R Observatory: Metrics for ACDm version 1.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

ACDm

1.1.0Package record

Tools for Autoregressive Conditional Duration Models

1packages depend

5.2Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Markus BelfrageCRAN page ↗

Provides tools for autoregressive conditional duration (ACD, Engle and Russell, 1998) models. Functions to create trade, price, or volume durations from transaction data, perform diurnal adjustments, fit various ACD models, and test them.

Changes in 1.1.0

Added the following models for acdFit(): EXACD, AACD, BCACD, TACD, TAMACD.
Added optimization with analytical derivatives in acdFit(). Works for all models, but currently only with dist = "exponential" and not with exogenous variables.
Added support for broom::tidy and broom::glance.
Fixed a bug that prevented exogenous variables from being used with any distribution other than the exponential (thanks to Mark Rotter for pointing this out).
Fixed a minor bug in plotLL().
Fixed a bug in diurnalAdj() where method = "FFF" with aggregation = "all" previously returned the deterministic part instead of the adjusted durations.
Fixed a bug in predict.acdFit()—previously, predictions could only be made from a fitted ACD(1,1) model with exponential errors (thanks to Renova for pointing this out).
Fixed a bug in rgengamma() (thanks to Steinar Veka for pointing this out).

From inst/NEWS.Rd in the release

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("ACDm", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-acdm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-ACDm

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-ACDm

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 5.0 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK13 OK2026-06-09
ERROR12 OK, 1 ERROR2026-06-08
OK12 OK2026-04-25

Show 5 earlier changesHide 5 earlier changes

NOTE13 OK, 1 NOTE2026-04-22
ERROR12 OK, 1 NOTE, 1 ERROR2026-04-18
NOTE13 OK, 1 NOTE2026-03-13
ERROR12 OK, 1 NOTE, 1 ERROR2026-03-12
NOTE13 OK, 1 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1.0

READMENoVignettesNoNEWSYes · mentions 1.1.0Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 27includes a package overview page
Examples that run: 63%10 run in a plain check · 6 never run
Exported functions with examples: 67%
Documented parameters: 76%
Return-value docs: 46%
Help pages citing references: 33%

How these are measured

Downloads

5.2K

CRAN downloads in the past year

Rank #5,720 · ~14/day · ~434/mo

Releases R versions

Daily download trend is not available in this view yet.

54030 days

1.4K90 days

5.2K1 year

Compare downloads with other packages →

Also on420 r2u29 autocran

How downloads are counted

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Installing ACDm adds 44 packages (24 with compiled code, 34 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, Rcpp 1.8 MB.

Depends (1)

R >= 3.0.2

Imports (9)

broom dplyr ggplot2graphicsnumDeriv plyr Rcpp Rsolnp zoo

LinkingTo (1)

Rcpp

Suggests (2)

optimx rgl

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

Imports 1

Depends, Imports or LinkingTo, most downloaded first

eNchange

How these are counted

Code & Tests

Datasets

People & History

People (1)

Markus Belfrage

Author, Maintainer since 1.0.2 (2015)

Releases (7)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.1.0Latest
record
2025-07-16 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.0.4.3
record
2024-02-20 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.0.4.2
record
2022-11-16 · diff ↗
1.0.4.1
record
2022-07-08 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
1.0.4
record
2016-07-16 · diff ↗ ·
added 1 export
plotLL
R
R 3.3.0 released · 2016-05-03

Show 3 earlier eventsHide 3 earlier events

1.0.3
record
2015-12-03 · diff ↗
1.0.2
record
2015-07-16
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-07-16
Total releases: 7 / 11 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 3.0.2
Bundled data: 957 KB / 4 files
Download size: 1.0 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ACDm")

Format

Belfrage, M. (2025). ACDm: Tools for Autoregressive Conditional Duration Models (Version 1.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.ACDm

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ACDm version 1.1.0 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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