[Blotter-commits] r335 - pkg/RTAQ/man

[noreply at r-forge.r-project.org]

Author: jonathan
Date: 2010-06-10 16:12:09 +0200 (Thu, 10 Jun 2010)
New Revision: 335

Modified:
   pkg/RTAQ/man/MedRV.Rd
   pkg/RTAQ/man/RBPCov.Rd
   pkg/RTAQ/man/agg_price.Rd
   pkg/RTAQ/man/agg_quotes.Rd
   pkg/RTAQ/man/agg_trades.Rd
   pkg/RTAQ/man/aggregatets.Rd
   pkg/RTAQ/man/convert.Rd
   pkg/RTAQ/man/di_diff.Rd
   pkg/RTAQ/man/di_div.Rd
   pkg/RTAQ/man/es.Rd
   pkg/RTAQ/man/gettradedir.Rd
   pkg/RTAQ/man/liquidity.Rd
   pkg/RTAQ/man/logqs.Rd
   pkg/RTAQ/man/logqslope.Rd
   pkg/RTAQ/man/logsize.Rd
   pkg/RTAQ/man/mq_return_abs.Rd
   pkg/RTAQ/man/mq_return_sqr.Rd
   pkg/RTAQ/man/p_return_abs.Rd
   pkg/RTAQ/man/p_return_sqr.Rd
   pkg/RTAQ/man/pes.Rd
   pkg/RTAQ/man/pqs.Rd
   pkg/RTAQ/man/price_impact.Rd
   pkg/RTAQ/man/prop_price_impact.Rd
   pkg/RTAQ/man/prs.Rd
   pkg/RTAQ/man/pts.Rd
   pkg/RTAQ/man/qs.Rd
   pkg/RTAQ/man/qslope.Rd
   pkg/RTAQ/man/signed_trade_size.Rd
   pkg/RTAQ/man/signed_value_trade.Rd
   pkg/RTAQ/man/tradescleanup_finalop.Rd
   pkg/RTAQ/man/tspread.Rd
Log:
pdf manual update

Modified: pkg/RTAQ/man/MedRV.Rd
===================================================================
--- pkg/RTAQ/man/MedRV.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/MedRV.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -47,9 +47,9 @@
 
 Andersen, T., T. Bollerslev, and F. Diebold (2007). Roughing it up: including
 jump components in the measurement, modelling and forecasting of return
-volatility. The Review of Economics and Statistics 89 (4), 701–720.
+volatility. The Review of Economics and Statistics 89 (4), 701-720.
 
-Corsi, F., D. Pirino, and R. Renó (2008). Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting. Mimeo.
+Corsi, F., D. Pirino, and R. Reno (2008). Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting. Mimeo.
 }
 
 \author{ Jonathan Cornelissen and Kris Boudt}

Modified: pkg/RTAQ/man/RBPCov.Rd
===================================================================
--- pkg/RTAQ/man/RBPCov.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/RBPCov.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -15,11 +15,11 @@
 The RBPCov is defined as the process whose value at time \eqn{t}
 is the \eqn{N}-dimensional square matrix with \eqn{k,q}-th element equal to
 \deqn{
-\mbox{RBPCov}[k,q]_t = \frac{\pi}{8} \bigg( & \sum_{i=2}^{M} 
+\mbox{RBPCov}[k,q]_t = \frac{\pi}{8} \bigg( \sum_{i=2}^{M} 
 \left|
-r_{(k)t,i} + r_{(q)t,i} \right| \ \left| r_{(k)t,i-1} + r_{(q)t,i-1} \right| &  \\
-&- \left| r_{(k)t,i}  - r_{(q)t,i} \right| \ \left|
-r_{(k)t,i-1} - r_{(q)t,i-1} \right|  \bigg),&
+r_{(k)t,i} + r_{(q)t,i} \right| \ \left| r_{(k)t,i-1} + r_{(q)t,i-1} \right|   \\
+- \left| r_{(k)t,i}  - r_{(q)t,i} \right| \ \left|
+r_{(k)t,i-1} - r_{(q)t,i-1} \right|  \bigg),
 }
 where \eqn{r_{(k)t,i}} is the
 \eqn{k}-th component of the return vector \eqn{r_{i,t}}.

Modified: pkg/RTAQ/man/agg_price.Rd
===================================================================
--- pkg/RTAQ/man/agg_price.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/agg_price.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -17,7 +17,7 @@
 \arguments{
 \item{ts}{ xts object, containing the original time series.}
 \item{FUN}{ function to apply over each interval. By default, previous tick aggregation is done.}
-\item{on}{ character, indicating the time scale in which "k" is expressed. Possible values are: “secs”, “seconds”, “mins”, “minutes”,“hours”.}
+\item{on}{ character, indicating the time scale in which "k" is expressed. Possible values are: "secs", "seconds", "mins", "minutes","hours".}
 \item{k}{ positive integer, indicating the number of periods to aggregate over. E.g. to aggregate a 
 xts object to the 5 minute frequency set k=5 and on="minutes".}
 }

Modified: pkg/RTAQ/man/agg_quotes.Rd
===================================================================
--- pkg/RTAQ/man/agg_quotes.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/agg_quotes.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -16,7 +16,7 @@
 
 \arguments{
 \item{qdata}{ xts object, containing the quote data. See pdf documentation for more details.}
-\item{on}{ character, indicating the time scale in which "k" is expressed. Possible values are: “secs”, “seconds”, “mins”, “minutes”,“hours”.}
+\item{on}{ character, indicating the time scale in which "k" is expressed. Possible values are: "secs", "seconds", "mins", "minutes","hours".}
 \item{k}{ positive integer, indicating the number of periods to aggregate over. E.g. to aggregate a 
 xts object to the 5 minute frequency, set k=5 and on="minutes".}
 }

Modified: pkg/RTAQ/man/agg_trades.Rd
===================================================================
--- pkg/RTAQ/man/agg_trades.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/agg_trades.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -16,7 +16,7 @@
 
 \arguments{
 \item{tdata}{ xts object, containing the trade data. See pdf documentation for more details.}
-\item{on}{ character, indicating the time scale in which "k" is expressed. Possible values are: “secs”, “seconds”, “mins”, “minutes”,“hours”.}
+\item{on}{ character, indicating the time scale in which "k" is expressed. Possible values are: "secs", "seconds", "mins", "minutes","hours".}
 \item{k}{ positive integer, indicating the number of periods to aggregate over. E.g. to aggregate a 
 xts object to the 5 minute frequency set k=5 and on="minutes".}
 }

Modified: pkg/RTAQ/man/aggregatets.Rd
===================================================================
--- pkg/RTAQ/man/aggregatets.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/aggregatets.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -17,7 +17,7 @@
 \item{ts}{ xts object, containing the original time series.}
 \item{FUN}{ function to apply over each interval. By default, previous tick aggregation is done. 
 In case weights are supplied, this argument is ignored and a weighted average is taken.}
-\item{on}{ character, indicating the time scale in which "k" is expressed. Possible values are: “secs”, “seconds”, “mins”, “minutes”,“hours”, “days”, “weeks”.}
+\item{on}{ character, indicating the time scale in which "k" is expressed. Possible values are: "secs", "seconds", "mins", "minutes","hours", "days", "weeks".}
 \item{k}{ positive integer, indicating the number of periods to aggregate over. E.g. to aggregate a 
 xts object to the 5 minute frequency set k=5 and on="minutes".}
 \item{weights}{ 

Modified: pkg/RTAQ/man/convert.Rd
===================================================================
--- pkg/RTAQ/man/convert.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/convert.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -12,7 +12,9 @@
 }
 
 \usage{
-convert(from,to,datasource,datadestination,trades=TRUE,quotes=TRUE,ticker,dir=F,extention="txt",header=F,tradecolnames=NULL,quotecolnames=NULL,format="\%m/\%d/\%Y \%H:\%M:\%S")
+convert(from,to,datasource,datadestination,trades=TRUE,quotes=TRUE,\\
+ticker,dir=F,extention="txt",header=F,tradecolnames=NULL,\\
+quotecolnames=NULL,format="\%m/\%d/\%Y \%H:\%M:\%S")
 }
 
 \arguments{

Modified: pkg/RTAQ/man/di_diff.Rd
===================================================================
--- pkg/RTAQ/man/di_diff.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/di_diff.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -22,7 +22,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/di_div.Rd
===================================================================
--- pkg/RTAQ/man/di_div.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/di_div.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -22,7 +22,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/es.Rd
===================================================================
--- pkg/RTAQ/man/es.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/es.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -23,7 +23,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/gettradedir.Rd
===================================================================
--- pkg/RTAQ/man/gettradedir.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/gettradedir.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -16,7 +16,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/liquidity.Rd
===================================================================
--- pkg/RTAQ/man/liquidity.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/liquidity.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -21,7 +21,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 \item{tdata}{ xts-object containing the trade data. Please see pdf documentation for the recommended format.}
 \item{qdata}{ xts-object containing the quote data. Please see pdf documentation for the recommended format.}

Modified: pkg/RTAQ/man/logqs.Rd
===================================================================
--- pkg/RTAQ/man/logqs.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/logqs.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -24,7 +24,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/logqslope.Rd
===================================================================
--- pkg/RTAQ/man/logqslope.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/logqslope.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -19,7 +19,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/logsize.Rd
===================================================================
--- pkg/RTAQ/man/logsize.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/logsize.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -24,7 +24,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/mq_return_abs.Rd
===================================================================
--- pkg/RTAQ/man/mq_return_abs.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/mq_return_abs.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -21,7 +21,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/mq_return_sqr.Rd
===================================================================
--- pkg/RTAQ/man/mq_return_sqr.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/mq_return_sqr.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -27,7 +27,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/p_return_abs.Rd
===================================================================
--- pkg/RTAQ/man/p_return_abs.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/p_return_abs.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -21,7 +21,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/p_return_sqr.Rd
===================================================================
--- pkg/RTAQ/man/p_return_sqr.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/p_return_sqr.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -21,7 +21,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/pes.Rd
===================================================================
--- pkg/RTAQ/man/pes.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/pes.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -23,7 +23,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/pqs.Rd
===================================================================
--- pkg/RTAQ/man/pqs.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/pqs.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -23,7 +23,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/price_impact.Rd
===================================================================
--- pkg/RTAQ/man/price_impact.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/price_impact.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -20,7 +20,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/prop_price_impact.Rd
===================================================================
--- pkg/RTAQ/man/prop_price_impact.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/prop_price_impact.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -23,7 +23,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/prs.Rd
===================================================================
--- pkg/RTAQ/man/prs.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/prs.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -23,7 +23,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/pts.Rd
===================================================================
--- pkg/RTAQ/man/pts.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/pts.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -21,7 +21,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/qs.Rd
===================================================================
--- pkg/RTAQ/man/qs.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/qs.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -22,7 +22,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/qslope.Rd
===================================================================
--- pkg/RTAQ/man/qslope.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/qslope.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -20,7 +20,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/signed_trade_size.Rd
===================================================================
--- pkg/RTAQ/man/signed_trade_size.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/signed_trade_size.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -20,7 +20,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/signed_value_trade.Rd
===================================================================
--- pkg/RTAQ/man/signed_value_trade.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/signed_value_trade.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -21,7 +21,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }
 

Modified: pkg/RTAQ/man/tradescleanup_finalop.Rd
===================================================================
--- pkg/RTAQ/man/tradescleanup_finalop.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/tradescleanup_finalop.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -14,7 +14,7 @@
 }
 
 \usage{
-tradescleanup_finalop(from="2008-01-03",to="2008-01-03",datasource,datadestination,ticker)
+tradescleanup_finalop(from,to,datasource,datadestination,ticker)
 }
 
 \arguments{

Modified: pkg/RTAQ/man/tspread.Rd
===================================================================
--- pkg/RTAQ/man/tspread.Rd	2010-06-04 22:41:56 UTC (rev 334)
+++ pkg/RTAQ/man/tspread.Rd	2010-06-10 14:12:09 UTC (rev 335)
@@ -22,7 +22,7 @@
 
 \arguments{
   \item{data}{ 
-xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq()}})
+xts object, containing joined trades and quotes (e.g. using \code{\link{matchtq}})
 }
 }