Man pages for piotrek-orlowski/diveRgence
High frequency econometrics -- divergence esitmation
| addAlpha | Add alpha |
| aggregatePrice | Aggregate a time series to within open/close bounds |
| declareImports | This R file contains Roxygen2 directives for importing... |
| deltaKernels | Kernel functions for delta sequences |
| multipowerVariation | Multipower variation |
| plotInference | Plot realized divergence inference results |
| rDivEngine | Realized divergence inference wrapper. |
| realizedDivergence | Realized Divergence |
| realizedJumpKurt | Realized jump kurtosis divergence |
| realizedJumpSkew | Realized jump skew divergence |
| realizedUnscaledDivergence | Realized Unscaled Divergence |
| realizedUnscaledKurticity | Realized Unscaled Kurticity |
| realizedUnscaledSkew | Realized Unscaled Skewness |
| spotVolatility | Spot volatility estimation |
