This documentation page functions as a point of reference to quickly look up the estimators of the integrated variance provided in the highfrequency package.
The implemented estimators are:
Realized Variance rRVar
Median realized variance rMedRVar
Minimum realized variance rMinRVar
Realized quadpower variance rQPVar
Realized multipower variance rMPVar
Realized semivariance rSVar
Note that almost all estimators in the list in ICov also work yield estimates of the integrated variance on the diagonals.
ICov for a list of implemented estimators of the integrated covariance.