Imports: htmlwidgets, magrittr, purrr, rlist, assertthat, zoo, dplyr,
stringr, viridisLite, xts, quantmod, tidyr

stringr, viridisLite, xts, quantmod, tidyr, htmltools,

person("Joshua", "Kunst", role = c("aut", "cre"), email = "jbkunst@gmail.com"),
person("Nuno", "Agostinho", role = c("ctb"), comment  = "hchart.survfit, densities and hc_add_series_scatter"),
person("Eduardo", "Flores", role = c("ctb"), comment  = "First version hc_add_series_df_tidy"),
person("Dean", "Kilfoyle", role = c("ctb"), comment  = "First version hc_add_series_boxplot"),
person("Adline", "Dsilva", role = c("ctb"), comment  = "First version Matrix heatmap")
tibble, stringr, broom, viridisLite, xts, quantmod, tidyr,
Nuno Agostinho [ctb] (hchart.survfit, densities and
Eduardo Flores [ctb] (First version hc_add_series_df_tidy),
Dean Kilfoyle [ctb] (First version hc_add_series_boxplot),
Adline Dsilva [ctb] (First version Matrix heatmap)

tibble (>= 1.1), stringr, broom, xts, quantmod, tidyr,
Suggests: knitr, rmarkdown, survival, ggplot2, httr, viridisLite

Author: Jonathan Cornelissen, Kris Boudt, Scott Payseur
Description: 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
Suggests: realized, robustbase, cubature, mvtnorm, chron, timeDate,
Packaged: 2012-12-26 12:35:21 UTC; jonathancornelissen

Suggests: timeDate, robustbase, cubature, mvtnorm, chron, quantmod
Packaged: 2013-04-09 08:59:54 UTC; jonathancornelissen

Title: Tools For Highfrequency Data Analysis
Author: Kris Boudt [aut, cre], Jonathan Cornelissen [aut], Scott Payseur [aut],
Giang Nguyen [ctb], Maarten Schermer [ctb]
Description: Provide functionality to manage, clean and match highfrequency
trades and quotes data, calculate various liquidity measures, estimate and
forecast volatility, and investigate microstructure noise and intraday
Suggests: robustbase, cubature, mvtnorm, chron, timeDate, quantmod,
MASS, sandwich, numDeriv, FKF, BMS, rugarch