Displaying 3 results from an estimated 3 matches for "highfrequency".
2020 Oct 10
2
highfrequency package-jump test
Hello,
My programming is as follows.
library(highfrequency)
library(data.table)
library(xts)
tm<-seq.POSIXt(from = as.POSIXct("2020-08-20 09:30:00"),to = as.POSIXct("2020-08-20 15:59:00"),by='min')
data<-xts(x=data$PRICE,order.by=tm)
data <- as.data.table(data)
setnames(data,c('index'),c('DT'))
setnames(...
2013 Sep 18
1
Design for classes with database connection
...uite often (e.g. if several security data is batched together or if only a certain time range should be considered) - the package needs to handle this.
Before I start, I would like to mention some facts which made me decide to construct an own package instead of using e.g. the packages bigmemory, highfrequency, zoo or xts: AFAIK big memory does not provide the opportunity to handle data with different types (timestamp, string and numerics) and their appropriate sorting, for this task databases offer better tools. Package highfrequency is designed to work specifically with a certain data structure and the...
2011 May 31
2
Text Summarization
Is there a text mining/ NLP package in R that could do text summarization?
For example, take a huge text as input and provide a summary of the text.
In package tm, summarization is defined more as high frequency terms which
is not what I want. I actually want a summary of what is present in the huge
volume of text.
Any help on a R package would be helpful. Thank you.
Ravi
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