CRAN/E | intradayModel

intradayModel

Modeling and Forecasting Financial Intraday Signals

Installation

About

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.

Citation intradayModel citation info
github.com/convexfi/intradayModel
www.danielppalomar.com
dx.doi.org/10.2139/ssrn.3101695
Bug report File report

Key Metrics

Version 0.0.1
R ≥ 2.10
Published 2023-05-22 345 days ago
Needs compilation? no
License Apache License (== 2.0)
CRAN checks intradayModel results

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Maintainer

Maintainer

Daniel P. Palomar

daniel.p.palomar@gmail.com

Authors

Shengjie Xiu

aut

Yifan Yu

aut

Daniel P. Palomar

cre / aut / cph

Material

README
NEWS
Reference manual
Package source

Vignettes

Intraday Volume and Volatility: Modeling and Forecasting

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 2.10

Imports

ggplot2
magrittr
patchwork
reshape2
scales
xts
zoo
utils

Suggests

knitr
rmarkdown
R.rsp
testthat ≥ 3.0.0
cleanrmd
devtools