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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 |
| Reference manual: | intradayModel.pdf |
| Vignettes: |
Intraday Volume and Volatility: Modeling and Forecasting |
| 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 |
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These binaries (installable software) and packages are in development.
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