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 |