Package: TAQMNGR 2018.5-1
Fabrizio Cipollini
TAQMNGR: Manage Tick-by-Tick Transaction Data
Manager of tick-by-tick transaction data that performs 'cleaning', 'aggregation' and 'import' in an efficient and fast way. The package engine, written in C++, exploits the 'zlib' and 'gzstream' libraries to handle gzipped data without need to uncompress them. 'Cleaning' and 'aggregation' are performed according to Brownlees and Gallo (2006) <doi:10.1016/j.csda.2006.09.030>. Currently, TAQMNGR processes raw data from WRDS (Wharton Research Data Service, <https://wrds-web.wharton.upenn.edu/wrds/>).
Authors:
TAQMNGR_2018.5-1.tar.gz
TAQMNGR_2018.5-1.tar.gz(r-4.5-noble)TAQMNGR_2018.5-1.tar.gz(r-4.4-noble)
TAQMNGR_2018.5-1.tgz(r-4.4-emscripten)TAQMNGR_2018.5-1.tgz(r-4.3-emscripten)
TAQMNGR.pdf |TAQMNGR.html✨
TAQMNGR/json (API)
| # Install 'TAQMNGR' in R: |
| install.packages('TAQMNGR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 years agofrom:dbb5429b0f. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 24 2024 |
| R-4.5-linux-x86_64 | NOTE | Nov 24 2024 |
Exports:.Last.libTAQ.AggregateTAQ.CleanTickByTickTAQ.ReadTAQ.Report
Dependencies:Rcpp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| TAQ Manager | TAQ.Aggregate TAQ.CleanTickByTick TAQ.Read TAQ.Report |
| TAQ Manager | TAQMNGR |
