DESCRIPTION

Package: hf.econometrics
Type: Package
Title: High Frequency Econometrics
Version: 0.1.0
Author: Danial Saef
Maintainer: Danial Saef <danial.saef@hu-berlin.de>
Description: This package contains various implementations from the High Frequency Econometrics toolbox: Noise robust jump tests, preaveraging methodologies and preprocessing tools for high frequency tick datasets. The implementation is designed to be scalable with large datasets.
License: MIT
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
Roxygen: list(markdown = TRUE)
Imports:
    xts,
    imputeTS,
    data.table,
    lubridate,
    quantmod,
    highfrequency