Package: ACDm 1.0.4.3
Markus Belfrage
ACDm: Tools for Autoregressive Conditional Duration Models
Package for Autoregressive Conditional Duration (ACD, Engle and Russell, 1998) models. Creates trade, price or volume durations from transactions (tic) data, performs diurnal adjustments, fits various ACD models and tests them.
Authors:
ACDm_1.0.4.3.tar.gz
ACDm_1.0.4.3.tar.gz(r-4.5-noble)ACDm_1.0.4.3.tar.gz(r-4.4-noble)
ACDm_1.0.4.3.tgz(r-4.4-emscripten)ACDm_1.0.4.3.tgz(r-4.3-emscripten)
ACDm.pdf |ACDm.html✨
ACDm/json (API)
NEWS
# Install 'ACDm' in R: |
install.packages('ACDm', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- adjDurData - Time Series Data Sets
- defaultSplineObj - Time Series Data Sets
- durData - Time Series Data Sets
- transData - Time Series Data Sets
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 9 months agofrom:6ae3768da1. Checks:OK: 1 NOTE: 1. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 18 2024 |
R-4.5-linux-x86_64 | NOTE | Oct 18 2024 |
Exports:acdFitacf_acdburrExpectationcomputeDurationsdburrdgenfdgengammadiurnalAdjdmixinvgaussdmixqwedmixqwwdqweibullgenfHazardgengammaHazardmixinvgaussHazardmixqweHazardmixqwwHazardpburrpgenfpgengammaplotDescTransplotHazardplotHistAcdplotLLplotRollMeanAcdplotScatterAcdpmixinvgausspmixqwepmixqwwpqweibullqburrqgengammaqqplotAcdqqweibullqweibullExpectationqweibullHazardrburrresiDensityAcdrgengammarqweibullsim_ACDstandardizeResitestRmACDtestSTACDtestTVACD
Dependencies:clicolorspacedplyrfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcpprlangRsolnpscalestibbletidyselecttruncnormutf8vctrsviridisLitewithrzoo