[Highfrequency-commits] r43 - pkg/highfrequency/man

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

Author: kboudt
Date: 2013-08-19 12:05:04 +0200 (Mon, 19 Aug 2013)
New Revision: 43

Modified:
   pkg/highfrequency/man/spotVol.rd
Log:
Christophe Bergmeir bug report: There is an error in the user manual, page 60: 'Possible values are 
"TML","sd", "wsd", "OLS"'. With lowercase "wsd" and "sd", the function 
doesn't work, it needs to be upper case


Modified: pkg/highfrequency/man/spotVol.rd
===================================================================
--- pkg/highfrequency/man/spotVol.rd	2013-03-29 15:19:33 UTC (rev 42)
+++ pkg/highfrequency/man/spotVol.rd	2013-08-19 10:05:04 UTC (rev 43)
@@ -34,7 +34,7 @@
   \item{dailyvol}{determines the estimation method for the component of intraday volatility that is constant over the day, but changes 
   from day to day. Possible values are "bipower","rv", "medrv".}
    \item{periodicvol}{determines the estimation method for the component of intraday volatility that depends in a deterministic way on the intraday time
-   at which the return is observed. Possible values are "TML","sd", "wsd", "OLS".}
+   at which the return is observed. Possible values are "TML","SD", "WSD", "OLS".}
    \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".}