Package: ACDm
Version: 1.1.0
Title: Tools for Autoregressive Conditional Duration Models
Authors@R: person(given = "Markus",
                    family = "Belfrage",
                    role = c("aut", "cre"),
                    email = "markus.belfrage@gmail.com")
Depends: R(>= 3.0.2)
LinkingTo: Rcpp(>= 0.12.10)
Imports: broom, dplyr, ggplot2, graphics, numDeriv, plyr, Rcpp, Rsolnp,
        zoo
Suggests: optimx, rgl,
Description: Provides tools for autoregressive conditional duration
        (ACD, Engle and Russell, 1998) models. Functions to create
        trade, price, or volume durations from transaction data,
        perform diurnal adjustments, fit various ACD models, and test
        them.
License: GPL (>= 3)
NeedsCompilation: yes
Packaged: 2026-06-23 16:02:43 UTC; root
Author: Markus Belfrage [aut, cre]
Maintainer: Markus Belfrage <markus.belfrage@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2025-07-16 18:48:35 UTC
RemoteUrl: https://github.com/cran/ACDm
RemoteRef: HEAD
RemoteSha: d9ecb027a1a5e0ad44284e9f9e6750e97f1e52ea