CRAN

ACDm 1.0.3

Tools for Autoregressive Conditional Duration Models

Released Dec 3, 2015 by Markus Belfrage

This package can be loaded by Renjin but 5 out 10 tests failed.

Dependencies

zoo 1.7-12 dplyr 0.4.3 ggplot2 1.0.1 plyr 1.8.3 Rsolnp 1.15

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>ACDm</artifactId>
    <version>1.0.3-b39</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:ACDm')

Test Results

This package was last tested against Renjin 0.8.2442 on Sep 25, 2017.

Source

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Release History