Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("highfrequency")

1.0.0 by Kris Boudt, a month ago


https://github.com/jonathancornelissen/highfrequency


Report a bug at https://github.com/jonathancornelissen/highfrequency/issues


Browse source code at https://github.com/cran/highfrequency


Authors: Kris Boudt [aut, cre] , Jonathan Cornelissen [aut] , Scott Payseur [aut] , Giang Nguyen [ctb] , Onno Kleen [aut] , Emil Sjoerup [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports xts, zoo, Rcpp, graphics, methods, stats, utils, grDevices, robustbase, data.table, RcppRoll, quantmod, sandwich, numDeriv, Rsolnp

Suggests mvtnorm, covr, FKF, rugarch, testthat, knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


Imported by rumidas.


See at CRAN