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 <marceloperlin@gmail.com>
LicenseGPL (>= 2)
Version1.0
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")

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