Package: highfrequency
Version: 0.1
Date: 2011-04-04
Title: highfrequency
Author: Jonathan Cornelissen, Kris Boudt, Scott Payseur
Maintainer: Jonathan Cornelissen <Jonathan.cornelissen@kuleuven.be>
Description: The highfrequency package contains an extensive toolkit
        for the use of highfrequency financial data in R. It contains
        functionality to manage, clean and match highfrequency trades
        and quotes data. Furthermore, it enables users to: calculate
        easily various liquidity measures, estimate and forecast
        volatility, and investigate microstructure noise and intraday
        periodicity.
License: GPL (>= 2)
Depends: R (>= 2.12.0), xts, zoo
Suggests: realized, robustbase, cubature, mvtnorm, chron, timeDate,
        quantmod
LazyLoad: yes
Packaged: 2012-12-26 12:35:21 UTC; jonathancornelissen
Repository: CRAN
Date/Publication: 2012-12-26 15:29:22
