Files in piotrek-orlowski/diveRgence

High frequency econometrics -- divergence esitmation

.gitignore

DESCRIPTION

LICENSE

NAMESPACE

R/RcppExports.R R/addAlpha.R R/aggregatePrice.R R/declareImports.R R/kernelFunctions.R R/multipowerVariation.R R/plotInference.R R/rDivWrapper.R R/realizedDivergence.R R/realizedJumpKurt.R R/realizedJumpSkew.R R/realizedUnscaledDivergence.R R/realizedUnscaledQuarticity.R R/realizedUnscaledSkew.R R/spotVol.R

data/affine-parameters-atf2015.RData

data/affine-parameters-bates2006.RData

data/affine-parameters-ejp2003.RData

data/affine-parameters-jt2010.RData

inst/include/attribute_manipulators.h

inst/tests/demo-bootstrapCIs.R inst/tests/test-divergence-generating-functions.R inst/tests/test-inference.R inst/tests/test-retMeans.R man/addAlpha.Rd man/aggregatePrice.Rd man/declareImports.Rd man/deltaKernels.Rd man/multipowerVariation.Rd man/plotInference.Rd man/rDivEngine.Rd man/realizedDivergence.Rd man/realizedJumpKurt.Rd man/realizedJumpSkew.Rd man/realizedUnscaledDivergence.Rd man/realizedUnscaledKurticity.Rd man/realizedUnscaledSkew.Rd man/spotVolatility.Rd

src/Makevars

src/Makevars.win

src/RcppExports.cpp

src/aggregatePrice.cpp

src/attribute_manipulators.cpp

src/expm1c.cpp

src/expm1c.h

src/generalizedCLT.cpp

src/kernel_functions.cpp

src/kernel_functions.h

src/rMPVcpp.cpp

src/spotBaseFunctions.cpp

src/vol_seasonality.h

piotrek-orlowski/diveRgence documentation built on May 25, 2019, 7:14 a.m.