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:
intradayModel_0.0.1.9000.tar.gz
intradayModel_0.0.1.9000.zip(r-4.5)intradayModel_0.0.1.9000.zip(r-4.4)intradayModel_0.0.1.9000.zip(r-4.3)
intradayModel_0.0.1.9000.tgz(r-4.4-any)intradayModel_0.0.1.9000.tgz(r-4.3-any)
intradayModel_0.0.1.9000.tar.gz(r-4.5-noble)intradayModel_0.0.1.9000.tar.gz(r-4.4-noble)
intradayModel_0.0.1.9000.tgz(r-4.4-emscripten)intradayModel_0.0.1.9000.tgz(r-4.3-emscripten)
intradayModel.pdf |intradayModel.html✨
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
- volume_aapl - 15-min Intraday Volume of AAPL
- volume_fdx - 15-min Intraday Volume of FDX
Last updated 2 years agofrom:5509ab033d. Checks:3 OK, 4 NOTE. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 16 2025 |
| R-4.5-win | NOTE | Jan 16 2025 |
| R-4.5-linux | NOTE | Jan 16 2025 |
| R-4.4-win | NOTE | Jan 16 2025 |
| R-4.4-mac | NOTE | Jan 16 2025 |
| R-4.3-win | OK | Jan 16 2025 |
| R-4.3-mac | OK | Jan 16 2025 |
Exports:decompose_volumefit_volumeforecast_volumegenerate_plots
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepatchworkpillarpkgconfigplyrR6RColorBrewerRcppreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| intradayModel: Modeling and Forecasting Financial Intraday Signals | intradayModel-package |
| Decompose Intraday Volume into Several Components | decompose_volume |
| Fit a Univariate State-Space Model on Intraday Trading Volume | fit_volume |
| Forecast One-bin-ahead Intraday Volume | forecast_volume |
| Plot Analysis and Forecast Result | generate_plots |
| 15-min Intraday Volume of AAPL | volume_aapl |
| 15-min Intraday Volume of FDX | volume_fdx |
