DESCRIPTION

Package: obmodeling
Type: Package
Title: Modeling, Analysis, and Graphics of Limit Order Book Data
Version: 0.1
Url: https://github.com/jmazar/obmodeling
Authors@R: c(
      person(given="Jeffrey", family="Mazar", email="jeffrey.mazar@gmail.com", role=c("cre", "aut"))
      , person(given="Brian G.", family="Peterson", email="brian@braverock.com",role=c("aut"))
    )
Description:
    The obmodeling package is designed to allow for modeling of order book
    features and dynamics based on L1 and L2 data.  It includes analytical
    methods and graphics drawn from the microstructure literature and aims
    to be useful for both professional and academic researchers.
Depends: R (>= 3.3.0)
Imports:
    xts
    , zoo
    , FinancialInstrument
    , fasttime
    , utils
License: GPL-3
Roxygen: list(markdown = TRUE)
LazyData: true
RoxygenNote: 6.0.1
Suggests: 
    knitr
    , rmarkdown
    , PerformanceAnalytics
    , highfrequency
VignetteBuilder: knitr