Autoregressive Conditional Duration Models in R

Documentation for package ‘fACD’ version 1.0

fACD-package	Package for Estimation and Simulation of ACD Models
acdModel-class	A Class for an ACD Model
ACD_Fit	Function for Estimation of an ACD Model
ACD_Lik	Function for calculation of log likelihood of ACD model
ACD_Simul	Function for Simulation of an ACD model
fACD	Package for Estimation and Simulation of ACD Models
myDur	Just and example Data
plot.acdModel	Function to plot an ACD S4 object
print.acdModel	Function to print ACD model