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gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods

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, see Pretis, Reade and Sucarrat (2018) <doi:10.18637/jss.v086.i03> for an overview of the package. In advanced use, the estimator and diagnostics tests can be fully user-specified, see Sucarrat (2021) <doi:10.32614/RJ-2021-024>.

Version: 0.38
Depends: R (≥ 3.3.0), zoo, parallel
Imports: methods
Suggests: lgarch, xtable, Matrix, testthat
Published: 2024-07-14
DOI: 10.32614/CRAN.package.gets
Author: Genaro Sucarrat [aut, cre], Felix Pretis [aut], James Reade [aut], Jonas Kurle [ctb], Moritz Schwarz [ctb]
Maintainer: Genaro Sucarrat <genaro.sucarrat at bi.no>
BugReports: https://github.com/gsucarrat/gets/issues
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
Citation: gets citation info
Materials: NEWS
In views: Econometrics, Finance
CRAN checks: gets results

Documentation:

Reference manual: gets.pdf
Vignettes: An introduction to the gets package
User-Specified General-to-Specific (GETS) and Indicator Saturation (ISAT) Methods

Downloads:

Package source: gets_0.38.tar.gz
Windows binaries: r-devel: gets_0.38.zip, r-release: gets_0.38.zip, r-oldrel: gets_0.38.zip
macOS binaries: r-release (arm64): gets_0.38.tgz, r-oldrel (arm64): gets_0.38.tgz, r-release (x86_64): gets_0.38.tgz, r-oldrel (x86_64): gets_0.38.tgz
Old sources: gets archive

Reverse dependencies:

Reverse depends: ivgets
Reverse imports: ardl.nardl, getspanel
Reverse suggests: tidyfit

Linking:

Please use the canonical form https://CRAN.R-project.org/package=gets 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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