Modeling and Forecasting Financial Intraday Signals [R package intradayModel version 0.0.1]

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年05月22日

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.html , intradayModel.pdf

Vignettes: Intraday Volume and Volatility: Modeling and Forecasting (source, R code)

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

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