fACD: Autoregressive Conditional Duration Models in R
Version 1.0

Package for estimation and simulation of ACD models

Package details

AuthorMarcelo Perlin
Date of publication2014-04-22 13:34:06
MaintainerMarcelo Perlin <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fACD", repos="http://R-Forge.R-project.org")

Try the fACD package in your browser

Any scripts or data that you put into this service are public.

fACD documentation built on May 31, 2017, 4:35 a.m.