[Blotter-commits] r473 - in pkg/RTAQ: . man

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

Author: jonathan
Date: 2010-11-27 17:43:39 +0100 (Sat, 27 Nov 2010)
New Revision: 473

Modified:
   pkg/RTAQ/DESCRIPTION
   pkg/RTAQ/man/ExchangeHoursOnly.Rd
   pkg/RTAQ/man/RTAQ-package.Rd
   pkg/RTAQ/man/quotescleanup.Rd
   pkg/RTAQ/man/rmoutliers.Rd
   pkg/RTAQ/man/tradesCleanupFinal.Rd
   pkg/RTAQ/man/tradescleanup.Rd
Log:


Modified: pkg/RTAQ/DESCRIPTION
===================================================================
--- pkg/RTAQ/DESCRIPTION	2010-11-24 19:52:27 UTC (rev 472)
+++ pkg/RTAQ/DESCRIPTION	2010-11-27 16:43:39 UTC (rev 473)
@@ -2,7 +2,6 @@
 Type: Package
 Title: RTAQ: Tools for the analysis of trades and quotes in R
 Version: 0.1
-Date: 2010-03-15
 Author: Kris Boudt, Jonathan Cornelissen
 Maintainer: Jonathan Cornelissen <Jonathan.cornelissen at econ.kuleuven.be>
 Description: The Trades and Quotes data of the New York Stock Exchange is a popular input for the implementation of intraday trading strategies, the measurement of liquidity and volatility and investigation of the market microstructure, among others. This package contains a collection of R functions to carefully clean and match the trades and quotes data, calculate ex post liquidity and volatility measures and detect price jumps in the data.

Modified: pkg/RTAQ/man/ExchangeHoursOnly.Rd
===================================================================
--- pkg/RTAQ/man/ExchangeHoursOnly.Rd	2010-11-24 19:52:27 UTC (rev 472)
+++ pkg/RTAQ/man/ExchangeHoursOnly.Rd	2010-11-27 16:43:39 UTC (rev 473)
@@ -29,7 +29,7 @@
 }
 \references{
 Brownlees, C.T. and Gallo, G.M. (2006). 
-Financial econometric analysis at ultra-high frequency: Data handling concerns,
+Financial econometric analysis at ultra-high frequency: Data handling concerns.
  Computational Statistics & Data Analysis, 51, pages 2232-2245.
 }
 

Modified: pkg/RTAQ/man/RTAQ-package.Rd
===================================================================
--- pkg/RTAQ/man/RTAQ-package.Rd	2010-11-24 19:52:27 UTC (rev 472)
+++ pkg/RTAQ/man/RTAQ-package.Rd	2010-11-27 16:43:39 UTC (rev 473)
@@ -13,11 +13,11 @@
 Package: \tab RTAQ\cr
 Type: \tab Package\cr
 Version: \tab 0.1\cr
-Date: \tab 2010-04-10 \cr
 License: \tab GPL \cr
 LazyLoad: \tab yes \cr
 }
 }
+
 \author{
 Kris Boudt, Jonathan Cornelissen
 

Modified: pkg/RTAQ/man/quotescleanup.Rd
===================================================================
--- pkg/RTAQ/man/quotescleanup.Rd	2010-11-24 19:52:27 UTC (rev 472)
+++ pkg/RTAQ/man/quotescleanup.Rd	2010-11-27 16:43:39 UTC (rev 473)
@@ -73,10 +73,10 @@
 kernels in practice: Trades and quotes. Econometrics Journal 12, C1-C32.
 
 Brownlees, C.T. and Gallo, G.M. (2006). 
-Financial econometric analysis at ultra-high frequency: Data handling concerns,
+Financial econometric analysis at ultra-high frequency: Data handling concerns.
  Computational Statistics & Data Analysis, 51, pages 2232-2245.
 
-Falkenberry, T.N. (2002) "High frequency data filtering", unpublished technical report.
+Falkenberry, T.N. (2002). High frequency data filtering. Unpublished technical report.
 }
 
 \author{Jonathan Cornelissen and Kris Boudt}

Modified: pkg/RTAQ/man/rmoutliers.Rd
===================================================================
--- pkg/RTAQ/man/rmoutliers.Rd	2010-11-24 19:52:27 UTC (rev 472)
+++ pkg/RTAQ/man/rmoutliers.Rd	2010-11-27 16:43:39 UTC (rev 473)
@@ -48,7 +48,7 @@
 kernels in practice: Trades and quotes. Econometrics Journal 12, C1-C32.
 
 Brownlees, C.T. and Gallo, G.M. (2006). 
-Financial econometric analysis at ultra-high frequency: Data handling concerns,
+Financial econometric analysis at ultra-high frequency: Data handling concerns.
  Computational Statistics & Data Analysis, 51, pages 2232-2245.
 }
 

Modified: pkg/RTAQ/man/tradesCleanupFinal.Rd
===================================================================
--- pkg/RTAQ/man/tradesCleanupFinal.Rd	2010-11-24 19:52:27 UTC (rev 472)
+++ pkg/RTAQ/man/tradesCleanupFinal.Rd	2010-11-27 16:43:39 UTC (rev 473)
@@ -43,7 +43,7 @@
 kernels in practice: Trades and quotes. Econometrics Journal 12, C1-C32.
 
 Brownlees, C.T. and Gallo, G.M. (2006). 
-Financial econometric analysis at ultra-high frequency: Data handling concerns,
+Financial econometric analysis at ultra-high frequency: Data handling concerns.
  Computational Statistics & Data Analysis, 51, pages 2232-2245.
 }
 

Modified: pkg/RTAQ/man/tradescleanup.Rd
===================================================================
--- pkg/RTAQ/man/tradescleanup.Rd	2010-11-24 19:52:27 UTC (rev 472)
+++ pkg/RTAQ/man/tradescleanup.Rd	2010-11-27 16:43:39 UTC (rev 473)
@@ -84,10 +84,10 @@
 kernels in practice: Trades and quotes. Econometrics Journal 12, C1-C32.
 
 Brownlees, C.T. and Gallo, G.M. (2006). 
-Financial econometric analysis at ultra-high frequency: Data handling concerns,
+Financial econometric analysis at ultra-high frequency: Data handling concerns.
  Computational Statistics & Data Analysis, 51, pages 2232-2245.
 
-Falkenberry, T.N. (2002) "High frequency data filtering", unpublished technical report.
+Falkenberry, T.N. (2002). High frequency data filtering. Unpublished technical report.
 }
 
 \author{ Jonathan Cornelissen and Kris Boudt}