Package: intradayModel 0.0.1.9000

Daniel P. Palomar

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>.

Authors:Shengjie Xiu [aut], Yifan Yu [aut], Daniel P. Palomar [cre, aut, cph]

intradayModel_0.0.1.9000.tar.gz
intradayModel_0.0.1.9000.zip(r-4.7)intradayModel_0.0.1.9000.zip(r-4.6)intradayModel_0.0.1.9000.zip(r-4.5)
intradayModel_0.0.1.9000.tgz(r-4.6-any)intradayModel_0.0.1.9000.tgz(r-4.5-any)
intradayModel_0.0.1.9000.tar.gz(r-4.7-any)intradayModel_0.0.1.9000.tar.gz(r-4.6-any)
intradayModel_0.0.1.9000.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
intradayModel/json (API)
NEWS

# Install 'intradayModel' in R:
install.packages('intradayModel', repos = c('https://convexfi.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/convexfi/intradaymodel/issues

Datasets:

On CRAN:

Conda:

5.73 score 20 stars 27 scripts 659 downloads 4 exports 27 dependencies

Last updated from:5509ab033d. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE171
source / vignettesOK254
linux-release-x86_64NOTE163
macos-release-arm64NOTE114
macos-oldrel-arm64NOTE110
windows-develNOTE109
windows-releaseNOTE118
windows-oldrelNOTE115
wasm-releaseOK139

Exports:decompose_volumefit_volumeforecast_volumegenerate_plots

Dependencies:clicpp11farverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrpatchworkplyrR6RColorBrewerRcppreshape2rlangS7scalesstringistringrvctrsviridisLitewithrxtszoo

intradayModel: Modeling and Forecasting Financial Intraday Signals

| Shengjie Xiu, Yifan Yu, and Daniel P. Palomar | The Hong Kong University of Science and Technology (HKUST)

Rendered fromintradayModel.Rmdusingknitr::rmarkdownon May 16 2026.

Last update: 2023-05-19
Started: 2023-04-20