Update to version 0.8.0

[emilsjoerup]

Changes in this version:

• Various bugfixes and performance improvements
  • Added lowercase "r" in front of realized measures that did not have it, so it can easily be found in IDEs with highfrequency::
  • Added drift burst code
  • Added Backwards - Forwards matching algorithm to cleaning step. Thanks to Kim Christensen for providing his Matlab code.
  • removed various datasets, outdated TAQ format, simulated 5-minute prices, returns, and prices with jumps
  • Added European sample data, anonymized one-minute data with anonymous stock and market data, as well as home-grown dataset with realized measures
  • The arguments "on" and "k" in data handling is now "alignBy" and "alignPeriod" respectively. This means that the realized measures and data handling functions have similar notation
  • Improved UX in data cleaning functions by having more clear report on the trades when prompted and adding defaults that follow the standard in the literature
  • Added data.table support to (most) realized measures
  • Added functions makeRMFormat and makeOHLCV to convert data from a long format to a format that can be used for realized measures, and to make arbitrary period bars.
  • HARmodel has less 'RV' in the types - much easier to type and read, also it now supports an external regressor and has robust standard errors reported in the summary.
  • add asymptotic variance estimator for ReMeDI estimation - thanks to Merrick Li for contributing his Matlab code
  • In general, improved documentation. Also, better documentation of methods which were, in most cases undocumented and not clearly exported

[codecov-io]

Codecov Report

Merging #58 (4e66786) into master (a8e9eb9) will decrease coverage by 3.25%. The diff coverage is 54.01%.

@@            Coverage Diff             @@
##           master      #58      +/-   ##
==========================================
- Coverage   60.75%   57.50%   -3.26%     
==========================================
  Files          22       24       +2     
  Lines        4778     5782    +1004     
==========================================
+ Hits         2903     3325     +422     
- Misses       1875     2457     +582     

Impacted Files	Coverage Δ
R/dataHandling.R	51.63% <ø> (ø)
R/getDataFromAlphaVantage.R	0.00% <0.00%> (ø)
R/internalPreaveringEstimators.R	94.73% <ø> (ø)
R/realizedMeasures.R	84.60% <ø> (ø)
src/businessTimeSampling.cpp	100.00% <ø> (ø)
src/realizedMeasures.cpp	56.52% <16.66%> (ø)
R/driftBursts.R	23.98% <23.98%> (ø)
R/internalRealizedMeasures.R	63.20% <33.33%> (ø)
R/internalSpotVolAndDrift.R	26.96% <35.29%> (ø)
R/jumpTests.R	49.23% <45.94%> (ø)
... and 28 more

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