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 2, 2019, 6:09 p.m.