[Highfrequency-commits] r62 - pkg/highfrequency

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

Author: kboudt
Date: 2013-10-16 14:21:08 +0200 (Wed, 16 Oct 2013)
New Revision: 62

Modified:
   pkg/highfrequency/DESCRIPTION
Log:


Modified: pkg/highfrequency/DESCRIPTION
===================================================================
--- pkg/highfrequency/DESCRIPTION	2013-10-16 12:20:53 UTC (rev 61)
+++ pkg/highfrequency/DESCRIPTION	2013-10-16 12:21:08 UTC (rev 62)
@@ -1,15 +1,15 @@
 Package: highfrequency
 Version: 0.1
-Date: 2011-04-04
+Date: 2013-10-16
 Title: highfrequency
 Author: Jonathan Cornelissen, Kris Boudt, Scott Payseur 
 Maintainer: Jonathan Cornelissen
         <Jonathan.cornelissen at econ.kuleuven.be>
-Contributor: Giang Nguyen, Chris Blakely
 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
-Suggests: realized, robustbase, cubature, mvtnorm, chron, timeDate,
-        quantmod
+Suggests: robustbase, cubature, mvtnorm, chron, timeDate,
+        quantmod, MASS, sandwich, numderiv
+Contributors: Giang Nugyen
+Thanks: A special thanks for additional contributions from Chris Blakely
 LazyLoad: yes
-Packaged: 2012-12-24 14:16:40 UTC; jonathancornelissen