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.
Version: 1.1.0 Depends: R (≥ 3.0.2) Imports: broom, dplyr, ggplot2, graphics, numDeriv, plyr, Rcpp, Rsolnp, zoo LinkingTo: Rcpp (≥ 0.12.10) Suggests: optimx, rgl Published: 2025-07-16 DOI: 10.32614/CRAN.package.ACDm Author: Markus Belfrage [aut, cre] Maintainer: Markus Belfrage <markus.belfrage at gmail.com> License: GPL (≥ 3) NeedsCompilation: yes Materials: NEWS CRAN checks: ACDm results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=ACDm to link to this page.
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