[Highfrequency-commits] r123 - pkg/highfrequency
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Nov 25 14:56:29 CET 2014
Author: kboudt
Date: 2014-11-25 14:56:28 +0100 (Tue, 25 Nov 2014)
New Revision: 123
Modified:
pkg/highfrequency/DESCRIPTION
Log:
Modified: pkg/highfrequency/DESCRIPTION
===================================================================
--- pkg/highfrequency/DESCRIPTION 2014-11-25 13:00:59 UTC (rev 122)
+++ pkg/highfrequency/DESCRIPTION 2014-11-25 13:56:28 UTC (rev 123)
@@ -1,14 +1,13 @@
Package: highfrequency
Version: 0.4
Date: 2014-11-25
-Title: Tools for Highfrequency Data Analysis
+Title: Tools For Highfrequency Data Analysis
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.
+Description: Provide functionality to manage, clean and match highfrequency trades and quotes data, calculate 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: robustbase, cubature, mvtnorm, chron, timeDate,
quantmod, MASS, sandwich, numDeriv, FKF, BMS, rugarch
-Thanks: A special thanks for additional contributions from Chris Blakely, Brian Peterson, Eric Zivot and GSoC
LazyLoad: yes
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