Quick start | Usage of the package | Preliminary theory | Datasets | Fitting | Decomposition | Forecasting | Next steps | References
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-4.7)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✨
DESCRIPTION |NEWS
card.svg |card.png
intradayModel/json (API)
| # 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:
- volume_aapl - 15-min Intraday Volume of AAPL
- volume_fdx - 15-min Intraday Volume of FDX
Last updated from:5509ab033d. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | NOTE | 174 | ||
| source / vignettes | OK | 223 | ||
| linux-release-x86_64 | NOTE | 174 | ||
| macos-release-arm64 | NOTE | 94 | ||
| macos-oldrel-arm64 | NOTE | 123 | ||
| windows-devel | NOTE | 118 | ||
| windows-release | NOTE | 113 | ||
| windows-oldrel | NOTE | 133 | ||
| wasm-release | OK | 130 |
Exports:decompose_volumefit_volumeforecast_volumegenerate_plots
Dependencies:clicpp11farverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrpatchworkplyrR6RColorBrewerRcppreshape2rlangS7scalesstringistringrvctrsviridisLitewithrxtszoo
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 |
