{
  "_id": "6a49daea2c82cd3614823c00",
  "Package": "intradayModel",
  "Title": "Modeling and Forecasting Financial Intraday Signals",
  "Version": "0.0.1.9000",
  "Date": "2023-05-20",
  "Description": "Models, analyzes, and forecasts financial intraday\nsignals. This package currently supports a univariate\nstate-space model for intraday trading volume provided by Chen\n(2016) <doi:10.2139/ssrn.3101695>.",
  "Authors@R": "c(\nperson(\"Shengjie\", \"Xiu\", role =  \"aut\", email = \"sxiu@connect.ust.hk\"),\nperson(\"Yifan\", \"Yu\", role =  \"aut\", email = \"yyuco@connect.ust.hk\"),\nperson(c(\"Daniel\", \"P.\"), \"Palomar\", role = c(\"cre\", \"aut\", \"cph\"), email = \"daniel.p.palomar@gmail.com\")\n)",
  "Maintainer": "Daniel P. Palomar <daniel.p.palomar@gmail.com>",
  "URL": "https://github.com/convexfi/intradayModel,\nhttps://www.danielppalomar.com,\nhttps://dx.doi.org/10.2139/ssrn.3101695",
  "BugReports": "https://github.com/convexfi/intradayModel/issues",
  "License": "Apache License (== 2.0)",
  "Encoding": "UTF-8",
  "RoxygenNote": "7.2.3",
  "VignetteBuilder": "knitr, rmarkdown, R.rsp",
  "LazyData": "true",
  "Config/testthat/edition": "3",
  "Config/pak/sysreqs": "libicu-dev",
  "Repository": "https://convexfi.r-universe.dev",
  "Date/Publication": "2023-05-26 12:55:46 UTC",
  "RemoteUrl": "https://github.com/convexfi/intradaymodel",
  "RemoteRef": "HEAD",
  "RemoteSha": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-06-15 09:25:48 UTC",
    "User": "root"
  },
  "Author": "Shengjie Xiu [aut],\nYifan Yu [aut],\nDaniel P. Palomar [cre, aut, cph]",
  "_user": "convexfi",
  "_type": "src",
  "_file": "intradayModel_0.0.1.9000.tar.gz",
  "_fileid": "https://r2.ropensci.org/845aa912cd0237eb75e3a48bf39106f474356a7144f83928a3ad5b5cacf45070",
  "_filesize": 2274321,
  "_sha256": "845aa912cd0237eb75e3a48bf39106f474356a7144f83928a3ad5b5cacf45070",
  "_expires": "2026-10-13T04:17:44.000Z",
  "_created": "2026-06-15T09:25:48.000Z",
  "_published": "2026-07-05T04:17:46.520Z",
  "_jobs": [
    {
      "job": 85191950293,
      "time": 174,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "7634081871"
    },
    {
      "job": 85191950340,
      "time": 174,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "7634082068"
    },
    {
      "job": 85191950279,
      "time": 123,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "7634062599"
    },
    {
      "job": 85191950249,
      "time": 94,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "7634052341"
    },
    {
      "job": 85191950137,
      "time": 223,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7634016288"
    },
    {
      "job": 85191950313,
      "time": 130,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7634067421"
    },
    {
      "job": 85191950270,
      "time": 118,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "NOTE",
      "artifact": "7634062288"
    },
    {
      "job": 85191950324,
      "time": 133,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "NOTE",
      "artifact": "7634066843"
    },
    {
      "job": 85191950273,
      "time": 113,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "NOTE",
      "artifact": "7634060738"
    }
  ],
  "_host": "GitHub-Actions",
  "_buildurl": "https://github.com/r-universe/convexfi/actions/runs/27536537951",
  "_status": "success",
  "_upstream": "https://github.com/convexfi/intradaymodel",
  "_commit": {
    "id": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
    "author": "Michael-Xiu <997611764@qq.com>",
    "committer": "Michael-Xiu <997611764@qq.com>",
    "message": "add installation from CRAN\n",
    "time": 1685105746
  },
  "_maintainer": {
    "name": "Daniel P. Palomar",
    "email": "daniel.p.palomar@gmail.com",
    "login": "dppalomar",
    "description": "Professor of Optimization, Hong Kong University of Science and Technology (HKUST)",
    "uuid": 22098181
  },
  "_distro": "noble",
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 2.10",
      "role": "Depends"
    },
    {
      "package": "ggplot2",
      "role": "Imports"
    },
    {
      "package": "magrittr",
      "role": "Imports"
    },
    {
      "package": "patchwork",
      "role": "Imports"
    },
    {
      "package": "reshape2",
      "role": "Imports"
    },
    {
      "package": "scales",
      "role": "Imports"
    },
    {
      "package": "xts",
      "role": "Imports"
    },
    {
      "package": "zoo",
      "role": "Imports"
    },
    {
      "package": "utils",
      "role": "Imports"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "R.rsp",
      "role": "Suggests"
    },
    {
      "package": "testthat",
      "version": ">= 3.0.0",
      "role": "Suggests"
    },
    {
      "package": "cleanrmd",
      "role": "Suggests"
    },
    {
      "package": "devtools",
      "role": "Suggests"
    }
  ],
  "_owner": "convexfi",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [],
  "_tags": [],
  "_stars": 20,
  "_contributors": [
    {
      "user": "michael-xiu",
      "count": 266,
      "uuid": 35869384
    },
    {
      "user": "yyf201108",
      "count": 167,
      "uuid": 107663572
    },
    {
      "user": "dppalomar",
      "count": 8,
      "uuid": 22098181
    }
  ],
  "_userbio": {
    "uuid": 118166991,
    "type": "organization",
    "name": "HKUST Convex Optimization in Finance Group",
    "followers": 114
  },
  "_downloads": {
    "count": 574,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/intradayModel"
  },
  "_devurl": "https://github.com/convexfi/intradaymodel",
  "_searchresults": 28,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/intradayModel.html",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/convexfi/intradaymodel",
  "_realowner": "convexfi",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.0.1",
      "date": "2023-05-22"
    }
  ],
  "_exports": [
    "decompose_volume",
    "fit_volume",
    "forecast_volume",
    "generate_plots"
  ],
  "_datasets": [
    {
      "name": "volume_aapl",
      "title": "15-min Intraday Volume of AAPL",
      "object": "volume_aapl",
      "class": [
        "matrix",
        "array"
      ],
      "fields": [
        "2019-01-02",
        "2019-01-03",
        "2019-01-04",
        "2019-01-07",
        "2019-01-08",
        "2019-01-09",
        "2019-01-10",
        "2019-01-11",
        "2019-01-14",
        "2019-01-15",
        "2019-01-16",
        "2019-01-17",
        "2019-01-18",
        "2019-01-22",
        "2019-01-23",
        "2019-01-24",
        "2019-01-25",
        "2019-01-28",
        "2019-01-29",
        "2019-01-30",
        "2019-01-31",
        "2019-02-01",
        "2019-02-04",
        "2019-02-05",
        "2019-02-06",
        "2019-02-07",
        "2019-02-08",
        "2019-02-11",
        "2019-02-12",
        "2019-02-13",
        "2019-02-14",
        "2019-02-15",
        "2019-02-19",
        "2019-02-20",
        "2019-02-21",
        "2019-02-22",
        "2019-02-25",
        "2019-02-26",
        "2019-02-27",
        "2019-02-28",
        "2019-03-01",
        "2019-03-04",
        "2019-03-05",
        "2019-03-06",
        "2019-03-07",
        "2019-03-08",
        "2019-03-11",
        "2019-03-12",
        "2019-03-13",
        "2019-03-14",
        "2019-03-15",
        "2019-03-18",
        "2019-03-19",
        "2019-03-20",
        "2019-03-21",
        "2019-03-22",
        "2019-03-25",
        "2019-03-26",
        "2019-03-27",
        "2019-03-28",
        "2019-03-29",
        "2019-04-01",
        "2019-04-02",
        "2019-04-03",
        "2019-04-04",
        "2019-04-05",
        "2019-04-08",
        "2019-04-09",
        "2019-04-10",
        "2019-04-11",
        "2019-04-12",
        "2019-04-15",
        "2019-04-16",
        "2019-04-17",
        "2019-04-18",
        "2019-04-22",
        "2019-04-23",
        "2019-04-24",
        "2019-04-25",
        "2019-04-26",
        "2019-04-29",
        "2019-04-30",
        "2019-05-01",
        "2019-05-02",
        "2019-05-03",
        "2019-05-06",
        "2019-05-07",
        "2019-05-08",
        "2019-05-09",
        "2019-05-10",
        "2019-05-13",
        "2019-05-14",
        "2019-05-15",
        "2019-05-16",
        "2019-05-17",
        "2019-05-20",
        "2019-05-21",
        "2019-05-22",
        "2019-05-23",
        "2019-05-24",
        "2019-05-28",
        "2019-05-29",
        "2019-05-30",
        "2019-05-31",
        "2019-06-03",
        "2019-06-04",
        "2019-06-05",
        "2019-06-06",
        "2019-06-07",
        "2019-06-10",
        "2019-06-11",
        "2019-06-12",
        "2019-06-13",
        "2019-06-14",
        "2019-06-17",
        "2019-06-18",
        "2019-06-19",
        "2019-06-20",
        "2019-06-21",
        "2019-06-24",
        "2019-06-25",
        "2019-06-26",
        "2019-06-27",
        "2019-06-28"
      ],
      "rows": 26,
      "table": true,
      "tojson": true
    },
    {
      "name": "volume_fdx",
      "title": "15-min Intraday Volume of FDX",
      "object": "volume_fdx",
      "class": [
        "xts",
        "zoo"
      ],
      "fields": [
        "FDX.Volume"
      ],
      "rows": 3299,
      "table": true,
      "tojson": false
    }
  ],
  "_help": [
    {
      "page": "intradayModel-package",
      "title": "intradayModel: Modeling and Forecasting Financial Intraday Signals",
      "topics": [
        "intradayModel-package"
      ]
    },
    {
      "page": "decompose_volume",
      "title": "Decompose Intraday Volume into Several Components",
      "topics": [
        "decompose_volume"
      ]
    },
    {
      "page": "fit_volume",
      "title": "Fit a Univariate State-Space Model on Intraday Trading Volume",
      "topics": [
        "fit_volume"
      ]
    },
    {
      "page": "forecast_volume",
      "title": "Forecast One-bin-ahead Intraday Volume",
      "topics": [
        "forecast_volume"
      ]
    },
    {
      "page": "generate_plots",
      "title": "Plot Analysis and Forecast Result",
      "topics": [
        "generate_plots"
      ]
    },
    {
      "page": "volume_aapl",
      "title": "15-min Intraday Volume of AAPL",
      "topics": [
        "volume_aapl"
      ]
    },
    {
      "page": "volume_fdx",
      "title": "15-min Intraday Volume of FDX",
      "topics": [
        "volume_fdx"
      ]
    }
  ],
  "_readme": "https://github.com/convexfi/intradaymodel/raw/HEAD/README.md",
  "_rundeps": [
    "cli",
    "cpp11",
    "farver",
    "ggplot2",
    "glue",
    "gtable",
    "isoband",
    "labeling",
    "lattice",
    "lifecycle",
    "magrittr",
    "patchwork",
    "plyr",
    "R6",
    "RColorBrewer",
    "Rcpp",
    "reshape2",
    "rlang",
    "S7",
    "scales",
    "stringi",
    "stringr",
    "vctrs",
    "viridisLite",
    "withr",
    "xts",
    "zoo"
  ],
  "_vignettes": [
    {
      "source": "intradayModel.Rmd",
      "filename": "intradayModel.html",
      "title": "intradayModel: Modeling and Forecasting Financial Intraday Signals",
      "author": "| Shengjie Xiu, Yifan Yu, and Daniel P. Palomar | The Hong Kong University of Science and Technology (HKUST)",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Quick start",
        "Usage of the package",
        "Preliminary theory",
        "Datasets",
        "Fitting",
        "Decomposition",
        "Forecasting",
        "Next steps",
        "References"
      ],
      "created": "2023-04-20 01:56:56",
      "modified": "2023-05-19 13:08:34",
      "commits": 7
    }
  ],
  "_score": 5.748188027006201,
  "_indexed": true,
  "_nocasepkg": "intradaymodel",
  "_universes": [
    "convexfi",
    "dppalomar"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.0.1.9000",
      "date": "2026-06-15T09:28:19.000Z",
      "distro": "noble",
      "commit": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
      "fileid": "https://r2.ropensci.org/b6fcf684b433b7b95ea73bd9a492e623e59222ef81c079df76f3df8cc94d76e8",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/convexfi/actions/runs/27536537951"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.0.1.9000",
      "date": "2026-06-15T09:28:20.000Z",
      "distro": "noble",
      "commit": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
      "fileid": "https://r2.ropensci.org/f1750561667fe3e6557fc37faf0ac1654a4bbe567f54c69869f247a9905b4b4b",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/convexfi/actions/runs/27536537951"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.0.1.9000",
      "date": "2026-06-15T09:27:29.000Z",
      "commit": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
      "fileid": "https://r2.ropensci.org/3107ac2972be464032a93507c58660abf5686af94c0fca83e2bdc3dd33b24a1c",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/convexfi/actions/runs/27536537951"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.0.1.9000",
      "date": "2026-06-15T09:27:16.000Z",
      "commit": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
      "fileid": "https://r2.ropensci.org/63e8af9033779115ec916f2ae5c7c3edac2bfe9093a9f41d5caca9b6dc896a13",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/convexfi/actions/runs/27536537951"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.0.1.9000",
      "date": "2026-06-15T09:28:18.000Z",
      "commit": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
      "fileid": "https://r2.ropensci.org/f2cb4648164436a3eedb704fa0427e96e4333ab8bce77683d5d6c12738e0afb9",
      "status": "success",
      "buildurl": "https://github.com/r-universe/convexfi/actions/runs/27536537951"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.0.1.9000",
      "date": "2026-06-15T09:27:19.000Z",
      "commit": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
      "fileid": "https://r2.ropensci.org/c6a5a3753c18b2b2e94b57cfa444d600514ccbc0c91023e67c5d7580232fa7ec",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/convexfi/actions/runs/27536537951"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.0.1.9000",
      "date": "2026-06-15T09:27:29.000Z",
      "commit": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
      "fileid": "https://r2.ropensci.org/613fcf91f3dd0e06d69c030eb0a703bfd3a5646b122af41aa05301c82abb6796",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/convexfi/actions/runs/27536537951"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.0.1.9000",
      "date": "2026-06-15T09:27:12.000Z",
      "commit": "5509ab033d8504bf49ed58bf4bb8caf9ee556d29",
      "fileid": "https://r2.ropensci.org/693c2c5cc86d714a14211252a4a11a1511042ceccfab99dbabee700b75383be7",
      "status": "success",
      "check": "NOTE",
      "buildurl": "https://github.com/r-universe/convexfi/actions/runs/27536537951"
    }
  ]
}