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-rw-r--r--gnu/packages/cran.scm28
1 files changed, 28 insertions, 0 deletions
diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm
index a5cdbe31b6..d7b331f674 100644
--- a/gnu/packages/cran.scm
+++ b/gnu/packages/cran.scm
@@ -4873,6 +4873,34 @@ statistical dependencies in messy, complex data.")
or missing responses.")
(license license:gpl2+)))
+(define-public r-acdm
+ (package
+ (name "r-acdm")
+ (version "1.0.4")
+ (source
+ (origin
+ (method url-fetch)
+ (uri (cran-uri "ACDm" version))
+ (sha256
+ (base32
+ "0b4f02ga5ra66mbrm79g0bnlzmii82rks9kmxixxqgf18yhlyjil"))))
+ (properties `((upstream-name . "ACDm")))
+ (build-system r-build-system)
+ (propagated-inputs
+ `(("r-dplyr" ,r-dplyr)
+ ("r-ggplot2" ,r-ggplot2)
+ ("r-plyr" ,r-plyr)
+ ("r-rsolnp" ,r-rsolnp)
+ ("r-zoo" ,r-zoo)))
+ (home-page "https://cran.r-project.org/web/packages/ACDm/")
+ (synopsis "Tools for Autoregressive Conditional Duration Models")
+ (description
+ "ACDm is a package for Autoregressive Conditional Duration (ACD, Engle
+and Russell, 1998) models. It creates trade, price or volume durations from
+transactions (tic) data, performs diurnal adjustments, fits various ACD models
+and tests them.")
+ (license license:gpl2+)))
+
(define-public r-snakecase
(package
(name "r-snakecase")