ACDm

Package: ACDm
Version: 1.0.3
Date: 2015-12-01
Title: Tools for Autoregressive Conditional Duration Models
Author: Markus Belfrage
Depends: R (>= 2.10.0)
Imports: plyr, dplyr, ggplot2, Rsolnp, zoo, graphics
Suggests: optimx
Maintainer: Markus Belfrage <markus.belfrage@gmail.com>
Description: Package for Autoregressive Conditional Duration (ACD, Engle and Russell, 1998) models. Creates trade, price or volume durations from transactions (tic) data, performs diurnal adjustments, fits various ACD models and tests them.
LazyData: yes
NeedsCompilation: yes
License: GPL (>= 2)
Packaged: 2015-12-02 15:23:59 UTC; Markus
Repository: CRAN
Date/Publication: 2015-12-03 13:32:55

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'ACDm' ...
** package 'ACDm' successfully unpacked and MD5 sums checked
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c computeDurations.c -o computeDurations.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c getLL.c -o getLL.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c getScore.c -o getScore.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c getdudtheta.c -o getdudtheta.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c sim_ABACD.c -o sim_ABACD.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c sim_ACDCALL.c -o sim_ACDCALL.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c sim_ACDSpline.c -o sim_ACDSpline.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c sim_AMACD.c -o sim_AMACD.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c sim_LACD1.c -o sim_LACD1.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c sim_LACD2.c -o sim_LACD2.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o ACDm.so computeDurations.o getLL.o getScore.o getdudtheta.o sim_ABACD.o sim_ACDCALL.o sim_ACDSpline.o sim_AMACD.o sim_LACD1.o sim_LACD2.o -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/ACDm/libs
** R
** data
*** moving datasets to lazyload DB
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'ACDm'
    finding HTML links ... done
    ACDm-package                            html  
    BurrDist                                html  
    GeneralizedGammaDist                    html  
    acdFit-methods                          html  
    acdFit                                  html  
    finding level-2 HTML links ... done

    acf_acd                                 html  
    computeDurations                        html  
    data                                    html  
    dgenf                                   html  
    diurnalAdj                              html  
    mixinvgauss                             html  
    mixqwe                                  html  
    mixqww                                  html  
    plotDescTrans                           html  
    plotHazard                              html  
    plotHistAcd                             html  
    plotRollMeanAcd                         html  
    plotScatterAcd                          html  
    qWeibullDist                            html  
    qqplotAcd                               html  
    resiDensityAcd                          html  
    sim_ACD                                 html  
    standardizeResi                         html  
    testRmACD                               html  
    testSTACD                               html  
    testTVACD                               html  
** building package indices
** testing if installed package can be loaded
* DONE (ACDm)
Making 'packages.html' ... done