nozeroprices: Delete the observations where the price is zero

Description Usage Arguments Value Author(s)

View source: R/realized.R

Description

Function deletes the observations where the price is zero.

Usage

1
noZeroPrices(tdata)

Arguments

tdata

an xts object at least containing a column "PRICE".

Value

xts object

Author(s)

Jonathan Cornelissen and Kris Boudt


highfrequency documentation built on May 21, 2017, 3:40 a.m.

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