intradayModel: Modeling and Forecasting Financial Intraday Signals (original) (raw)
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 |
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