Changes in version 0.7.0 - New naming convention. - Bugfix in BNSjumpTest, JOjumpTest, AJjumpTest. These functions behaved in an unexpected and inconsistent manner when the input spanned more than one day - Bugfix in aggregateTS function which in edge cases returned data from AFTER the input data - Implement intradayJumpTest function which allows for flexible Lee-Mykland style jump tests - Implement rankJumpTest to test for the rank of the jump matrix - Implement new features in spotVol. Now the local volatility can be estimated with realized measures, they can also be used with pre-averaged realized measures. - Implement a wrapper around quantmod’s getSymbols.av function - harModel now includes Newey-West standard errors in the output. - Bugfix for refreshTime function and large performance improvement - Implement CholCov estimator in rCholCov - Bugfixes in data handling functions, which sometimes produced different results depending on the options(digits.secs) setting. Most data handling functions now run considerably faster as a consequence of internally using numerics for timestamps. - Implemented new realized semi-covariance estimator in rSemiCov - Implemented new lead-lag estimation in leadLag - Implemented ReMeDI estimation in ReMeDI - More transparantly handle the lagging of quotes when matching these with trades, now the user has control of this. - Add business time sampling - Changes to the included datasets. The microseconds quote datasets have been thinned out aggressively for exchanges != “N”

Changes in version 0.6.5 - bug fix for kernelCov if cor = TRUE - compatibility with lubridate 1.7.8

Changes in version 0.6.4 - bug fix in refreshTime (affected MRC for n > 2) - one additional test for MRC - updated realized library file until end of 2019

Changes in version 0.6.3 - aggregateTrades size aggregation bug fix

Changes in version 0.6.2 - spotVol and spotDrift don not assume naming convention for univariate time series anymore - bug fix tpv and finite sample corrections

Changes in version 0.6.1 - bug fix for Fedora compilation

Changes in version 0.6.0 - all new backend - documentation via roxygen2 - testing via test_that - covr integration on github - microsecond compatibility for WRDS files - improved doumentation - new options in harModel - updated data sets - updated references - cleanup of code basis

Changes in version 0.5 - converted so that it would work with Cran - added missing data files - compressed data files

Changes in version 0.4 - update package code github to version on rforge - to do: print more output in tradesCleanup about the different filters - correction to implementation AJjumptest by Giang