[R] [R-pkgs] TAQMNGR

Dear R users Some days ago we released the package 'TAQMNGR'. The package manages tick-by-tick transaction data, performing 'cleaning', 'aggregation' and 'import' in an efficient and fast way (the package engine is in C++). Cleaning and Aggregation are performed according to Brownlees and Gallo (20

[R] lm.influence on glm objects

Dear R users Today I discovered that function lm.influence() stops when applied to glm objects with the following error message Error in if (NROW(e) != n) stop("non-NA residual length does not match cases used in fitting") : argument is of length zero After inspecting lm.influence.R (both into