fACD-package: Package for Estimation and Simulation of ACD Models
In fACD: Autoregressive Conditional Duration Models in R
Description
This package can estimate and simulate ACD (Autoregressive Conditional Duration)
models, with support for the ACD, log, BC and EX specifications, also including the choice for the exponential
or the weibull function as the distribution assumption.
Details
Package: fACD
Type: Package
Version: 1.0
Date: 2009-05-05
License: GPL version 2 or newer
LazyLoad: yes
Author(s)
Marcelo Perlin - ICMA/UK <marceloperlin@gmail.com>
fACD documentation built on May 2, 2019, 6:10 p.m.
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Description
This package can estimate and simulate ACD (Autoregressive Conditional Duration) models, with support for the ACD, log, BC and EX specifications, also including the choice for the exponential or the weibull function as the distribution assumption.
Details
| Package: | fACD |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2009-05-05 |
| License: | GPL version 2 or newer |
| LazyLoad: | yes |
Author(s)
Marcelo Perlin - ICMA/UK <marceloperlin@gmail.com>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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