CRAN
ACDm 1.0.3
Tools for Autoregressive Conditional Duration Models
Released Dec 3, 2015 by Markus Belfrage
Dependencies
dplyr 0.4.3 Rsolnp 1.15 zoo 1.7-12 ggplot2 1.0.1 plyr 1.8.3
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-b41</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
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 0.8.2500 on Oct 27, 2017.