Update edge.cpp

c++/edge.cpp

@@ -13,18 +13,21 @@ double mean(const std::vector<T> &x){
 /*
 Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
 
-Implements an efficient estimator of bid-ask spreads from open, high, low, and close prices 
-as described in Ardia, Guidotti, & Kroencke (2024) -> https://doi.org/10.1016/j.jfineco.2024.103916
-
-Prices must be sorted in ascending order of the timestamp.
+Implements the efficient estimator of bid-ask spreads from open, high, low, 
+and close prices described in Ardia, Guidotti, & Kroencke (JFE, 2024):
+https://doi.org/10.1016/j.jfineco.2024.103916
 
 Parameters
 ----------
 - `open`: std::vector of open prices
 - `high`: std::vector of high prices
 - `low`: std::vector of low prices
 - `close`: std::vector of close prices
-- `sign`: whether signed estimates should be returned
+- `sign`: whether to return signed estimates
+
+Notes
+-----
+Prices must be sorted in ascending order of the timestamp.
 
 Returns
 -------