| Name : R-highfrequency
| |
| Version : 1.0.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.10
| Date : 2024-09-12 10:44:33
|
| Group : Development/Libraries/Other
| Source RPM : R-highfrequency-1.0.1-lp153.1.10.src.rpm
|
| Size : 3.27 MB
| |
| Packager : (none)
| |
| Summary : Tools for Highfrequency Data Analysis
|
Description :
Provide functionality to manage, clean and match highfrequency trades
and quotes data, calculate various liquidity measures, estimate and
forecast volatility, detect price jumps and investigate microstructure
noise and intraday periodicity. A detailed vignette can be found in the
open-access paper \"Analyzing Intraday Financial Data in R: The
highfrequency Package\" by Boudt, Kleen, and Sjoerup (2022,
< doi:10.18637/jss.v104.i08>).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
