[Blotter-commits] r995 - pkg/RTAQ/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Apr 3 18:56:08 CEST 2012
Author: kboudt
Date: 2012-04-03 18:56:07 +0200 (Tue, 03 Apr 2012)
New Revision: 995
Modified:
pkg/RTAQ/man/RTSCov.rd
Log:
Modified: pkg/RTAQ/man/RTSCov.rd
===================================================================
--- pkg/RTAQ/man/RTSCov.rd 2012-04-01 23:58:26 UTC (rev 994)
+++ pkg/RTAQ/man/RTSCov.rd 2012-04-03 16:56:07 UTC (rev 995)
@@ -34,7 +34,6 @@
\item{J_var}{vector of positive integers, for the diagonal variance elements the fast time scale returns are computed on prices that are J steps apart.}
\item{makePsd}{ boolean, in case it is TRUE, the positive definite version of RTSCov is returned. FALSE by default.}
\item{eta}{positive real number, squared standardized high-frequency returns that exceed eta are detected as jumps.}
-\item{makePsd}{ boolean, in case it is TRUE, the positive definite version of RTSCov is returned. FALSE by default.}
}
\value{
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