Other packages > Find by keyword >

ACDm  

Tools for Autoregressive Conditional Duration Models
View on CRAN: Click here


Download and install ACDm package within the R console
Install from CRAN:
install.packages("ACDm")

Install from Github:
library("remotes")
install_github("cran/ACDm")

Install by package version:
library("remotes")
install_version("ACDm", "1.1.0")



Attach the package and use:
library("ACDm")
Maintained by
Markus Belfrage
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-07-16
Latest Update: 2025-07-16
Description:
Package for Autoregressive Conditional Duration (ACD, Engle and Russell, 1998) models. Creates trade, price or volume durations from transactions (tic) data, performs diurnal adjustments, fits various ACD models and tests them.
How to cite:
Markus Belfrage (2015). ACDm: Tools for Autoregressive Conditional Duration Models. R package version 1.1.0, https://cran.r-project.org/web/packages/ACDm. Accessed 26 Oct. 2026.
Previous versions and publish date:
1.0.2 (2015-07-16 14:24), 1.0.3 (2015-12-03 13:32), 1.0.4.1 (2022-07-08 11:25), 1.0.4.2 (2022-11-16 13:11), 1.0.4.3 (2024-02-20 06:22), 1.0.4 (2016-07-16 12:19), (2026-07-09 07:56)
Other packages that cited ACDm R package
View ACDm citation profile
Other R packages that ACDm depends, imports, suggests or enhances
Complete documentation for ACDm
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

SADEG  
Stability Analysis in Differentially Expressed Genes
We analyzed the nucleotide composition of genes with a special emphasis on stability of DNA sequence ...
Download / Learn more Package Citations See dependency  
LSDsensitivity  
Sensitivity Analysis Tools for 'LSD' Simulations
Tools for sensitivity analysis of LSD simulation models. Reads object-oriented data produced by LSD ...
Download / Learn more Package Citations See dependency  
rts2  
Log-Gaussian Cox Process Models with Approximations
Supports modelling real-time case data to facilitate the real-time surveillance of infectious disea ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
MARSS  
Multivariate Autoregressive State-Space Modeling
The MARSS package provides maximum-likelihood parameter estimation for constrained and unconstraine ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA