blocks (relevant for the naming convention) |
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.
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