[Highfrequency-commits] r91 - pkg/highfrequency/R

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Mon Sep 1 09:47:52 CEST 2014


Author: kboudt
Date: 2014-09-01 09:47:51 +0200 (Mon, 01 Sep 2014)
New Revision: 91

Modified:
   pkg/highfrequency/R/highfrequencyGSOC.R
Log:


Modified: pkg/highfrequency/R/highfrequencyGSOC.R
===================================================================
--- pkg/highfrequency/R/highfrequencyGSOC.R	2014-09-01 07:46:42 UTC (rev 90)
+++ pkg/highfrequency/R/highfrequencyGSOC.R	2014-09-01 07:47:51 UTC (rev 91)
@@ -662,7 +662,7 @@
 
 ####Realized beta####
 
-rBeta = function(rdata, rindex, RCOVestimator= "rCov", RVestimator= NULL, makeReturns= FALSE,...)
+rBeta = function(rdata, rindex, RCOVestimator= "rCov", RVestimator= "RV", makeReturns= FALSE,...)
 {
   if (hasArg(data)) 
   {



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