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  "Title": "Tools for Autoregressive Conditional Duration Models",
  "Authors@R": "person(given = \"Markus\",\nfamily = \"Belfrage\",\nrole = c(\"aut\", \"cre\"),\nemail = \"markus.belfrage@gmail.com\")",
  "Description": "Provides tools for autoregressive conditional duration\n(ACD, Engle and Russell, 1998) models. Functions to create\ntrade, price, or volume durations from transaction data,\nperform diurnal adjustments, fit various ACD models, and test\nthem.",
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    "diurnalAdj",
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    "mixinvgaussHazard",
    "mixqweHazard",
    "mixqwwHazard",
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    "pgengamma",
    "plotDescTrans",
    "plotHazard",
    "plotHistAcd",
    "plotLL",
    "plotRollMeanAcd",
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    "pmixinvgauss",
    "pmixqwe",
    "pmixqww",
    "pqweibull",
    "qburr",
    "qgengamma",
    "qqplotAcd",
    "qqweibull",
    "qweibullExpectation",
    "qweibullHazard",
    "rburr",
    "resiDensityAcd",
    "rgengamma",
    "rqweibull",
    "sim_ACD",
    "standardizeResi",
    "testRmACD",
    "testSTACD",
    "testTVACD"
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      "object": "adjDurData",
      "file": "adjDurData.RData",
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        "durObj",
        "data.frame"
      ],
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        "volume",
        "Ntrans",
        "durations",
        "adjDur"
      ],
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    },
    {
      "name": "defaultSplineObj",
      "title": "Time Series Data Sets",
      "object": "defaultSplineObj",
      "file": "defaultSplineObj.RData",
      "class": [
        "list"
      ],
      "fields": [],
      "table": true,
      "tojson": false
    },
    {
      "name": "durData",
      "title": "Time Series Data Sets",
      "object": "durData",
      "file": "durData.RData",
      "class": [
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      ],
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        "volume",
        "Ntrans",
        "durations"
      ],
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      "table": true,
      "tojson": true
    },
    {
      "name": "transData",
      "title": "Time Series Data Sets",
      "object": "transData",
      "file": "transData.RData",
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      ],
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        "price",
        "volume"
      ],
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  "_help": [
    {
      "page": "ACDm-package",
      "title": "ACD Modelling",
      "topics": [
        "ACDm-package",
        "ACDm"
      ]
    },
    {
      "page": "acdFit",
      "title": "ACD (Autoregressive Conditional Duration) Model Fitting",
      "topics": [
        "acdFit"
      ]
    },
    {
      "page": "acdFit-methods",
      "title": "Methods for class acdFit",
      "topics": [
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        "coef.acdFit",
        "predict.acdFit",
        "print.acdFit",
        "residuals.acdFit"
      ]
    },
    {
      "page": "acf_acd",
      "title": "Autocorrelation function plots for ACD models",
      "topics": [
        "acf_acd"
      ]
    },
    {
      "page": "BurrDist",
      "title": "The Burr Distribution",
      "topics": [
        "BurrDist",
        "burrExpectation",
        "dburr",
        "pburr",
        "qburr",
        "rburr"
      ]
    },
    {
      "page": "computeDurations",
      "title": "Durations computation",
      "topics": [
        "computeDurations"
      ]
    },
    {
      "page": "data",
      "title": "Time Series Data Sets",
      "topics": [
        "adjDurData",
        "DataFiles",
        "defaultSplineObj",
        "durData",
        "transData"
      ]
    },
    {
      "page": "dgenf",
      "title": "The generalized F distribution",
      "topics": [
        "dgenf",
        "genfHazard",
        "pgenf"
      ]
    },
    {
      "page": "mixqwe",
      "title": "Discreet mix of the Q-Weibull and the exponential distributions",
      "topics": [
        "Discreetly mixed Q-Weibull and exponential",
        "dmixqwe",
        "mixqweHazard",
        "pmixqwe"
      ]
    },
    {
      "page": "mixqww",
      "title": "Discreet mix of the q-Weibull and the ordinary Weibull distributions",
      "topics": [
        "Discreetly mixed Q-Weibull and ordinary Weibull",
        "dmixqww",
        "mixqwwHazard",
        "pmixqww"
      ]
    },
    {
      "page": "diurnalAdj",
      "title": "Dirunal adjustment for durations",
      "topics": [
        "diurnalAdj"
      ]
    },
    {
      "page": "mixinvgauss",
      "title": "Finite mixture of inverse Gaussian Distribution",
      "topics": [
        "dmixinvgauss",
        "Finite mixture of inverse Gaussian Distributions",
        "mixinvgaussHazard",
        "pmixinvgauss"
      ]
    },
    {
      "page": "GeneralizedGammaDist",
      "title": "The generelized Gamma distribution",
      "topics": [
        "dgengamma",
        "GeneralizedGammaDist",
        "gengammaHazard",
        "pgengamma",
        "qgengamma",
        "rgengamma"
      ]
    },
    {
      "page": "plotDescTrans",
      "title": "Transactions plots",
      "topics": [
        "plotDescTrans"
      ]
    },
    {
      "page": "plotHazard",
      "title": "Hazard function plot",
      "topics": [
        "plotHazard"
      ]
    },
    {
      "page": "plotHistAcd",
      "title": "Mean duration plot",
      "topics": [
        "plotHistAcd"
      ]
    },
    {
      "page": "plotLL",
      "title": "Plots the response surface of the log likelihood of a fitted model.",
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    },
    {
      "page": "plotRollMeanAcd",
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    },
    {
      "page": "plotScatterAcd",
      "title": "Scatter plot for ACD models",
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    {
      "page": "qqplotAcd",
      "title": "Quantile-Quantile plot of the residuals",
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      ]
    },
    {
      "page": "qWeibullDist",
      "title": "The q-Weibull distribution",
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        "pqweibull",
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