fACD: Autoregressive Conditional Duration Models in R

Package for estimation and simulation of ACD models

AuthorMarcelo Perlin
Date of publication2014-04-22 13:34:06
MaintainerMarcelo Perlin <marceloperlin@gmail.com>
LicenseGPL (>= 2)
Version1.0

View on R-Forge

Files

fACD/DESCRIPTION
fACD/NAMESPACE
fACD/R
fACD/R/ACD_Class_Fit.r
fACD/R/ACD_Fit.R fACD/R/ACD_Lik.R fACD/R/ACD_Simul.R fACD/R/plot.acdModel.R fACD/R/print.acdModel.R
fACD/R/zzz.r
fACD/data
fACD/data/myDur.rda
fACD/man
fACD/man/ACD_Fit.Rd fACD/man/ACD_Lik.Rd fACD/man/ACD_Simul.Rd
fACD/man/acdModel-class.rd
fACD/man/fACD-package.Rd fACD/man/myDur.Rd fACD/man/plot.acdModel.Rd fACD/man/print.acdModel.Rd
fACD/src
fACD/src/ACD_Filter.c
fACD/src/BC_ACD_Filter.c
fACD/src/EX_ACD_Filter.c
fACD/src/log_ACD_Filter.c

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