Plots a QQ-plot of the residuals and the theoretical quantiles implied by the model estimates.
● Data Source:
CranContrib
● Keywords:
● Alias: qqplotAcd
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residuals.acdFit() returns the residuals and coef.acdFit() returns the coefficients of a fitted ACD model of class 'acdFit', while print.acdFit() prints the essential information.
● Data Source:
CranContrib
● Keywords:
● Alias: acdFit-methods, coef.acdFit, print.acdFit, residuals.acdFit
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Function to help scatter plot different variables of a fitted ACD model and superimposes a smoothed conditional mean using ggplot2. Can be used to investigate the possible need for non-linear models and issues with the diurnal adjustment.
● Data Source:
CranContrib
● Keywords:
● Alias: plotScatterAcd
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Tests if there is any remaining ACD structure in the residuals
● Data Source:
CranContrib
● Keywords:
● Alias: testRmACD
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Density and distribution function for the generalized F distribution. Warning: the distribution function pgenf and genfHazard are computed numerically, and may not be precise!
● Data Source:
CranContrib
● Keywords:
● Alias: dgenf, genfHazard, pgenf
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Plots (1) the price over time, (2) volume traded over time for a given interval, and (3) number of transactions over time for a given interval.
● Data Source:
CranContrib
● Keywords:
● Alias: plotDescTrans
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Simulates a sample from a specified ACD model and error term distribution dist. The error terms can also be sampled from residuals. The possibility of including a diurnal seasonal component in the simulated sample is included.
● Data Source:
CranContrib
● Keywords:
● Alias: sim_ACD
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Density (PDF), distribution function (CDF), and hazard function for Finite mixture of inverse Gaussian Distributions.
● Data Source:
CranContrib
● Keywords:
● Alias: Finite mixture of inverse Gaussian Distributions
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Density (PDF), distribution function (CDF), and hazard function for a discreetly mixed distribution of the q-Weibull and the exponential distributions.
● Data Source:
CranContrib
● Keywords:
● Alias: Discreetly mixed Q-Weibull and exponential, dmixqwe, mixqweHazard, pmixqwe
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Standardizes residuals from a fitted ACD model of class 'acdFit' by a probability integral transformation (taking the CDF, using the estimated distribution parameters, of the residuals) or by returning the Cox-Snell residuals.
● Data Source:
CranContrib
● Keywords:
● Alias: standardizeResi
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providing 
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