useDynLib(RTAQ, .registration = TRUE);

#export(anova.trls, anovalist.trls, correlogram, expcov, gaucov, Kaver,
#       Kenvl, Kfn, plot.trls, ppgetregion, ppinit, pplik, ppregion,
#       predict.trls, prmat, Psim, semat, sphercov, SSI, Strauss,
#       surf.gls, surf.ls, trls.influence, trmat, variogram)

export(
#cleaning
autoSelectExchangeQuotes, 
autoSelectExchangeTrades, 
exchangeHoursOnly,
mergeQuotesSameTimestamp, 
mergeTradesSameTimestamp,
noZeroPrices,
noZeroQuotes,
quotesCleanup,
rmLargeSpread,
rmNegativeSpread,
rmOutliers,
rmTradeOutliers,
salesCondition,
selectExchange, 
tradesCleanup, 
tradesCleanupFinal, 
#Topic data manipulation
aggregatePrice,
aggregateQuotes,
aggregateTrades,
aggregatets,
as.realizedObject,
matchTradesQuotes,
TAQLoad,
refreshTime,
#Topic datasets
#sample_5minprices,
#sample_5minprices_jumps,
#sample_qdata, 
#sample_qdataraw,
#sample_tdata,
#sample_tdataraw,
#Topic liquidity
getTradeDirection, 
tqLiquidity,
#Topic volatility
MedRV, 
MinRV,
RBPCov,
RCov,
ROWCov,
thresholdCov,
TSCov,
RTSCov,
makePsd,
#misc
convert,
makeReturns,
#to be adjusted :
#liquidity :
#es, rs, value_trade, signed_value_trade,  
#di_diff, di_div, pes, prs, price_impact, prop_price_impact,  
#tspread, pts, p_return_sqr, p_return_abs, qs, pqs,  
#logqs, logsize, qslope, logqslope, mq_return_sqr, mq_return_abs,
#rest :
spotVol,
sumN,                       #previously included...
previoustick,               #idem
medianN                     #idem
)

#importFrom(mvtnorm, dmvnorm);
#importFrom(cubature, adaptIntegrate);

#S3method(summary,trls)
