salesCondition: Delete entries with abnormal Sale Condition.
In highfrequency: Tools for Highfrequency Data Analysis
Description
Usage
Arguments
Value
Author(s)
Description
Function deletes entries with abnormal Sale Condition:
trades where column "COND" has
a letter code, except for "E" and "F".
Usage
1
salesCondition(tdata)
Arguments
tdata
an xts object containing the time series data, with
one column named "COND" indicating the Sale Condition.
Value
xts object
Author(s)
Jonathan Cornelissen and Kris Boudt
highfrequency documentation built on May 2, 2019, 6:09 p.m.
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Description Usage Arguments Value Author(s)
Description
Function deletes entries with abnormal Sale Condition: trades where column "COND" has a letter code, except for "E" and "F".
Usage
1 | salesCondition(tdata)
|
Arguments
tdata |
an xts object containing the time series data, with one column named "COND" indicating the Sale Condition. |
Value
xts object
Author(s)
Jonathan Cornelissen and Kris Boudt
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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