ACDm

cranv1.1.0

Tools for Autoregressive Conditional Duration Models. 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)0 versions1 maintainers9 deps118 weekly dl
https://CRAN.R-project.org/package=ACDm
40
/ 100
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safe to use

[email protected] is safe to use (health: 40/100)

Health breakdown0 – 100
10/25
maintenance
3/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known
⚠ Possible typosquat
Name is close to a popular package. Targets:
arm (close_name dist 2)

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Dependencies (9)
broomdplyrggplot2graphicsnumDerivplyrRcppRsolnpzoo
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First published · 2025-07-16 18:58:58

Last updated · 2025-07-16T17:20:02+00:00