RBPCov_bi

<p># Check data:
#' @keywords internal
rdatacheck &lt;- function (rData, multi = FALSE) 
  if ((dim(rData)[2] &lt; 2) &amp; (multi)) 
    stop("Your rData object should have at least 2 columns")</p>

internal

Provide functionality to manage, clean and match highfrequency
trades and quotes data, calculate various liquidity measures, estimate and
forecast volatility, detect price jumps and investigate microstructure noise and intraday
periodicity. A detailed vignette can be found in the open-access paper
"Analyzing Intraday Financial Data in R: The highfrequency Package"
by Boudt, Kleen, and Sjoerup (2022, <doi:10.18637/jss.v104.i08>).

Kris Boudt

highfrequency

Tools for Highfrequency Data Analysis

Jonathan Cornelissen

Scott Payseur

Giang Nguyen

Onno Kleen

Emil Sjoerup

RBPCov_bi function

# Check data:
#' @keywords internal
rdatacheck &lt;- function (rData, multi = FALSE) 
  if ((dim(rData)[2] &lt; 2) &amp; (multi)) 
    stop("Your rData object should have at least 2 columns") — RBPCov_bi

# Check data:
#' @keywords internal
rdatacheck &lt;- function (rData, multi = FALSE) 
  if ((dim(rData)[2] &lt; 2) &amp; (multi)) 
    stop("Your rData object should have at least 2 columns")

RBPCov_bi: # Check data: #' @keywords internal rdatacheck <- function (rData, multi = FALSE) if ((dim(rData)[2] < 2) & (multi)) stop("Your rData object should have at least 2 columns")

Description

Usage

Arguments