resiDensityAcd: Residual Density Histogram

In ACDm: Tools for Autoregressive Conditional Duration Models

Residual Density Histogram

Description

Plots a density histogram of the residuals and superimposes the density implied by the model estimates.

Usage

resiDensityAcd(fitModel, xlim = NULL, binwidth = .1, density = FALSE)

Arguments

fitModel	a fitted ACD model, i.e. an object of class "acdFit"
xlim	an optional vector of limits for the x-axis
binwidth	the width of the bins of the density histogram.
density	if TRUE a kernel density estimate will be added

Author(s)

Markus Belfrage

Examples

## Not run: 
fitModelBurr <- acdFit(adjDurData, dist = "burr")
resiDensityAcd(fitModelBurr)
## End(Not run)

ACDm documentation built on May 29, 2024, 12:04 p.m.