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jonathancornelissen / highfrequency

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.
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Is ‘highfrequency’ available for R version 3.5.1? #14

Closed chinghoo closed 5 years ago

chinghoo commented 5 years ago

Hi there,

I tried to install 'highfrequency' package but the warning shows the package is not available for R version 3.5.1.

I would be grateful if anyone could let me know the way to install the package for my version.

Peace! Bill Hoo default

payseur commented 5 years ago

This works for me on R version 3.5.2 (2018-12-20) and all of the CRAN checks are working:

https://cran.r-project.org/web/checks/check_results_highfrequency.html

Maybe check your CRAN depository, or try to download it manually from CRAN and install the zip?