R Packages that start with:
A . B . C . D . E . F . G . H . I . J . K . L . M . N . O . P . Q . R . S . T . U . V . W . X . Y . Z .
Functions
- aggregatePrice()
- aggregateQuotes()
- aggregateTrades()
- aggregateTS()
- AJjumpTest()
- autoSelectExchangeQuotes()
- autoSelectExchangeTrades()
- Bj()
- BNSjumpTest()
- businessTimeAggregation()
- cholCovrMRCov()
- driftBursts()
- exchangeHoursOnly()
- gatherPrices()
- getAlphaVantageData()
- getCriticalValues()
- getLiquidityMeasures()
- getTradeDirection()
- HARmodel()
- HEAVYmodel()
- highfrequency-package()
- ICov()
- intradayJumpTest()
- IVar()
- IVinference()
- JOjumpTest()
- knChooseReMeDI()
- leadLag()
- listAvailableKernels()
- listCholCovEstimators()
- makeOHLCV()
- makePsd()
- makeReturns()
- makeRMFormat()
- matchTradesQuotes()
- MDtest()
- mergeQuotesSameTimestamp()
- mergeTradesSameTimestamp()
- mukp()
- noZeroPrices()
- noZeroQuotes()
- plot.DBH()
- plot.HARmodel()
- plot.HEAVYmodel()
- plotTQData()
- predict.HARmodel()
- predict.HEAVYmodel()
- print.DBH()
- print.HARmodel()
- quotesCleanup()
- rankJumpTest()
- rAVGCov()
- rBACov()
- rBeta()
- rBPCov()
- RBPCov_bi()
- rCholCov()
- rCov()
- refreshTime()
- ReMeDI()
- ReMeDIAsymptoticVariance()
- rHYCov()
- rKernelCov()
- rKurt()
- rMedRQ()
- rMedRQuar()
- rMedRV()
- rMedRVar()
- rMinRQ()
- rMinRQuar()
- rMinRV()
- rMinRVar()
- rmLargeSpread()
- rmNegativeSpread()
- rmOutliersQuotes()
- rmOutliersTrades()
- rMPV()
- rMPVar()
- rMRC()
- rMRCov()
- rmTradeOutliersUsingQuotes()
- rOWCov()
- rQPVar()
- rQuar()
- rRTSCov()
- rRVar()
- rSemiCov()
- rSkew()
- rSV()
- rSVar()
- rThresholdCov()
- rTPQuar()
- rTSCov()
- RV()
- salesCondition()
- sampleMultiTradeData()
- sampleOneMinuteData()
- sampleQData()
- sampleQDataRaw()
- sampleTData()
- sampleTDataEurope()
- sampleTDataRaw()
- selectExchange()
- spotDrift()
- spotVol()
- spreadPrices()
- SPYRM()
- summary.HARmodel()
- tradesCleanup()
- tradesCleanupUsingQuotes()
- tradesCondition()
R Codes
- data.R
- dataHandling.R
- driftBursts.R
- getDataFromAlphaVantage.R
- HARmodel.R
- HEAVYmodel.R
- highfrequency.R
- internal.R
- internalDataHandling.R
- internalHEAVY.R
- internalJumpTests.R
- internalPreaveringEstimators.R
- internalRealizedMeasures.R
- internalSpotVolAndDrift.R
- jumpTests.R
- leadLag.R
- liquidityMeasures.R
- plotTQData.R
- RcppExports.R
- rcpp_dynlib_call.R
- realizedMeasures.R
- realizedMeasuresInference.R
- spotVolAndDrift.R
Selected R package: highfrequency
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