Package: intradayModel
Title: Modeling and Forecasting Financial Intraday Signals
Version: 0.0.1
Date: 2023-05-20
Description: 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@R: c(
  person("Shengjie", "Xiu", role =  "aut", email = "sxiu@connect.ust.hk"),
  person("Yifan", "Yu", role =  "aut", email = "yyuco@connect.ust.hk"),
  person(c("Daniel", "P."), "Palomar", role = c("cre", "aut", "cph"), email = "daniel.p.palomar@gmail.com")
  )
Maintainer: Daniel P. Palomar <daniel.p.palomar@gmail.com>
URL: https://github.com/convexfi/intradayModel,
        https://www.danielppalomar.com,
        https://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
Depends: R (>= 2.10)
Imports: ggplot2, magrittr, patchwork, reshape2, scales, xts, zoo,
        utils
Suggests: knitr, rmarkdown, R.rsp, testthat (>= 3.0.0), cleanrmd,
        devtools
VignetteBuilder: knitr, rmarkdown, R.rsp
LazyData: true
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2023-05-20 13:51:08 UTC; 12928
Author: Shengjie Xiu [aut],
  Yifan Yu [aut],
  Daniel P. Palomar [cre, aut, cph]
Repository: CRAN
Date/Publication: 2023-05-22 08:30:02 UTC
Built: R 4.6.0; ; 2026-04-28 05:25:24 UTC; unix
