R Observatory: Metrics for intradayModel version 0.0.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

intradayModel

0.0.1

Modeling and Forecasting Financial Intraday Signals

0packages depend

7.2Kdownloads / year

0.0%test coverage

0/13checks pass

Overview

About

Maintained by Daniel P. PalomarFirst published 2023-05-221 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("intradayModel", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("convexfi/intradayModel")

Development version from convexfi/intradayModel. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-intradaymodel

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-intradayModel

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-intradayModel

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13NOTE

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64
NOTE r-oldrel-macos-arm64
NOTE r-oldrel-macos-x86_64
NOTE r-oldrel-windows-x86_64
NOTE r-patched-linux-x86_64
NOTE r-release-linux-x86_64
NOTE r-release-macos-arm64
NOTE r-release-macos-x86_64
NOTE r-release-windows-x86_64

Slowest check: 21.0 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.23

0.0%

Coverage · measured lines

100%

Documentation · exports

8

Dependencies · direct

Check history

NOTE2026-03-10
0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 269 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 43%

Downloads

7.2K

CRAN downloads in the past year

Rank #6,850 · ~20/day · ~596/mo

Releases R versions

Daily download trend is not available in this view yet.

19830 days

1.2K90 days

7.2K1 year

Compare downloads with other packages →

Also on97 r2u23 autocran

Repository

GitHub ↗ convexfi/intradaymodel

21Stars

8Forks

0Open issues

0Open PRs

1Releases

441Commits

3Contributors

License Apache-2.0 · 441 commits · Last activity 2023-05-29 · +5% stars, 30d

Stars over time

2025-03-06 · 152026-08-13 · 21

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/convexfi/intradaymodel on 2026-08-16.

CRAN release process (1)

cran-comments.md

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Depends (1)

R >= 2.10

Imports (8)

ggplot2 magrittr patchwork reshape2 scales xts zooutils

LinkingTo (0)

none

Suggests (6)

knitr rmarkdown R.rsp testthat cleanrmd devtools

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (3)

Maintainer (1)

Daniel P. Palomar

Maintainer, Author, Copyright holder

Authors (3)

Daniel P. Palomar

Maintainer, Author, Copyright holder

Shengjie Xiu

Author

Yifan Yu

Author

Copyright holders (1)

Daniel P. Palomar

Maintainer, Author, Copyright holder

Listed in earlier versions (1)

Daniel P.

no longer listed · 0.0.1

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.0.1Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2023-05-22
Total releases: 1 / 3 yrs
License: Apache License (== 2.0)
Minimum R: ≥ 2.10
Bundled data: 25 KB / 2 files
Download size: 500 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("intradayModel")

Format

Palomar, D. P., Xiu, S., & Yu, Y. (2023). intradayModel: Modeling and Forecasting Financial Intraday Signals (Version 0.0.1) [Computer software]. https://doi.org/10.32614/CRAN.package.intradayModel

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for intradayModel version 0.0.1 [Data set]. HJJB, LLC. Data release v2026-08-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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