Automated General-to-Specific (GETS) modelling of the mean and variance of a regression, and indicator saturation methods for detecting and testing for structural breaks in the mean.
| Version: | 0.14 |
| Depends: | R (≥ 3.3.0), zoo, parallel |
| Suggests: | lgarch, xtable |
| Published: | 2018-01-07 |
| Author: | Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut] |
| Maintainer: | Genaro Sucarrat <genaro.sucarrat at bi.no> |
| BugReports: | http://stackoverflow.com/questions/tagged/r |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://CRAN.R-project.org/package=gets, http://www.sucarrat.net/R/gets |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | Econometrics, Finance |
| CRAN checks: | gets results |
| Reference manual: | gets.pdf |
| Package source: | gets_0.14.tar.gz |
| Windows binaries: | r-devel: gets_0.14.zip, r-release: gets_0.14.zip, r-oldrel: gets_0.14.zip |
| OS X El Capitan binaries: | r-release: gets_0.14.tgz |
| OS X Mavericks binaries: | r-oldrel: gets_0.14.tgz |
| Old sources: | gets archive |
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