# Realized Bipower Variance/Covariance for a price series aligned
# at 5 minutes.
# Univariate:
rbpv <- rBPCov(rData = sampleTData[, list(DT, PRICE)], alignBy ="minutes",
alignPeriod = 5, makeReturns = TRUE)
# Multivariate:
rbpc <- rBPCov(rData = sampleOneMinuteData, makeReturns = TRUE, makePsd = TRUE)
rbpc
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