A R library for ACD models

August 2008

acd and aacd are R libraries for the estimation and simulation of ACD models. I never quite managed to finalize the product into a fully commented R package. The code available here is therefore still in progress.

The full set contains:

  • A PDF document reviewing ACD and AACD models and providing the start of an explanation for the code. You can download it here.
  • A PDF document providing a brief summary and notations for the AACD models. You can download it here.
  • A Zip archive with the code for the libraries (Download here).
  • A Zip archive containing the code for some tests procedures (still very rough and few comments). Download here.