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GAS: Generalized Autoregressive Score Models

Simulate, estimate and forecast using univariate and multivariate GAS models as described in Ardia et al. (2019) <doi:10.18637/jss.v088.i06>.

Version: 0.3.4
Depends: R (≥ 3.4.0), methods
Imports: Rcpp (≥ 0.12.2), Rsolnp, MASS, xts, numDeriv, zoo, cubature
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat
Published: 2022-02-04
Author: Leopoldo Catania ORCID iD [aut, cre], David Ardia ORCID iD [ctb], Kris Boudt ORCID iD [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

Documentation:

Reference manual: GAS.pdf

Downloads:

Package source: GAS_0.3.4.tar.gz
Windows binaries: r-devel: GAS_0.3.4.zip, r-release: GAS_0.3.4.zip, r-oldrel: GAS_0.3.4.zip
macOS binaries: r-release (arm64): GAS_0.3.4.tgz, r-oldrel (arm64): GAS_0.3.4.tgz, r-release (x86_64): GAS_0.3.4.tgz, r-oldrel (x86_64): GAS_0.3.4.tgz
Old sources: GAS archive

Reverse dependencies:

Reverse imports: BEKKs

Linking:

Please use the canonical form https://CRAN.R-project.org/package=GAS to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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