R_help Help wrote:
Hi - I'm wondering if there is any existing package in R that
facilitates ACD (Autoregressive Conditional Duration) model. I
googled. Apparently there were packages dynamo and fACD. However, they
do not seem to be on any CRAN. I am wondering if anyone could point me
to an existing package (if any). Thank you.
You were close. Try a little harder and perhaps use your real name next
time...
dynamo looks to me like it's on CRAN:
http://cran.r-project.org/web/packages/dynamo/index.html
and fACD is on R-Forge
http://r-forge.r-project.org/R/?group_id=156
instructions for installnig R-Forge packages are on the page above.
Regards,
- Brian
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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