[Highfrequency-commits] r115 - pkg/highfrequency

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

Author: kboudt
Date: 2014-11-25 10:35:26 +0100 (Tue, 25 Nov 2014)
New Revision: 115

Modified:
   pkg/highfrequency/DESCRIPTION
Log:


Modified: pkg/highfrequency/DESCRIPTION
===================================================================
--- pkg/highfrequency/DESCRIPTION	2014-11-25 08:04:31 UTC (rev 114)
+++ pkg/highfrequency/DESCRIPTION	2014-11-25 09:35:26 UTC (rev 115)
@@ -1,8 +1,8 @@
 Package: highfrequency
 Version: 0.4
-Date: 2014-08-31
-Title: highfrequency
-Author:  Jonathan Cornelissen, Kris Boudt,  Scott Payseur 
+Date: 2014-11-25
+Title: highfrequency: Tools for the analysis of highfrequency data in R
+Author: Kris Boudt [aut, cre], Jonathan Cornelissen [aut], Scott Payseur [aut], Giang Nguyen [ctb], Maarten Schermers [ctb] 
 Maintainer: Kris Boudt
         <Kris.Boudt at econ.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. 
@@ -10,6 +10,5 @@
 Depends: R (>= 2.12.0), xts, zoo
 Suggests: robustbase, cubature, mvtnorm, chron, timeDate,
         quantmod, MASS, sandwich, numDeriv, FKF, BMS, rugarch
-Contributors: Giang Nguyen, Maarten Schermer
 Thanks: A special thanks for additional contributions from Chris Blakely, Brian Peterson, Eric Zivot and GSoC
 LazyLoad: yes