DESCRIPTION

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 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