fACD: Autoregressive Conditional Duration Models in R

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Package for estimation and simulation of ACD models

Author
Marcelo Perlin
Date of publication
2014-04-22 13:34:06
Maintainer
Marcelo Perlin <marceloperlin@gmail.com>
License
GPL (>= 2)
Version
1.0

View on R-Forge

Man pages

ACD_Fit
Function for Estimation of an ACD Model
ACD_Lik
Function for calculation of log likelihood of ACD model
ACD_Simul
Function for Simulation of an ACD model
fACD-package
Package for Estimation and Simulation of ACD Models
myDur
Just and example Data
plot.acdModel
Function to plot an ACD S4 object
print.acdModel
Function to print ACD model

Files in this package

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