Package: ACDm
Version: 1.0.4
Date: 2016-07-15
Title: Tools for Autoregressive Conditional Duration Models
Author: Markus Belfrage
Depends: R(>= 2.10.0)
Imports: plyr, dplyr, ggplot2, Rsolnp, zoo, graphics,
Suggests: optimx, rgl,
Maintainer: Markus Belfrage <markus.belfrage@gmail.com>
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. 
LazyData: yes
NeedsCompilation: yes
License: GPL (>= 2)
Packaged: 2016-07-15 14:25:03 UTC; Markus
Repository: CRAN
Date/Publication: 2016-07-16 12:19:03
Built: R 3.3.2; x86_64-w64-mingw32; 2016-12-02 04:12:15 UTC; windows
Archs: i386, x64
