The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
"The package FKF has now been orphaned and will be archived in due course. Package highfrequency, require FKF so would need to be archived with it. So please submit a version of your package not requiring FKF (it could be in Suggests if used conditionally as per §1.1.3.1 of the manual)"
before Mar 10.
We received the following message from cran:
"The package FKF has now been orphaned and will be archived in due course. Package highfrequency, require FKF so would need to be archived with it. So please submit a version of your package not requiring FKF (it could be in Suggests if used conditionally as per §1.1.3.1 of the manual)" before Mar 10.