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obAnalytics: Limit Order Book Analytics

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

Version: 0.1.1
Depends: R (≥ 3.1.1)
Imports: zoo, ggplot2, reshape2, utils
Suggests: grid, rmarkdown, knitr, testthat
Published: 2016-11-11
DOI: 10.32614/CRAN.package.obAnalytics
Author: Philip Stubbings
Maintainer: Philip Stubbings <phil at parasec.net>
BugReports: https://github.com/phil8192/ob-analytics/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/phil8192/ob-analytics
NeedsCompilation: no
Materials: README
In views: Finance
CRAN checks: obAnalytics results

Documentation:

Reference manual: obAnalytics.pdf
Vignettes: obAnalytics Guide

Downloads:

Package source: obAnalytics_0.1.1.tar.gz
Windows binaries: r-devel: obAnalytics_0.1.1.zip, r-release: obAnalytics_0.1.1.zip, r-oldrel: obAnalytics_0.1.1.zip
macOS binaries: r-release (arm64): obAnalytics_0.1.1.tgz, r-oldrel (arm64): obAnalytics_0.1.1.tgz, r-release (x86_64): obAnalytics_0.1.1.tgz, r-oldrel (x86_64): obAnalytics_0.1.1.tgz
Old sources: obAnalytics archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=obAnalytics to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.