Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2016) <https://ssrn.com/abstract=2825380>.
| Version: | 0.2.6 |
| Depends: | R (≥ 3.2.0), methods |
| Imports: | Rcpp (≥ 0.12.2), Rsolnp, MASS, xts, numDeriv, zoo |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | testthat |
| Published: | 2017-12-20 |
| Author: | Leopoldo Catania [aut,cre], Kris Boudt [ctb], David Ardia [ctb] |
| Maintainer: | Leopoldo Catania <leopoldo.catania at econ.au.dk> |
| BugReports: | https://github.com/LeopoldoCatania/GAS/issues |
| License: | GPL-3 |
| URL: | https://github.com/LeopoldoCatania/GAS |
| NeedsCompilation: | yes |
| Citation: | GAS citation info |
| Materials: | README ChangeLog |
| In views: | TimeSeries |
| CRAN checks: | GAS results |
| Reference manual: | GAS.pdf |
| Vignettes: |
Add a new distribution to the GAS package Generalized Autoregressive Score Models in R: The GAS Package |
| Package source: | GAS_0.2.6.tar.gz |
| Windows binaries: | r-devel: GAS_0.2.6.zip, r-release: GAS_0.2.6.zip, r-oldrel: GAS_0.2.6.zip |
| OS X El Capitan binaries: | r-release: GAS_0.2.6.tgz |
| OS X Mavericks binaries: | r-oldrel: GAS_0.2.6.tgz |
| Old sources: | GAS archive |
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