[Highfrequency-commits] r41 - pkg/highfrequency
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Dec 26 15:47:00 CET 2012
Author: jonathan
Date: 2012-12-26 15:47:00 +0100 (Wed, 26 Dec 2012)
New Revision: 41
Modified:
pkg/highfrequency/DESCRIPTION
Log:
first cran submission, final comment
Modified: pkg/highfrequency/DESCRIPTION
===================================================================
--- pkg/highfrequency/DESCRIPTION 2012-12-26 12:26:43 UTC (rev 40)
+++ pkg/highfrequency/DESCRIPTION 2012-12-26 14:47:00 UTC (rev 41)
@@ -3,7 +3,7 @@
Date: 2011-04-04
Title: highfrequency
Author: Jonathan Cornelissen, Kris Boudt, Scott Payseur
-Maintainer: Jonathan Cornelissen <Jonathan.cornelissen at kuleuven.be>
+Maintainer: Jonathan Cornelissen <Jonathan.Cornelissen at kuleuven.be>
Description: The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
License: GPL (>= 2)
Depends: R (>= 2.12.0), xts, zoo
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