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intradayModel: Modeling and Forecasting Financial Intraday Signals

Models, analyzes, and forecasts financial intraday signals. This package currently supports a univariate state-space model for intraday trading volume provided by Chen (2016) <doi:10.2139/ssrn.3101695>.

Version: 0.0.1
Depends: R (≥ 2.10)
Imports: ggplot2, magrittr, patchwork, reshape2, scales, xts, zoo, utils
Suggests: knitr, rmarkdown, R.rsp, testthat (≥ 3.0.0), cleanrmd, devtools
Published: 2023-05-22
DOI: 10.32614/CRAN.package.intradayModel
Author: Shengjie Xiu [aut], Yifan Yu [aut], Daniel P. Palomar [cre, aut, cph]
Maintainer: Daniel P. Palomar <daniel.p.palomar at gmail.com>
BugReports: https://github.com/convexfi/intradayModel/issues
License: Apache License (== 2.0)
URL: https://github.com/convexfi/intradayModel, https://www.danielppalomar.com, https://dx.doi.org/10.2139/ssrn.3101695
NeedsCompilation: no
Citation: intradayModel citation info
Materials: README NEWS
CRAN checks: intradayModel results

Documentation:

Reference manual: intradayModel.pdf
Vignettes: Intraday Volume and Volatility: Modeling and Forecasting

Downloads:

Package source: intradayModel_0.0.1.tar.gz
Windows binaries: r-devel: intradayModel_0.0.1.zip, r-release: intradayModel_0.0.1.zip, r-oldrel: intradayModel_0.0.1.zip
macOS binaries: r-release (arm64): intradayModel_0.0.1.tgz, r-oldrel (arm64): intradayModel_0.0.1.tgz, r-release (x86_64): intradayModel_0.0.1.tgz, r-oldrel (x86_64): intradayModel_0.0.1.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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