[Highfrequency-commits] r74 - pkg/highfrequency

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

Author: kboudt
Date: 2014-08-28 17:22:56 +0200 (Thu, 28 Aug 2014)
New Revision: 74

Modified:
   pkg/highfrequency/NAMESPACE
Log:


Modified: pkg/highfrequency/NAMESPACE
===================================================================
--- pkg/highfrequency/NAMESPACE	2014-08-27 14:38:30 UTC (rev 73)
+++ pkg/highfrequency/NAMESPACE	2014-08-28 15:22:56 UTC (rev 74)
@@ -1,80 +1,76 @@
-useDynLib(highfrequency); 
-import(zoo); 
-import(xts);
-import(FKF);
-import(rugarch);
-import(timeDate);
-importFrom(BMS,quantile.density);
-importFrom(robustbase,scaleTau2);
-export(
-minRV,
-medRV,
-rCov,
-rBPCov,
-rOWCov,
-makePsd,
-rTSCov,
-rRTSCov,
-rThresholdCov,
-rHYCov,
-rKernelCov,
-rKernel.available,
-rAVGCov,
-rZero,
-rAccumulation,
-rMarginal,
-rCumSum,
-rScatterReturns,
-makeReturns,
-refreshTime,
-harModel,
-convert,
-TAQLoad,
-spotVol,
-matchTradesQuotes,
-getTradeDirection,
-tqLiquidity, 
-tradesCleanup,
-quotesCleanup,
-tradesCleanupFinal,
-autoSelectExchangeQuotes, 
-autoSelectExchangeTrades, 
-exchangeHoursOnly,
-mergeQuotesSameTimestamp,
-mergeTradesSameTimestamp,
-noZeroPrices,
-noZeroQuotes,
-rmLargeSpread,
-rmNegativeSpread,
-rmOutliers,
-rmTradeOutliers,
-salesCondition,
-selectExchange,
-aggregatePrice,
-aggregateQuotes,
-aggregateTrades,
-aggregatets,
-previoustick,
-heavyModel,
-AJjumptest,
-BNSjumptest,
-ivInference,
-JOjumptest,
-medRQ,
-minRQ,
-MRC,
-rBeta,
-rKurt,
-rMPV,
-rQPVar,
-rQuar,
-rSkew,
-rSV,
-rTPVar,
-heavyModelC
-)#end exported function
-
-S3method(print, harModel);
-S3method(summary, harModel);
-S3method(plot, harModel);
-S3method(plot,spotvol)
+useDynLib(highfrequency); 
+import(zoo); 
+import(xts);
+export(
+minRV,
+medRV,
+rCov,
+rBPCov,
+rOWCov,
+makePsd,
+rTSCov,
+rRTSCov,
+rThresholdCov,
+rHYCov,
+rKernelCov,
+rKernel.available,
+rAVGCov,
+rZero,
+rAccumulation,
+rMarginal,
+rCumSum,
+rScatterReturns,
+makeReturns,
+refreshTime,
+harModel,
+convert,
+TAQLoad,
+spotVol,
+matchTradesQuotes,
+getTradeDirection,
+tqLiquidity, 
+tradesCleanup,
+quotesCleanup,
+tradesCleanupFinal,
+autoSelectExchangeQuotes, 
+autoSelectExchangeTrades, 
+exchangeHoursOnly,
+mergeQuotesSameTimestamp,
+mergeTradesSameTimestamp,
+noZeroPrices,
+noZeroQuotes,
+rmLargeSpread,
+rmNegativeSpread,
+rmOutliers,
+rmTradeOutliers,
+salesCondition,
+selectExchange,
+aggregatePrice,
+aggregateQuotes,
+aggregateTrades,
+aggregatets,
+previoustick,
+heavyModel,
+AJjumptest,
+BNSjumptest,
+ivInference,
+JOjumptest,
+medRQ,
+minRQ,
+MRC,
+rBeta,
+rKurt,
+rMPV,
+rQPVar,
+rQuar,
+rSkew,
+rSV,
+rTPVar,
+heavyModelC,
+spotvol
+)#end exported function
+
+S3method(print, harModel);
+S3method(summary, harModel);
+S3method(plot, harModel);
+S3method(plot, spotvol)