Data processing, visualisation and analysis of Limit Order Book event data.

Documentation

Manual: obAnalytics.pdf
Vignette: obAnalytics Guide

Maintainer: Philip Stubbings <phil at parasec.net>

Author(s): Philip Stubbings

Install package and any missing dependencies by running this line in your R console:

install.packages("obAnalytics")

Depends R (>= 3.1.1)
Imports zoo, ggplot2, reshape2, utils
Suggests grid, rmarkdown, knitr, testthat
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Package obAnalytics
Materials
URL https://github.com/phil8192/ob-analytics
Task Views Finance
Version 0.1.1
Published 2016-11-11
License GPL (>= 2)
BugReports https://github.com/phil8192/ob-analytics/issues
SystemRequirements
NeedsCompilation no
Citation
CRAN checks obAnalytics check results
Package source obAnalytics_0.1.1.tar.gz