Package: ACDm
Version: 1.1.0
Title: Tools for Autoregressive Conditional Duration Models
Authors@R: person(given = "Markus",
                    family = "Belfrage",
                    role = c("aut", "cre"),
                    email = "markus.belfrage@gmail.com")
Depends: R(>= 3.0.2)
LinkingTo: Rcpp(>= 0.12.10)
Imports: broom, dplyr, ggplot2, graphics, numDeriv, plyr, Rcpp, Rsolnp,
        zoo
Suggests: optimx, rgl,
Description: Provides tools for autoregressive conditional duration (ACD, Engle and Russell, 1998) models. Functions to create trade, price, or volume durations from transaction data, perform diurnal adjustments, fit various ACD models, and test them.
License: GPL (>= 3)
NeedsCompilation: yes
Packaged: 2025-07-16 17:51:10 UTC; Markus
Author: Markus Belfrage [aut, cre]
Maintainer: Markus Belfrage <markus.belfrage@gmail.com>
Repository: CRAN
Date/Publication: 2025-07-16 18:20:02 UTC
Built: R 4.5.3; x86_64-w64-mingw32; 2026-06-04 22:03:37 UTC; windows
Archs: x64
