Package: highfrequency
Version: 0.4
Date: 2014-11-25
Title: Tools For Highfrequency Data Analysis
Author: Kris Boudt [aut, cre], Jonathan Cornelissen [aut], Scott Payseur [aut],
    Giang Nguyen [ctb], Maarten Schermer [ctb]
Maintainer: Kris Boudt
 <Kris.Boudt@econ.kuleuven.be>
Description: Provide functionality to manage, clean and match highfrequency
    trades and quotes data, calculate 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: robustbase, cubature, mvtnorm, chron, timeDate, quantmod,
        MASS, sandwich, numDeriv, FKF, BMS, rugarch
LazyLoad: yes
Packaged: 2014-11-28 09:19:49 UTC; kboudt
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-11-28 11:27:28
Built: R 3.3.2; x86_64-w64-mingw32; 2016-12-02 03:10:40 UTC; windows
Archs: i386, x64
