ACDm-package |
ACD Modelling |
acdFit |
ACD (Autoregressive Conditional Duration) Model Fitting |
acdFit-methods |
Methods for class acdFit |
ACDm |
ACD Modelling |
acf_acd |
Autocorrelation function plots for ACD models |
adjDurData |
Time Series Data Sets |
BurrDist |
The Burr Distribution |
burrExpectation |
The Burr Distribution |
coef.acdFit |
Methods for class acdFit |
computeDurations |
Durations computation |
DataFiles |
Time Series Data Sets |
dburr |
The Burr Distribution |
defaultSplineObj |
Time Series Data Sets |
dgenf |
The generalized F distribution |
dgengamma |
The generelized Gamma distribution |
Discreetly mixed Q-Weibull and exponential |
Discreet mix of the q-Weibull and the exponential distributions |
Discreetly mixed Q-Weibull and ordinary Weibull |
Discreet mix of the q-Weibull and the ordinary Weibull distributions |
diurnalAdj |
Dirunal adjustment for durations |
dmixinvgauss |
Finite mixture of inverse Gaussian Distribution |
dmixqwe |
Discreet mix of the q-Weibull and the exponential distributions |
dmixqww |
Discreet mix of the q-Weibull and the ordinary Weibull distributions |
dqweibull |
The q-Weibull distribution |
durData |
Time Series Data Sets |
Finite mixture of inverse Gaussian Distributions |
Finite mixture of inverse Gaussian Distribution |
GeneralizedGammaDist |
The generelized Gamma distribution |
genfHazard |
The generalized F distribution |
gengammaHazard |
The generelized Gamma distribution |
mixinvgaussHazard |
Finite mixture of inverse Gaussian Distribution |
mixqweHazard |
Discreet mix of the q-Weibull and the exponential distributions |
mixqwwHazard |
Discreet mix of the q-Weibull and the ordinary Weibull distributions |
pburr |
The Burr Distribution |
pgenf |
The generalized F distribution |
pgengamma |
The generelized Gamma distribution |
plotDescTrans |
Transactions plots |
plotHazard |
Hazard function plot |
plotHistAcd |
Mean duration plot |
plotLL |
Plots the response surface of the log likelihood of a fitted model. |
plotRollMeanAcd |
Plots rolling means of durations |
plotScatterAcd |
Scatter plot for ACD models |
pmixinvgauss |
Finite mixture of inverse Gaussian Distribution |
pmixqwe |
Discreet mix of the q-Weibull and the exponential distributions |
pmixqww |
Discreet mix of the q-Weibull and the ordinary Weibull distributions |
pqweibull |
The q-Weibull distribution |
predict.acdFit |
Methods for class acdFit |
print.acdFit |
Methods for class acdFit |
qburr |
The Burr Distribution |
qgengamma |
The generelized Gamma distribution |
qqplotAcd |
Quantile-Quantile plot of the residuals |
qqweibull |
The q-Weibull distribution |
qWeibullDist |
The q-Weibull distribution |
qweibullExpectation |
The q-Weibull distribution |
qweibullHazard |
The q-Weibull distribution |
rburr |
The Burr Distribution |
resiDensityAcd |
Residual Density Histogram |
residuals.acdFit |
Methods for class acdFit |
rgengamma |
The generelized Gamma distribution |
rqweibull |
The q-Weibull distribution |
sim_ACD |
ACD simulation |
standardizeResi |
Residual standardization |
testRmACD |
LM test of no Remaining ACD (Meitz and Terasvirta, 2006) |
testSTACD |
LM test against Smooth Transition ACD models (Meitz and Terasvirta, 2006) |
testTVACD |
LM test against Time-Varying ACD models (Meitz and Terasvirta, 2006) |
transData |
Time Series Data Sets |